| Metric | 11886012:ethusd:triple_med_gx:lsma190_15 | 11886012:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -41.72% | 16.06% |
| Max Drawdown | -46.54% | -63.95% |
| Sharpe | -0.77 | 0.26 |
| Sortino | -0.99 | 0.37 |
| Payoff Ratio | 0.87 | 0.81 |
| Profit Factor | 0.76 | 1.04 |
| Common Sense Ratio | 0.61 | 1.06 |
| CPC Index | 0.3 | 0.43 |
| Tail Ratio | 0.8 | 1.02 |
| Outlier Win Ratio | 35.35 | 2.8 |
| Outlier Loss Ratio | 3.78 | 3.24 |
| Volatility (ann.) | 12.92% | 35.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.75 | 0.2 |
| Skew | -0.84 | -0.05 |
| Kurtosis | 42.98 | 8.2 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.32% | 0.94% |
| Expected Yearly % | -23.66% | 7.73% |
| Kelly Criterion | -16.87% | -9.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.02% |
| Expected Shortfall (cVaR) | -1.14% | -3.02% |
| Year | 11886012:ETHUSD | 11886012:ethusd:triple_med_gx:lsma190_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 0.14 | -0.01 | + |
| 2025 | 31.97 | -41.80 | -1.31 | - |
| Metric | 11886012:ethusd:triple_med_gx:lsma190_15 | 11886012:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -5.62% | 73.76% |
| 6M | -30.18% | 98.28% |
| YTD | -41.8% | 31.97% |
| 1Y | -40.13% | 74.9% |
| 3Y (ann.) | -35.03% | 12.63% |
| 5Y (ann.) | -35.03% | 12.63% |
| Metric | 11886012:ethusd:triple_med_gx:lsma190_15 | 11886012:ETHUSD |
|---|---|---|
| Max Drawdown | -46.54% | -63.95% |
| Longest DD Days | 372.0 | 235.0 |
| Avg. Drawdown | -8.27% | -13.15% |
| Avg. Drawdown Days | 59.0 | 37.0 |
| Recovery Factor | -0.9 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -46.54 | 372 |
| 2024-07-17 | 2024-08-24 | -6.02 | 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 | 11886012:ethusd:triple_med_gx:lsma190_15 | 11886012:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 7.02% | 27.26% |
| Worst Week | -16.06% | -20.52% |
| Best Month | 6.75% | 48.75% |
| Worst Month | -22.5% | -32.24% |
| Best Year | 0.14% | 31.97% |
| Worst Year | -41.8% | -12.05% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -1.1% | -1.2% |
| Avg. Up Week | 3.03% | 8.57% |
| Avg. Down Week | -5.3% | -7.82% |
| Avg. Up Month | 2.75% | 35.16% |
| Avg. Down Month | -9.56% | -13.13% |
| Win Days % | 45.63% | 50.85% |
| Win Month % | 46.15% | 37.5% |
| Win Week % | 33.33% | 53.73% |
| Win Quarter % | 20.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |