| Metric | 11882021:ethusd:triple_med_gx:lsma40_10 | 11882021:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -25.01% | 16.06% |
| Max Drawdown | -36.49% | -63.95% |
| Sharpe | -0.51 | 0.26 |
| Sortino | -0.7 | 0.37 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 0.78 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.33 | 0.58 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 61.14 | 2.66 |
| Outlier Loss Ratio | 3.96 | 3.03 |
| Volatility (ann.) | 10.18% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.56 | 0.2 |
| Skew | 0.22 | -0.05 |
| Kurtosis | 68.23 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.78% | 0.94% |
| Expected Yearly % | -13.4% | 7.73% |
| Kelly Criterion | -17.59% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -3.02% |
| Expected Shortfall (cVaR) | -0.89% | -3.02% |
| Year | 11882021:ETHUSD | 11882021:ethusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -14.54 | 1.21 | - |
| 2025 | 31.97 | -12.25 | -0.38 | - |
| Metric | 11882021:ethusd:triple_med_gx:lsma40_10 | 11882021:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.17% | 73.76% |
| 6M | -7.83% | 98.28% |
| YTD | -12.25% | 31.97% |
| 1Y | -18.6% | 74.9% |
| 3Y (ann.) | -20.53% | 12.63% |
| 5Y (ann.) | -20.53% | 12.63% |
| Metric | 11882021:ethusd:triple_med_gx:lsma40_10 | 11882021:ETHUSD |
|---|---|---|
| Max Drawdown | -36.49% | -63.95% |
| Longest DD Days | 441.0 | 235.0 |
| Avg. Drawdown | -18.53% | -13.15% |
| Avg. Drawdown Days | 220.0 | 37.0 |
| Recovery Factor | -0.69 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-09-01 | -36.49 | 441 |
| 2024-06-15 | 2024-06-16 | -0.58 | 0 |
| Metric | 11882021:ethusd:triple_med_gx:lsma40_10 | 11882021:ETHUSD |
|---|---|---|
| Best Day | 7.85% | 12.3% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 13.68% | 27.26% |
| Worst Week | -19.76% | -20.52% |
| Best Month | 11.56% | 48.75% |
| Worst Month | -20.17% | -32.24% |
| Best Year | -12.25% | 31.97% |
| Worst Year | -14.54% | -12.05% |
| Avg. Up Day | 1.25% | 1.28% |
| Avg. Down Day | -1.08% | -1.16% |
| Avg. Up Week | 3.86% | 9.13% |
| Avg. Down Week | -5.27% | -7.99% |
| Avg. Up Month | 7.33% | 35.71% |
| Avg. Down Month | -8.38% | -13.93% |
| Win Days % | 36.87% | 50.85% |
| Win Month % | 42.86% | 37.5% |
| Win Week % | 45.16% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |