| Metric | 11856114:ethusd:triple_med_gx:lsma70_125 | 11856114:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -22.84% | 16.06% |
| Max Drawdown | -33.75% | -63.95% |
| Sharpe | -0.44 | 0.26 |
| Sortino | -0.57 | 0.37 |
| Payoff Ratio | 0.97 | 0.86 |
| Profit Factor | 0.86 | 1.04 |
| Common Sense Ratio | 0.87 | 1.06 |
| CPC Index | 0.36 | 0.46 |
| Tail Ratio | 1.02 | 1.02 |
| Outlier Win Ratio | 39.28 | 2.77 |
| Outlier Loss Ratio | 4.81 | 3.1 |
| Volatility (ann.) | 10.52% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.55 | 0.2 |
| Skew | -1.66 | -0.05 |
| Kurtosis | 29.47 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.61% | 0.94% |
| Expected Yearly % | -12.16% | 7.73% |
| Kelly Criterion | -14.94% | -6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.02% |
| Expected Shortfall (cVaR) | -0.92% | -3.02% |
| Year | 11856114:ETHUSD | 11856114:ethusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -13.13 | 1.09 | - |
| 2025 | 31.97 | -11.18 | -0.35 | - |
| Metric | 11856114:ethusd:triple_med_gx:lsma70_125 | 11856114:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 3.62% | 73.76% |
| 6M | -8.18% | 98.28% |
| YTD | -11.18% | 31.97% |
| 1Y | -0.88% | 74.9% |
| 3Y (ann.) | -18.7% | 12.63% |
| 5Y (ann.) | -18.7% | 12.63% |
| Metric | 11856114:ethusd:triple_med_gx:lsma70_125 | 11856114:ETHUSD |
|---|---|---|
| Max Drawdown | -33.75% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -33.75% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.68 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -33.75 | 452 |
| Metric | 11856114:ethusd:triple_med_gx:lsma70_125 | 11856114:ETHUSD |
|---|---|---|
| Best Day | 4.03% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 15.64% | 27.26% |
| Worst Week | -11.91% | -20.52% |
| Best Month | 11.1% | 48.75% |
| Worst Month | -17.6% | -32.24% |
| Best Year | -11.18% | 31.97% |
| Worst Year | -13.13% | -12.05% |
| Avg. Up Day | 0.88% | 0.92% |
| Avg. Down Day | -0.91% | -1.07% |
| Avg. Up Week | 4.44% | 9.08% |
| Avg. Down Week | -3.8% | -7.19% |
| Avg. Up Month | 4.54% | 23.69% |
| Avg. Down Month | -5.99% | -10.03% |
| Win Days % | 43.48% | 50.85% |
| Win Month % | 43.75% | 37.5% |
| Win Week % | 35.9% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |