| Metric | 11884508:ethusd:triple_med_gx:lsma60_15 | 11884508:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -33.67% | 16.06% |
| Max Drawdown | -50.09% | -63.95% |
| Sharpe | -0.47 | 0.26 |
| Sortino | -0.64 | 0.37 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 0.85 | 1.04 |
| Common Sense Ratio | 0.69 | 1.06 |
| CPC Index | 0.4 | 0.57 |
| Tail Ratio | 0.8 | 1.02 |
| Outlier Win Ratio | 28.77 | 3.05 |
| Outlier Loss Ratio | 3.98 | 3.27 |
| Volatility (ann.) | 15.09% | 35.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.56 | 0.2 |
| Skew | 0.08 | -0.05 |
| Kurtosis | 32.12 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.53% | 0.94% |
| Expected Yearly % | -18.55% | 7.73% |
| Kelly Criterion | -10.95% | 5.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.02% |
| Expected Shortfall (cVaR) | -1.32% | -3.02% |
| Year | 11884508:ETHUSD | 11884508:ethusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -12.43 | 1.03 | - |
| 2025 | 31.97 | -24.25 | -0.76 | - |
| Metric | 11884508:ethusd:triple_med_gx:lsma60_15 | 11884508:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.0% | 73.76% |
| 6M | -17.48% | 98.28% |
| YTD | -24.25% | 31.97% |
| 1Y | -25.01% | 74.9% |
| 3Y (ann.) | -27.95% | 12.63% |
| 5Y (ann.) | -27.95% | 12.63% |
| Metric | 11884508:ethusd:triple_med_gx:lsma60_15 | 11884508:ETHUSD |
|---|---|---|
| Max Drawdown | -50.09% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -50.09% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.67 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -50.09 | 452 |
| Metric | 11884508:ethusd:triple_med_gx:lsma60_15 | 11884508:ETHUSD |
|---|---|---|
| Best Day | 9.13% | 12.3% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 12.33% | 27.26% |
| Worst Week | -17.55% | -20.52% |
| Best Month | 14.93% | 48.75% |
| Worst Month | -21.39% | -32.24% |
| Best Year | -12.43% | 31.97% |
| Worst Year | -24.25% | -12.05% |
| Avg. Up Day | 1.24% | 1.26% |
| Avg. Down Day | -1.09% | -1.17% |
| Avg. Up Week | 3.7% | 8.16% |
| Avg. Down Week | -5.35% | -7.65% |
| Avg. Up Month | 6.78% | 31.88% |
| Avg. Down Month | -8.84% | -12.28% |
| Win Days % | 41.08% | 50.85% |
| Win Month % | 46.67% | 37.5% |
| Win Week % | 47.92% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |