| Metric | 11922137:ethusd:triple_med_gx:lsma75_70 | 11922137:ETHUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -3.12% | 16.06% |
| Max Drawdown | -7.97% | -63.95% |
| Sharpe | -0.17 | 0.26 |
| Sortino | -0.25 | 0.37 |
| Payoff Ratio | 1.41 | 1.15 |
| Profit Factor | 0.87 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.39 | 0.61 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 231.17 | 2.01 |
| Outlier Loss Ratio | 5.57 | 2.32 |
| Volatility (ann.) | 3.45% | 35.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.31 | 0.2 |
| Skew | 1.94 | -0.05 |
| Kurtosis | 136.69 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.2% | 0.94% |
| Expected Yearly % | -1.57% | 7.73% |
| Kelly Criterion | -16.7% | 8.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -3.02% |
| Expected Shortfall (cVaR) | -0.3% | -3.02% |
| Year | 11922137:ETHUSD | 11922137:ethusd:triple_med_gx:lsma75_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.37 | 0.36 | + |
| 2025 | 31.97 | 1.31 | 0.04 | - |
| Metric | 11922137:ethusd:triple_med_gx:lsma75_70 | 11922137:ETHUSD |
|---|---|---|
| MTD | -0.18% | 0.07% |
| 3M | 3.79% | 73.76% |
| 6M | -0.34% | 98.28% |
| YTD | 1.31% | 31.97% |
| 1Y | -1.06% | 74.9% |
| 3Y (ann.) | -2.5% | 12.63% |
| 5Y (ann.) | -2.5% | 12.63% |
| Metric | 11922137:ethusd:triple_med_gx:lsma75_70 | 11922137:ETHUSD |
|---|---|---|
| Max Drawdown | -7.97% | -63.95% |
| Longest DD Days | 434.0 | 235.0 |
| Avg. Drawdown | -4.07% | -13.15% |
| Avg. Drawdown Days | 217.0 | 37.0 |
| Recovery Factor | -0.39 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-09-01 | -7.97 | 434 |
| 2024-06-22 | 2024-06-23 | -0.18 | 0 |
| Metric | 11922137:ethusd:triple_med_gx:lsma75_70 | 11922137:ETHUSD |
|---|---|---|
| Best Day | 2.99% | 12.3% |
| Worst Day | -2.72% | -14.0% |
| Best Week | 2.8% | 27.26% |
| Worst Week | -3.89% | -20.52% |
| Best Month | 2.8% | 48.75% |
| Worst Month | -4.0% | -32.24% |
| Best Year | 1.31% | 31.97% |
| Worst Year | -4.37% | -12.05% |
| Avg. Up Day | 0.96% | 1.03% |
| Avg. Down Day | -0.68% | -0.9% |
| Avg. Up Week | 0.93% | 9.39% |
| Avg. Down Week | -1.07% | -6.5% |
| Avg. Up Month | 0.57% | 33.75% |
| Avg. Down Month | -1.62% | -8.66% |
| Win Days % | 31.75% | 50.85% |
| Win Month % | 42.86% | 37.5% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |