| Metric | 11893670:ethusd:triple_med_gx:lsma110_30 | 11893670:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -2.2% | 16.06% |
| Max Drawdown | -38.51% | -63.95% |
| Sharpe | 0.02 | 0.26 |
| Sortino | 0.03 | 0.37 |
| Payoff Ratio | 1.01 | 0.98 |
| Profit Factor | 1.01 | 1.04 |
| Common Sense Ratio | 0.99 | 1.06 |
| CPC Index | 0.5 | 0.52 |
| Tail Ratio | 0.98 | 1.02 |
| Outlier Win Ratio | 32.16 | 3.0 |
| Outlier Loss Ratio | 4.06 | 3.17 |
| Volatility (ann.) | 12.13% | 35.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.05 | 0.2 |
| Skew | -0.37 | -0.05 |
| Kurtosis | 22.75 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.14% | 0.94% |
| Expected Yearly % | -1.1% | 7.73% |
| Kelly Criterion | -1.09% | 0.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -3.02% |
| Expected Shortfall (cVaR) | -1.04% | -3.02% |
| Year | 11893670:ETHUSD | 11893670:ethusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 24.62 | -2.04 | + |
| 2025 | 31.97 | -21.52 | -0.67 | - |
| Metric | 11893670:ethusd:triple_med_gx:lsma110_30 | 11893670:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -0.6% | 73.76% |
| 6M | 1.4% | 98.28% |
| YTD | -21.52% | 31.97% |
| 1Y | -10.83% | 74.9% |
| 3Y (ann.) | -1.76% | 12.63% |
| 5Y (ann.) | -1.76% | 12.63% |
| Metric | 11893670:ethusd:triple_med_gx:lsma110_30 | 11893670:ETHUSD |
|---|---|---|
| Max Drawdown | -38.51% | -63.95% |
| Longest DD Days | 273.0 | 235.0 |
| Avg. Drawdown | -4.0% | -13.15% |
| Avg. Drawdown Days | 23.0 | 37.0 |
| Recovery Factor | -0.06 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-09-01 | -38.51 | 273 |
| 2024-08-14 | 2024-09-19 | -6.64 | 36 |
| 2024-10-21 | 2024-11-09 | -4.91 | 19 |
| 2024-07-01 | 2024-07-14 | -3.37 | 12 |
| 2024-07-17 | 2024-08-14 | -3.24 | 28 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-09-21 | 2024-10-16 | -1.51 | 25 |
| 2024-10-16 | 2024-10-18 | -1.33 | 2 |
| 2024-06-29 | 2024-06-30 | -0.97 | 1 |
| Metric | 11893670:ethusd:triple_med_gx:lsma110_30 | 11893670:ETHUSD |
|---|---|---|
| Best Day | 4.99% | 12.3% |
| Worst Day | -5.44% | -14.0% |
| Best Week | 13.68% | 27.26% |
| Worst Week | -11.7% | -20.52% |
| Best Month | 17.42% | 48.75% |
| Worst Month | -12.82% | -32.24% |
| Best Year | 24.62% | 31.97% |
| Worst Year | -21.52% | -12.05% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.99% | -1.02% |
| Avg. Up Week | 4.29% | 9.16% |
| Avg. Down Week | -4.24% | -5.76% |
| Avg. Up Month | 8.77% | 29.6% |
| Avg. Down Month | -7.78% | -11.46% |
| Win Days % | 49.22% | 50.85% |
| Win Month % | 57.14% | 37.5% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |