| Metric | 11873695:ethusd:triple_med_gx:lsma75_140 | 11873695:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -21.93% | 16.06% |
| Max Drawdown | -41.18% | -63.95% |
| Sharpe | -0.22 | 0.26 |
| Sortino | -0.29 | 0.37 |
| Payoff Ratio | 0.98 | 0.97 |
| Profit Factor | 0.94 | 1.04 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.44 | 0.51 |
| Tail Ratio | 0.98 | 1.02 |
| Outlier Win Ratio | 21.02 | 3.2 |
| Outlier Loss Ratio | 4.05 | 3.35 |
| Volatility (ann.) | 16.48% | 35.34% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.44 | 0.2 |
| Skew | -1.57 | -0.05 |
| Kurtosis | 34.42 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.54% | 0.94% |
| Expected Yearly % | -11.64% | 7.73% |
| Kelly Criterion | -5.96% | 0.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -3.02% |
| Expected Shortfall (cVaR) | -1.43% | -3.02% |
| Year | 11873695:ETHUSD | 11873695:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -14.21 | 1.18 | - |
| 2025 | 31.97 | -9.00 | -0.28 | - |
| Metric | 11873695:ethusd:triple_med_gx:lsma75_140 | 11873695:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 22.42% | 73.76% |
| 6M | 26.97% | 98.28% |
| YTD | -9.0% | 31.97% |
| 1Y | 4.08% | 74.9% |
| 3Y (ann.) | -17.94% | 12.63% |
| 5Y (ann.) | -17.94% | 12.63% |
| Metric | 11873695:ethusd:triple_med_gx:lsma75_140 | 11873695:ETHUSD |
|---|---|---|
| Max Drawdown | -41.18% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -41.18% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.53 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -41.18 | 452 |
| Metric | 11873695:ethusd:triple_med_gx:lsma75_140 | 11873695:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 18.77% | 27.26% |
| Worst Week | -23.88% | -20.52% |
| Best Month | 15.68% | 48.75% |
| Worst Month | -26.33% | -32.24% |
| Best Year | -9.0% | 31.97% |
| Worst Year | -14.21% | -12.05% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -1.08% | -1.1% |
| Avg. Up Week | 6.19% | 7.48% |
| Avg. Down Week | -5.98% | -7.24% |
| Avg. Up Month | 9.98% | 23.69% |
| Avg. Down Month | -9.17% | -12.62% |
| Win Days % | 47.55% | 50.85% |
| Win Month % | 43.75% | 37.5% |
| Win Week % | 43.59% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |