| Metric | 11883424:ethusd:triple_med_gx:lsma190_10 | 11883424:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -48.43% | 16.06% |
| Max Drawdown | -52.11% | -63.95% |
| Sharpe | -0.92 | 0.26 |
| Sortino | -1.16 | 0.37 |
| Payoff Ratio | 0.83 | 0.8 |
| Profit Factor | 0.72 | 1.04 |
| Common Sense Ratio | 0.56 | 1.06 |
| CPC Index | 0.27 | 0.42 |
| Tail Ratio | 0.78 | 1.02 |
| Outlier Win Ratio | 35.96 | 2.86 |
| Outlier Loss Ratio | 3.58 | 3.27 |
| Volatility (ann.) | 13.4% | 35.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.79 | 0.2 |
| Skew | -1.1 | -0.05 |
| Kurtosis | 39.75 | 8.2 |
| Expected Daily % | -0.04% | 0.01% |
| Expected Monthly % | -4.05% | 0.94% |
| Expected Yearly % | -28.19% | 7.73% |
| Kelly Criterion | -21.05% | -10.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.02% |
| Expected Shortfall (cVaR) | -1.19% | -3.02% |
| Year | 11883424:ETHUSD | 11883424:ethusd:triple_med_gx:lsma190_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 3.40 | -0.28 | + |
| 2025 | 31.97 | -50.13 | -1.57 | - |
| Metric | 11883424:ethusd:triple_med_gx:lsma190_10 | 11883424:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -6.21% | 73.76% |
| 6M | -39.89% | 98.28% |
| YTD | -50.13% | 31.97% |
| 1Y | -46.93% | 74.9% |
| 3Y (ann.) | -41.07% | 12.63% |
| 5Y (ann.) | -41.07% | 12.63% |
| Metric | 11883424:ethusd:triple_med_gx:lsma190_10 | 11883424:ETHUSD |
|---|---|---|
| Max Drawdown | -52.11% | -63.95% |
| Longest DD Days | 372.0 | 235.0 |
| Avg. Drawdown | -9.09% | -13.15% |
| Avg. Drawdown Days | 59.0 | 37.0 |
| Recovery Factor | -0.93 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -52.11 | 372 |
| 2024-07-17 | 2024-08-24 | -6.18 | 38 |
| 2024-07-11 | 2024-07-13 | -2.43 | 1 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-07-14 | 2024-07-15 | -0.75 | 1 |
| 2024-07-11 | 2024-07-11 | -0.18 | 0 |
| 2024-07-13 | 2024-07-13 | -0.01 | 0 |
| Metric | 11883424:ethusd:triple_med_gx:lsma190_10 | 11883424:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 9.86% | 27.26% |
| Worst Week | -22.17% | -20.52% |
| Best Month | 9.35% | 48.75% |
| Worst Month | -33.1% | -32.24% |
| Best Year | 3.4% | 31.97% |
| Worst Year | -50.13% | -12.05% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -1.19% | -1.25% |
| Avg. Up Week | 3.14% | 8.57% |
| Avg. Down Week | -6.13% | -7.82% |
| Avg. Up Month | 3.06% | 35.16% |
| Avg. Down Month | -9.8% | -11.5% |
| Win Days % | 45.15% | 50.85% |
| Win Month % | 38.46% | 37.5% |
| Win Week % | 33.33% | 53.73% |
| Win Quarter % | 20.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |