| Metric | 11912327:ethusd:triple_med_gx:lsma155_55 | 11912327:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -30.96% | 16.06% |
| Max Drawdown | -40.62% | -63.95% |
| Sharpe | -0.66 | 0.26 |
| Sortino | -0.82 | 0.37 |
| Payoff Ratio | 0.83 | 0.82 |
| Profit Factor | 0.76 | 1.04 |
| Common Sense Ratio | 0.47 | 1.06 |
| CPC Index | 0.29 | 0.43 |
| Tail Ratio | 0.62 | 1.02 |
| Outlier Win Ratio | 54.82 | 2.76 |
| Outlier Loss Ratio | 3.22 | 3.01 |
| Volatility (ann.) | 10.34% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.63 | 0.2 |
| Skew | -3.17 | -0.05 |
| Kurtosis | 50.59 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.29% | 0.94% |
| Expected Yearly % | -16.91% | 7.73% |
| Kelly Criterion | -19.09% | -9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.02% |
| Expected Shortfall (cVaR) | -0.91% | -3.02% |
| Year | 11912327:ETHUSD | 11912327:ethusd:triple_med_gx:lsma155_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -15.28 | 1.27 | - |
| 2025 | 31.97 | -18.51 | -0.58 | - |
| Metric | 11912327:ethusd:triple_med_gx:lsma155_55 | 11912327:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 9.29% | 73.76% |
| 6M | 1.4% | 98.28% |
| YTD | -18.51% | 31.97% |
| 1Y | -23.81% | 74.9% |
| 3Y (ann.) | -25.62% | 12.63% |
| 5Y (ann.) | -25.62% | 12.63% |
| Metric | 11912327:ethusd:triple_med_gx:lsma155_55 | 11912327:ETHUSD |
|---|---|---|
| Max Drawdown | -40.62% | -63.95% |
| Longest DD Days | 372.0 | 235.0 |
| Avg. Drawdown | -16.94% | -13.15% |
| Avg. Drawdown Days | 137.0 | 37.0 |
| Recovery Factor | -0.76 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -40.62 | 372 |
| 2024-07-17 | 2024-08-24 | -8.05 | 38 |
| 2024-07-15 | 2024-07-17 | -2.16 | 1 |
| Metric | 11912327:ethusd:triple_med_gx:lsma155_55 | 11912327:ETHUSD |
|---|---|---|
| Best Day | 4.22% | 12.3% |
| Worst Day | -7.81% | -14.0% |
| Best Week | 18.77% | 27.26% |
| Worst Week | -20.15% | -20.52% |
| Best Month | 14.74% | 48.75% |
| Worst Month | -22.2% | -32.24% |
| Best Year | -15.28% | 31.97% |
| Worst Year | -18.51% | -12.05% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -1.23% | -1.25% |
| Avg. Up Week | 7.43% | 9.2% |
| Avg. Down Week | -7.19% | -8.37% |
| Avg. Up Month | 14.74% | 48.75% |
| Avg. Down Month | -9.25% | -16.43% |
| Win Days % | 46.02% | 50.85% |
| Win Month % | 30.0% | 37.5% |
| Win Week % | 33.33% | 53.73% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |