| Metric | 11890061:ethusd:triple_med_gx:lsma60_25 | 11890061:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -42.36% | 16.06% |
| Max Drawdown | -50.12% | -63.95% |
| Sharpe | -0.73 | 0.26 |
| Sortino | -0.96 | 0.37 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 0.78 | 1.04 |
| Common Sense Ratio | 0.59 | 1.06 |
| CPC Index | 0.33 | 0.52 |
| Tail Ratio | 0.76 | 1.02 |
| Outlier Win Ratio | 32.68 | 2.9 |
| Outlier Loss Ratio | 3.86 | 3.25 |
| Volatility (ann.) | 13.8% | 35.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.71 | 0.2 |
| Skew | -0.58 | -0.05 |
| Kurtosis | 34.87 | 8.2 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.39% | 0.94% |
| Expected Yearly % | -24.08% | 7.73% |
| Kelly Criterion | -15.83% | 0.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.02% |
| Expected Shortfall (cVaR) | -1.22% | -3.02% |
| Year | 11890061:ETHUSD | 11890061:ethusd:triple_med_gx:lsma60_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -24.00 | 1.99 | - |
| 2025 | 31.97 | -24.16 | -0.76 | - |
| Metric | 11890061:ethusd:triple_med_gx:lsma60_25 | 11890061:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 6.59% | 73.76% |
| 6M | -18.64% | 98.28% |
| YTD | -24.16% | 31.97% |
| 1Y | -28.09% | 74.9% |
| 3Y (ann.) | -35.6% | 12.63% |
| 5Y (ann.) | -35.6% | 12.63% |
| Metric | 11890061:ethusd:triple_med_gx:lsma60_25 | 11890061:ETHUSD |
|---|---|---|
| Max Drawdown | -50.12% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -50.12% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.85 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -50.12 | 452 |
| Metric | 11890061:ethusd:triple_med_gx:lsma60_25 | 11890061:ETHUSD |
|---|---|---|
| Best Day | 9.13% | 12.3% |
| Worst Day | -6.2% | -14.0% |
| Best Week | 8.73% | 27.26% |
| Worst Week | -15.4% | -20.52% |
| Best Month | 9.44% | 48.75% |
| Worst Month | -19.07% | -32.24% |
| Best Year | -24.0% | 31.97% |
| Worst Year | -24.16% | -12.05% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -1.12% | -1.21% |
| Avg. Up Week | 2.95% | 6.85% |
| Avg. Down Week | -4.49% | -8.34% |
| Avg. Up Month | 5.07% | 23.22% |
| Avg. Down Month | -6.58% | -10.58% |
| Win Days % | 40.97% | 50.85% |
| Win Month % | 21.43% | 37.5% |
| Win Week % | 37.21% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |