| Metric | 11887216:ethusd:triple_med_gx:lsma50_20 | 11887216:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -34.91% | 16.06% |
| Max Drawdown | -45.99% | -63.95% |
| Sharpe | -0.6 | 0.26 |
| Sortino | -0.78 | 0.37 |
| Payoff Ratio | 1.01 | 0.95 |
| Profit Factor | 0.8 | 1.04 |
| Common Sense Ratio | 0.73 | 1.06 |
| CPC Index | 0.34 | 0.5 |
| Tail Ratio | 0.91 | 1.02 |
| Outlier Win Ratio | 37.93 | 2.88 |
| Outlier Loss Ratio | 3.77 | 3.22 |
| Volatility (ann.) | 12.94% | 35.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.63 | 0.2 |
| Skew | -1.21 | -0.05 |
| Kurtosis | 36.31 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.65% | 0.94% |
| Expected Yearly % | -19.32% | 7.73% |
| Kelly Criterion | -14.57% | -0.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -3.02% |
| Expected Shortfall (cVaR) | -1.13% | -3.02% |
| Year | 11887216:ETHUSD | 11887216:ethusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -19.93 | 1.65 | - |
| 2025 | 31.97 | -18.71 | -0.59 | - |
| Metric | 11887216:ethusd:triple_med_gx:lsma50_20 | 11887216:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 6.53% | 73.76% |
| 6M | -7.12% | 98.28% |
| YTD | -18.71% | 31.97% |
| 1Y | -28.8% | 74.9% |
| 3Y (ann.) | -29.03% | 12.63% |
| 5Y (ann.) | -29.03% | 12.63% |
| Metric | 11887216:ethusd:triple_med_gx:lsma50_20 | 11887216:ETHUSD |
|---|---|---|
| Max Drawdown | -45.99% | -63.95% |
| Longest DD Days | 451.0 | 235.0 |
| Avg. Drawdown | -45.99% | -13.15% |
| Avg. Drawdown Days | 451.0 | 37.0 |
| Recovery Factor | -0.76 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -45.99 | 451 |
| Metric | 11887216:ethusd:triple_med_gx:lsma50_20 | 11887216:ETHUSD |
|---|---|---|
| Best Day | 7.65% | 12.3% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 10.12% | 27.26% |
| Worst Week | -12.88% | -20.52% |
| Best Month | 9.9% | 48.75% |
| Worst Month | -10.64% | -32.24% |
| Best Year | -18.71% | 31.97% |
| Worst Year | -19.93% | -12.05% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -1.13% | -1.22% |
| Avg. Up Week | 3.64% | 9.66% |
| Avg. Down Week | -4.58% | -8.02% |
| Avg. Up Month | 6.07% | 36.17% |
| Avg. Down Month | -5.6% | -10.58% |
| Win Days % | 42.5% | 50.85% |
| Win Month % | 20.0% | 37.5% |
| Win Week % | 35.9% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |