| Metric | 11871898:ethusd:triple_med_gx:lsma270_100 | 11871898:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -20.8% | -30.98% |
| Max Drawdown | -22.79% | -63.26% |
| Sharpe | -1.12 | -0.15 |
| Sortino | -1.38 | -0.22 |
| Payoff Ratio | 0.74 | 0.65 |
| Profit Factor | 0.61 | 0.98 |
| Common Sense Ratio | NaN | 1.0 |
| CPC Index | 0.2 | 0.31 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 81.28 | 3.0 |
| Outlier Loss Ratio | 2.13 | 2.58 |
| Volatility (ann.) | 19.29% | 73.0% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.92 | -0.49 |
| Skew | -1.51 | 0.69 |
| Kurtosis | 26.53 | 4.88 |
| Expected Daily % | -0.06% | -0.1% |
| Expected Monthly % | -1.92% | -3.04% |
| Expected Yearly % | -11.0% | -16.92% |
| Kelly Criterion | -28.98% | -28.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -6.32% |
| Expected Shortfall (cVaR) | -1.72% | -6.32% |
| Year | 11871898:ETHUSD | 11871898:ethusd:triple_med_gx:lsma270_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | 0.00 | -0.00 | + |
| 2025 | -20.98 | -20.80 | 0.99 | + |
| Metric | 11871898:ethusd:triple_med_gx:lsma270_100 | 11871898:ETHUSD |
|---|---|---|
| MTD | 0.0% | 46.71% |
| 3M | 0.0% | 5.57% |
| 6M | -20.8% | -20.81% |
| YTD | -20.8% | -20.98% |
| 1Y | -20.8% | -30.98% |
| 3Y (ann.) | -20.95% | -31.2% |
| 5Y (ann.) | -20.95% | -31.2% |
| Metric | 11871898:ethusd:triple_med_gx:lsma270_100 | 11871898:ETHUSD |
|---|---|---|
| Max Drawdown | -22.79% | -63.26% |
| Longest DD Days | 131.0 | 183.0 |
| Avg. Drawdown | -11.45% | -26.77% |
| Avg. Drawdown Days | 47.0 | 90.0 |
| Recovery Factor | -0.91 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-05-29 | -22.79 | 131 |
| 2025-01-07 | 2025-01-15 | -7.39 | 8 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| Metric | 11871898:ethusd:triple_med_gx:lsma270_100 | 11871898:ETHUSD |
|---|---|---|
| Best Day | 7.06% | 21.85% |
| Worst Day | -7.94% | -14.77% |
| Best Week | 6.34% | 27.26% |
| Worst Week | -18.73% | -20.52% |
| Best Month | 0.0% | 47.37% |
| Worst Month | -18.73% | -32.24% |
| Best Year | 0.0% | -12.66% |
| Worst Year | -20.8% | -20.98% |
| Avg. Up Day | 2.39% | 2.39% |
| Avg. Down Day | -3.23% | -3.7% |
| Avg. Up Week | 6.34% | 6.34% |
| Avg. Down Week | -6.82% | -8.75% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -10.64% | -16.57% |
| Win Days % | 45.16% | 49.72% |
| Win Month % | 0.0% | 25.0% |
| Win Week % | 20.0% | 49.06% |
| Win Quarter % | 0.0% | 40.0% |
| Win Year % | 0.0% | 0.0% |