| Metric | 11917531:ethusd:triple_med_gx:lsma105_65 | 11917531:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -7.04% | 16.06% |
| Max Drawdown | -20.94% | -63.95% |
| Sharpe | -0.08 | 0.26 |
| Sortino | -0.11 | 0.37 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 0.97 | 1.04 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 1.24 | 1.02 |
| Outlier Win Ratio | 42.73 | 2.91 |
| Outlier Loss Ratio | 3.79 | 3.15 |
| Volatility (ann.) | 10.93% | 35.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.27 | 0.2 |
| Skew | -0.91 | -0.05 |
| Kurtosis | 25.68 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.46% | 0.94% |
| Expected Yearly % | -3.59% | 7.73% |
| Kelly Criterion | -5.54% | 1.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -3.02% |
| Expected Shortfall (cVaR) | -0.94% | -3.02% |
| Year | 11917531:ETHUSD | 11917531:ethusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -0.39 | 0.03 | + |
| 2025 | 31.97 | -6.68 | -0.21 | - |
| Metric | 11917531:ethusd:triple_med_gx:lsma105_65 | 11917531:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -0.31% | 73.76% |
| 6M | 3.31% | 98.28% |
| YTD | -6.68% | 31.97% |
| 1Y | -5.22% | 74.9% |
| 3Y (ann.) | -5.67% | 12.63% |
| 5Y (ann.) | -5.67% | 12.63% |
| Metric | 11917531:ethusd:triple_med_gx:lsma105_65 | 11917531:ETHUSD |
|---|---|---|
| Max Drawdown | -20.94% | -63.95% |
| Longest DD Days | 212.0 | 235.0 |
| Avg. Drawdown | -6.66% | -13.15% |
| Avg. Drawdown Days | 67.0 | 37.0 |
| Recovery Factor | -0.34 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-23 | 2025-09-01 | -20.94 | 189 |
| 2024-07-02 | 2025-01-30 | -15.08 | 212 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2025-01-30 | 2025-01-31 | -0.84 | 0 |
| 2024-06-26 | 2024-06-27 | -0.27 | 0 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 11917531:ethusd:triple_med_gx:lsma105_65 | 11917531:ETHUSD |
|---|---|---|
| Best Day | 3.94% | 12.3% |
| Worst Day | -5.67% | -14.0% |
| Best Week | 10.51% | 27.26% |
| Worst Week | -16.91% | -20.52% |
| Best Month | 11.05% | 48.75% |
| Worst Month | -16.91% | -32.24% |
| Best Year | -0.39% | 31.97% |
| Worst Year | -6.68% | -12.05% |
| Avg. Up Day | 1.2% | 1.23% |
| Avg. Down Day | -1.11% | -1.22% |
| Avg. Up Week | 2.95% | 8.82% |
| Avg. Down Week | -3.93% | -8.09% |
| Avg. Up Month | 3.84% | 45.7% |
| Avg. Down Month | -8.21% | -12.33% |
| Win Days % | 45.21% | 50.85% |
| Win Month % | 53.33% | 37.5% |
| Win Week % | 48.28% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |