| Metric | 11887236:ethusd:triple_med_gx:lsma60_20 | 11887236:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -32.08% | 16.06% |
| Max Drawdown | -48.35% | -63.95% |
| Sharpe | -0.45 | 0.26 |
| Sortino | -0.62 | 0.37 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 0.86 | 1.04 |
| Common Sense Ratio | 0.69 | 1.06 |
| CPC Index | 0.41 | 0.57 |
| Tail Ratio | 0.8 | 1.02 |
| Outlier Win Ratio | 28.72 | 3.0 |
| Outlier Loss Ratio | 4.01 | 3.24 |
| Volatility (ann.) | 14.78% | 35.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.55 | 0.2 |
| Skew | 0.03 | -0.05 |
| Kurtosis | 33.63 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.39% | 0.94% |
| Expected Yearly % | -17.58% | 7.73% |
| Kelly Criterion | -10.01% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.02% |
| Expected Shortfall (cVaR) | -1.29% | -3.02% |
| Year | 11887236:ETHUSD | 11887236:ethusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -18.65 | 1.55 | - |
| 2025 | 31.97 | -16.50 | -0.52 | - |
| Metric | 11887236:ethusd:triple_med_gx:lsma60_20 | 11887236:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 19.34% | 73.76% |
| 6M | -6.94% | 98.28% |
| YTD | -16.5% | 31.97% |
| 1Y | -18.23% | 74.9% |
| 3Y (ann.) | -26.58% | 12.63% |
| 5Y (ann.) | -26.58% | 12.63% |
| Metric | 11887236:ethusd:triple_med_gx:lsma60_20 | 11887236:ETHUSD |
|---|---|---|
| Max Drawdown | -48.35% | -63.95% |
| Longest DD Days | 451.0 | 235.0 |
| Avg. Drawdown | -48.35% | -13.15% |
| Avg. Drawdown Days | 451.0 | 37.0 |
| Recovery Factor | -0.66 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -48.35 | 451 |
| Metric | 11887236:ethusd:triple_med_gx:lsma60_20 | 11887236:ETHUSD |
|---|---|---|
| Best Day | 9.13% | 12.3% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 10.12% | 27.26% |
| Worst Week | -13.18% | -20.52% |
| Best Month | 12.9% | 48.75% |
| Worst Month | -17.68% | -32.24% |
| Best Year | -16.5% | 31.97% |
| Worst Year | -18.65% | -12.05% |
| Avg. Up Day | 1.23% | 1.25% |
| Avg. Down Day | -1.06% | -1.16% |
| Avg. Up Week | 3.53% | 8.16% |
| Avg. Down Week | -4.08% | -8.13% |
| Avg. Up Month | 6.83% | 31.88% |
| Avg. Down Month | -7.54% | -11.57% |
| Win Days % | 41.03% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 40.82% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |