| Metric | 11896102:ethusd:triple_med_gx:lsma20_35 | 11896102:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -16.37% | 16.06% |
| Max Drawdown | -27.73% | -63.95% |
| Sharpe | -0.38 | 0.26 |
| Sortino | -0.52 | 0.37 |
| Payoff Ratio | 1.19 | 0.9 |
| Profit Factor | 0.82 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.38 | 0.48 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 74.84 | 2.64 |
| Outlier Loss Ratio | 3.98 | 2.87 |
| Volatility (ann.) | 8.46% | 35.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.48 | 0.2 |
| Skew | -0.15 | -0.05 |
| Kurtosis | 64.35 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.11% | 0.94% |
| Expected Yearly % | -8.55% | 7.73% |
| Kelly Criterion | -13.59% | -3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -3.02% |
| Expected Shortfall (cVaR) | -0.74% | -3.02% |
| Year | 11896102:ETHUSD | 11896102:ethusd:triple_med_gx:lsma20_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -21.29 | 1.77 | - |
| 2025 | 31.97 | 6.26 | 0.20 | - |
| Metric | 11896102:ethusd:triple_med_gx:lsma20_35 | 11896102:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -0.11% | 73.76% |
| 6M | 12.5% | 98.28% |
| YTD | 6.26% | 31.97% |
| 1Y | -6.43% | 74.9% |
| 3Y (ann.) | -13.3% | 12.63% |
| 5Y (ann.) | -13.3% | 12.63% |
| Metric | 11896102:ethusd:triple_med_gx:lsma20_35 | 11896102:ETHUSD |
|---|---|---|
| Max Drawdown | -27.73% | -63.95% |
| Longest DD Days | 450.0 | 235.0 |
| Avg. Drawdown | -27.73% | -13.15% |
| Avg. Drawdown Days | 450.0 | 37.0 |
| Recovery Factor | -0.59 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-09-01 | -27.73 | 450 |
| Metric | 11896102:ethusd:triple_med_gx:lsma20_35 | 11896102:ETHUSD |
|---|---|---|
| Best Day | 5.61% | 12.3% |
| Worst Day | -5.99% | -14.0% |
| Best Week | 6.81% | 27.26% |
| Worst Week | -6.33% | -20.52% |
| Best Month | 6.05% | 48.75% |
| Worst Month | -8.69% | -32.24% |
| Best Year | 6.26% | 31.97% |
| Worst Year | -21.29% | -12.05% |
| Avg. Up Day | 1.18% | 1.21% |
| Avg. Down Day | -0.99% | -1.35% |
| Avg. Up Week | 2.7% | 8.66% |
| Avg. Down Week | -3.04% | -7.84% |
| Avg. Up Month | 4.12% | 31.09% |
| Avg. Down Month | -5.04% | -9.7% |
| Win Days % | 38.32% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 44.12% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |