| Metric | 11859849:ethusd:triple_med_gx:lsma100_125 | 11859849:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 1.46% | 16.06% |
| Max Drawdown | -22.86% | -63.95% |
| Sharpe | 0.08 | 0.26 |
| Sortino | 0.12 | 0.37 |
| Payoff Ratio | 1.41 | 1.45 |
| Profit Factor | 1.04 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.55 | 0.77 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 61.94 | 2.71 |
| Outlier Loss Ratio | 4.77 | 2.72 |
| Volatility (ann.) | 8.2% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.05 | 0.2 |
| Skew | 2.27 | -0.05 |
| Kurtosis | 42.53 | 8.2 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.09% | 0.94% |
| Expected Yearly % | 0.73% | 7.73% |
| Kelly Criterion | -5.93% | 16.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -3.02% |
| Expected Shortfall (cVaR) | -0.7% | -3.02% |
| Year | 11859849:ETHUSD | 11859849:ethusd:triple_med_gx:lsma100_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -15.90 | 1.32 | - |
| 2025 | 31.97 | 20.65 | 0.65 | - |
| Metric | 11859849:ethusd:triple_med_gx:lsma100_125 | 11859849:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 21.39% | 73.76% |
| 6M | 23.17% | 98.28% |
| YTD | 20.65% | 31.97% |
| 1Y | 10.73% | 74.9% |
| 3Y (ann.) | 1.17% | 12.63% |
| 5Y (ann.) | 1.17% | 12.63% |
| Metric | 11859849:ethusd:triple_med_gx:lsma100_125 | 11859849:ETHUSD |
|---|---|---|
| Max Drawdown | -22.86% | -63.95% |
| Longest DD Days | 428.0 | 235.0 |
| Avg. Drawdown | -11.52% | -13.15% |
| Avg. Drawdown Days | 214.0 | 37.0 |
| Recovery Factor | 0.06 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-08-12 | -22.86 | 428 |
| 2024-06-08 | 2024-06-09 | -0.18 | 0 |
| Metric | 11859849:ethusd:triple_med_gx:lsma100_125 | 11859849:ETHUSD |
|---|---|---|
| Best Day | 4.74% | 12.3% |
| Worst Day | -3.36% | -14.0% |
| Best Week | 9.81% | 27.26% |
| Worst Week | -13.04% | -20.52% |
| Best Month | 18.29% | 48.75% |
| Worst Month | -13.21% | -32.24% |
| Best Year | 20.65% | 31.97% |
| Worst Year | -15.9% | -12.05% |
| Avg. Up Day | 1.18% | 1.21% |
| Avg. Down Day | -0.84% | -0.83% |
| Avg. Up Week | 3.41% | 9.39% |
| Avg. Down Week | -5.19% | -7.84% |
| Avg. Up Month | 13.33% | 33.06% |
| Avg. Down Month | -4.18% | -13.86% |
| Win Days % | 38.05% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |