| Metric | 11862536:ethusd:triple_med_gx:lsma90_130 | 11862536:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -39.29% | 16.06% |
| Max Drawdown | -59.62% | -63.95% |
| Sharpe | -0.51 | 0.26 |
| Sortino | -0.67 | 0.37 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 0.87 | 1.04 |
| Common Sense Ratio | 0.84 | 1.06 |
| CPC Index | 0.38 | 0.49 |
| Tail Ratio | 0.97 | 1.02 |
| Outlier Win Ratio | 19.93 | 3.15 |
| Outlier Loss Ratio | 4.21 | 3.4 |
| Volatility (ann.) | 16.62% | 35.34% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.55 | 0.2 |
| Skew | -2.08 | -0.05 |
| Kurtosis | 33.22 | 8.2 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.07% | 0.94% |
| Expected Yearly % | -22.08% | 7.73% |
| Kelly Criterion | -10.24% | -2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.02% |
| Expected Shortfall (cVaR) | -1.45% | -3.02% |
| Year | 11862536:ETHUSD | 11862536:ethusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -36.43 | 3.02 | - |
| 2025 | 31.97 | -4.50 | -0.14 | - |
| Metric | 11862536:ethusd:triple_med_gx:lsma90_130 | 11862536:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 24.01% | 73.76% |
| 6M | 44.8% | 98.28% |
| YTD | -4.5% | 31.97% |
| 1Y | -14.88% | 74.9% |
| 3Y (ann.) | -32.87% | 12.63% |
| 5Y (ann.) | -32.87% | 12.63% |
| Metric | 11862536:ethusd:triple_med_gx:lsma90_130 | 11862536:ETHUSD |
|---|---|---|
| Max Drawdown | -59.62% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -20.31% | -13.15% |
| Avg. Drawdown Days | 151.0 | 37.0 |
| Recovery Factor | -0.66 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -59.62 | 452 |
| 2024-06-03 | 2024-06-04 | -0.69 | 1 |
| 2024-06-04 | 2024-06-05 | -0.63 | 0 |
| Metric | 11862536:ethusd:triple_med_gx:lsma90_130 | 11862536:ETHUSD |
|---|---|---|
| Best Day | 4.99% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 15.09% | 27.26% |
| Worst Week | -23.88% | -20.52% |
| Best Month | 12.57% | 48.75% |
| Worst Month | -32.75% | -32.24% |
| Best Year | -4.5% | 31.97% |
| Worst Year | -36.43% | -12.05% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -1.05% | -1.09% |
| Avg. Up Week | 5.57% | 8.23% |
| Avg. Down Week | -6.93% | -7.92% |
| Avg. Up Month | 6.22% | 23.69% |
| Avg. Down Month | -12.06% | -12.01% |
| Win Days % | 46.51% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 41.86% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |