| Metric | 11887198:ethusd:triple_med_gx:lsma55_20 | 11887198:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -57.8% | 16.06% |
| Max Drawdown | -63.72% | -63.95% |
| Sharpe | -1.11 | 0.26 |
| Sortino | -1.39 | 0.37 |
| Payoff Ratio | 0.95 | 0.91 |
| Profit Factor | 0.68 | 1.04 |
| Common Sense Ratio | 0.43 | 1.06 |
| CPC Index | 0.26 | 0.48 |
| Tail Ratio | 0.63 | 1.02 |
| Outlier Win Ratio | 32.89 | 2.93 |
| Outlier Loss Ratio | 3.98 | 3.44 |
| Volatility (ann.) | 14.56% | 35.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.78 | 0.2 |
| Skew | -1.41 | -0.05 |
| Kurtosis | 28.29 | 8.2 |
| Expected Daily % | -0.05% | 0.01% |
| Expected Monthly % | -5.25% | 0.94% |
| Expected Yearly % | -35.04% | 7.73% |
| Kelly Criterion | -24.17% | -2.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.02% |
| Expected Shortfall (cVaR) | -1.3% | -3.02% |
| Year | 11887198:ETHUSD | 11887198:ethusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -36.17 | 3.00 | - |
| 2025 | 31.97 | -33.88 | -1.06 | - |
| Metric | 11887198:ethusd:triple_med_gx:lsma55_20 | 11887198:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.92% | 73.76% |
| 6M | -14.0% | 98.28% |
| YTD | -33.88% | 31.97% |
| 1Y | -51.97% | 74.9% |
| 3Y (ann.) | -49.79% | 12.63% |
| 5Y (ann.) | -49.79% | 12.63% |
| Metric | 11887198:ethusd:triple_med_gx:lsma55_20 | 11887198:ETHUSD |
|---|---|---|
| Max Drawdown | -63.72% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -63.72% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.91 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -63.72 | 452 |
| Metric | 11887198:ethusd:triple_med_gx:lsma55_20 | 11887198:ETHUSD |
|---|---|---|
| Best Day | 7.85% | 12.3% |
| Worst Day | -6.72% | -14.0% |
| Best Week | 10.12% | 27.26% |
| Worst Week | -16.26% | -20.52% |
| Best Month | 12.32% | 48.75% |
| Worst Month | -23.06% | -32.24% |
| Best Year | -33.88% | 31.97% |
| Worst Year | -36.17% | -12.05% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -1.17% | -1.23% |
| Avg. Up Week | 3.03% | 7.63% |
| Avg. Down Week | -6.33% | -8.12% |
| Avg. Up Month | 6.27% | 29.88% |
| Avg. Down Month | -8.78% | -9.29% |
| Win Days % | 39.6% | 50.85% |
| Win Month % | 21.43% | 37.5% |
| Win Week % | 40.0% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |