| Metric | 11890713:ethusd:triple_med_gx:lsma35_130 | 11890713:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -24.92% | -58.12% |
| Max Drawdown | -38.45% | -63.26% |
| Sharpe | -0.63 | -1.06 |
| Sortino | -0.84 | -1.45 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.85 | 0.86 |
| Common Sense Ratio | 0.77 | 0.78 |
| CPC Index | 0.37 | 0.42 |
| Tail Ratio | 0.91 | 0.91 |
| Outlier Win Ratio | 20.4 | 3.73 |
| Outlier Loss Ratio | 3.54 | 3.15 |
| Volatility (ann.) | 39.8% | 70.8% |
| R^2 | 0.31 | 0.31 |
| Calmar | -0.73 | -1.0 |
| Skew | -0.6 | 0.16 |
| Kurtosis | 18.0 | 2.76 |
| Expected Daily % | -0.09% | -0.27% |
| Expected Monthly % | -2.57% | -7.61% |
| Expected Yearly % | -13.35% | -35.28% |
| Kelly Criterion | -11.88% | -2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.5% | -6.3% |
| Expected Shortfall (cVaR) | -3.5% | -6.3% |
| Year | 11890713:ETHUSD | 11890713:ethusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | 3.69 | -0.29 | + |
| 2025 | -52.05 | -27.59 | 0.53 | + |
| Metric | 11890713:ethusd:triple_med_gx:lsma35_130 | 11890713:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -18.8% | -51.11% |
| 6M | -27.59% | -34.52% |
| YTD | -27.59% | -52.05% |
| 1Y | -24.92% | -58.12% |
| 3Y (ann.) | -28.19% | -63.41% |
| 5Y (ann.) | -28.19% | -63.41% |
| Metric | 11890713:ethusd:triple_med_gx:lsma35_130 | 11890713:ETHUSD |
|---|---|---|
| Max Drawdown | -38.45% | -63.26% |
| Longest DD Days | 231.0 | 183.0 |
| Avg. Drawdown | -15.16% | -26.77% |
| Avg. Drawdown Days | 90.0 | 78.0 |
| Recovery Factor | -0.65 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -38.45 | 231 |
| 2024-07-16 | 2024-08-23 | -6.83 | 38 |
| 2024-07-11 | 2024-07-12 | -0.18 | 1 |
| Metric | 11890713:ethusd:triple_med_gx:lsma35_130 | 11890713:ETHUSD |
|---|---|---|
| Best Day | 13.68% | 14.6% |
| Worst Day | -14.77% | -14.77% |
| Best Week | 9.07% | 18.08% |
| Worst Week | -15.98% | -20.52% |
| Best Month | 10.13% | 47.37% |
| Worst Month | -19.94% | -32.24% |
| Best Year | 3.69% | -12.66% |
| Worst Year | -27.59% | -52.05% |
| Avg. Up Day | 2.65% | 2.66% |
| Avg. Down Day | -2.69% | -2.69% |
| Avg. Up Week | 4.95% | 6.1% |
| Avg. Down Week | -6.51% | -8.79% |
| Avg. Up Month | 0.81% | 3.52% |
| Avg. Down Month | -12.74% | -18.46% |
| Win Days % | 44.55% | 49.05% |
| Win Month % | 50.0% | 18.18% |
| Win Week % | 50.0% | 44.68% |
| Win Quarter % | 50.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |