| Metric | 11917685:ethusd:triple_med_gx:lsma115_65 | 11917685:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -44.69% | 16.06% |
| Max Drawdown | -53.06% | -63.95% |
| Sharpe | -0.84 | 0.26 |
| Sortino | -1.05 | 0.37 |
| Payoff Ratio | 0.97 | 0.91 |
| Profit Factor | 0.73 | 1.04 |
| Common Sense Ratio | 0.62 | 1.06 |
| CPC Index | 0.29 | 0.48 |
| Tail Ratio | 0.84 | 1.02 |
| Outlier Win Ratio | 40.42 | 2.98 |
| Outlier Loss Ratio | 3.58 | 3.28 |
| Volatility (ann.) | 12.98% | 35.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.71 | 0.2 |
| Skew | -2.3 | -0.05 |
| Kurtosis | 30.07 | 8.2 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.63% | 0.94% |
| Expected Yearly % | -25.63% | 7.73% |
| Kelly Criterion | -19.64% | -3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.02% |
| Expected Shortfall (cVaR) | -1.15% | -3.02% |
| Year | 11917685:ETHUSD | 11917685:ethusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -26.35 | 2.19 | - |
| 2025 | 31.97 | -24.91 | -0.78 | - |
| Metric | 11917685:ethusd:triple_med_gx:lsma115_65 | 11917685:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 7.79% | 73.76% |
| 6M | 2.6% | 98.28% |
| YTD | -24.91% | 31.97% |
| 1Y | -31.46% | 74.9% |
| 3Y (ann.) | -37.69% | 12.63% |
| 5Y (ann.) | -37.69% | 12.63% |
| Metric | 11917685:ethusd:triple_med_gx:lsma115_65 | 11917685:ETHUSD |
|---|---|---|
| Max Drawdown | -53.06% | -63.95% |
| Longest DD Days | 426.0 | 235.0 |
| Avg. Drawdown | -14.22% | -13.15% |
| Avg. Drawdown Days | 114.0 | 37.0 |
| Recovery Factor | -0.84 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-09-01 | -53.06 | 426 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2024-06-02 | 2024-06-27 | -1.00 | 25 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 11917685:ethusd:triple_med_gx:lsma115_65 | 11917685:ETHUSD |
|---|---|---|
| Best Day | 3.94% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 8.94% | 27.26% |
| Worst Week | -24.92% | -20.52% |
| Best Month | 11.37% | 48.75% |
| Worst Month | -24.07% | -32.24% |
| Best Year | -24.91% | 31.97% |
| Worst Year | -26.35% | -12.05% |
| Avg. Up Day | 1.18% | 1.2% |
| Avg. Down Day | -1.22% | -1.32% |
| Avg. Up Week | 4.67% | 8.2% |
| Avg. Down Week | -5.03% | -8.39% |
| Avg. Up Month | 5.31% | 31.09% |
| Avg. Down Month | -10.07% | -12.11% |
| Win Days % | 41.1% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 34.38% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |