| Metric | 11890044:ethusd:triple_med_gx:lsma45_25 | 11890044:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -48.64% | 16.06% |
| Max Drawdown | -51.72% | -63.95% |
| Sharpe | -0.99 | 0.26 |
| Sortino | -1.17 | 0.37 |
| Payoff Ratio | 0.85 | 0.81 |
| Profit Factor | 0.68 | 1.04 |
| Common Sense Ratio | 0.53 | 1.06 |
| CPC Index | 0.24 | 0.43 |
| Tail Ratio | 0.78 | 1.02 |
| Outlier Win Ratio | 43.45 | 2.84 |
| Outlier Loss Ratio | 3.7 | 3.22 |
| Volatility (ann.) | 12.66% | 35.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.8 | 0.2 |
| Skew | -4.99 | -0.05 |
| Kurtosis | 85.7 | 8.2 |
| Expected Daily % | -0.04% | 0.01% |
| Expected Monthly % | -4.08% | 0.94% |
| Expected Yearly % | -28.33% | 7.73% |
| Kelly Criterion | -25.6% | -9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -3.02% |
| Expected Shortfall (cVaR) | -1.12% | -3.02% |
| Year | 11890044:ETHUSD | 11890044:ethusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -18.68 | 1.55 | - |
| 2025 | 31.97 | -36.85 | -1.15 | - |
| Metric | 11890044:ethusd:triple_med_gx:lsma45_25 | 11890044:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -5.26% | 73.76% |
| 6M | -16.3% | 98.28% |
| YTD | -36.85% | 31.97% |
| 1Y | -48.03% | 74.9% |
| 3Y (ann.) | -41.27% | 12.63% |
| 5Y (ann.) | -41.27% | 12.63% |
| Metric | 11890044:ethusd:triple_med_gx:lsma45_25 | 11890044:ETHUSD |
|---|---|---|
| Max Drawdown | -51.72% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -25.95% | -13.15% |
| Avg. Drawdown Days | 226.0 | 37.0 |
| Recovery Factor | -0.94 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -51.72 | 452 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11890044:ethusd:triple_med_gx:lsma45_25 | 11890044:ETHUSD |
|---|---|---|
| Best Day | 4.0% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 6.01% | 27.26% |
| Worst Week | -23.88% | -20.52% |
| Best Month | 8.72% | 48.75% |
| Worst Month | -30.6% | -32.24% |
| Best Year | -18.68% | 31.97% |
| Worst Year | -36.85% | -12.05% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -1.17% | -1.25% |
| Avg. Up Week | 2.24% | 8.39% |
| Avg. Down Week | -4.28% | -7.59% |
| Avg. Up Month | 4.52% | 33.06% |
| Avg. Down Month | -7.97% | -10.33% |
| Win Days % | 42.27% | 50.85% |
| Win Month % | 26.67% | 37.5% |
| Win Week % | 31.91% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |