| Metric | 11870621:ethusd:triple_med_gx:lsma125_135 | 11870621:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -8.95% | 16.06% |
| Max Drawdown | -12.68% | -63.95% |
| Sharpe | -0.36 | 0.26 |
| Sortino | -0.47 | 0.37 |
| Payoff Ratio | 1.14 | 0.96 |
| Profit Factor | 0.79 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.34 | 0.51 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 150.55 | 2.23 |
| Outlier Loss Ratio | 4.26 | 2.46 |
| Volatility (ann.) | 4.92% | 35.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.57 | 0.2 |
| Skew | -2.77 | -0.05 |
| Kurtosis | 101.18 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.58% | 0.94% |
| Expected Yearly % | -4.58% | 7.73% |
| Kelly Criterion | -16.93% | -0.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -3.02% |
| Expected Shortfall (cVaR) | -0.43% | -3.02% |
| Year | 11870621:ETHUSD | 11870621:ethusd:triple_med_gx:lsma125_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.11 | 0.67 | + |
| 2025 | 31.97 | -0.92 | -0.03 | - |
| Metric | 11870621:ethusd:triple_med_gx:lsma125_135 | 11870621:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.77% | 73.76% |
| 6M | -6.81% | 98.28% |
| YTD | -0.92% | 31.97% |
| 1Y | -4.77% | 74.9% |
| 3Y (ann.) | -7.22% | 12.63% |
| 5Y (ann.) | -7.22% | 12.63% |
| Metric | 11870621:ethusd:triple_med_gx:lsma125_135 | 11870621:ETHUSD |
|---|---|---|
| Max Drawdown | -12.68% | -63.95% |
| Longest DD Days | 445.0 | 235.0 |
| Avg. Drawdown | -6.43% | -13.15% |
| Avg. Drawdown Days | 222.0 | 37.0 |
| Recovery Factor | -0.71 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-09-01 | -12.68 | 445 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| Metric | 11870621:ethusd:triple_med_gx:lsma125_135 | 11870621:ETHUSD |
|---|---|---|
| Best Day | 3.17% | 12.3% |
| Worst Day | -4.22% | -14.0% |
| Best Week | 7.39% | 27.26% |
| Worst Week | -5.94% | -20.52% |
| Best Month | 6.82% | 48.75% |
| Worst Month | -6.49% | -32.24% |
| Best Year | -0.92% | 31.97% |
| Worst Year | -8.11% | -12.05% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.81% | -1.0% |
| Avg. Up Week | 2.27% | 9.18% |
| Avg. Down Week | -1.13% | -5.77% |
| Avg. Up Month | 1.57% | 48.06% |
| Avg. Down Month | -1.62% | -12.92% |
| Win Days % | 37.63% | 50.85% |
| Win Month % | 30.77% | 37.5% |
| Win Week % | 26.32% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |