| Metric | 11924345:ethusd:triple_med_gx:lsma80_70 | 11924345:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 0.96% | 16.06% |
| Max Drawdown | -5.89% | -63.95% |
| Sharpe | 0.07 | 0.26 |
| Sortino | 0.09 | 0.37 |
| Payoff Ratio | 1.02 | 0.96 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.5 | 0.51 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 227.82 | 2.06 |
| Outlier Loss Ratio | 3.58 | 2.29 |
| Volatility (ann.) | 3.81% | 35.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.13 | 0.2 |
| Skew | -3.58 | -0.05 |
| Kurtosis | 210.71 | 8.2 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.06% | 0.94% |
| Expected Yearly % | 0.48% | 7.73% |
| Kelly Criterion | -7.92% | -0.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -3.02% |
| Expected Shortfall (cVaR) | -0.33% | -3.02% |
| Year | 11924345:ETHUSD | 11924345:ethusd:triple_med_gx:lsma80_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 4.21 | -0.35 | + |
| 2025 | 31.97 | -3.11 | -0.10 | - |
| Metric | 11924345:ethusd:triple_med_gx:lsma80_70 | 11924345:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.44% | 73.76% |
| 6M | 2.77% | 98.28% |
| YTD | -3.11% | 31.97% |
| 1Y | -0.57% | 74.9% |
| 3Y (ann.) | 0.77% | 12.63% |
| 5Y (ann.) | 0.77% | 12.63% |
| Metric | 11924345:ethusd:triple_med_gx:lsma80_70 | 11924345:ETHUSD |
|---|---|---|
| Max Drawdown | -5.89% | -63.95% |
| Longest DD Days | 220.0 | 235.0 |
| Avg. Drawdown | -1.93% | -13.15% |
| Avg. Drawdown Days | 46.0 | 37.0 |
| Recovery Factor | 0.16 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-09-01 | -5.89 | 220 |
| 2024-07-17 | 2024-08-21 | -1.96 | 35 |
| 2024-10-16 | 2024-11-09 | -1.68 | 23 |
| 2024-08-22 | 2024-08-23 | -1.45 | 0 |
| 2024-08-22 | 2024-08-22 | -0.41 | 0 |
| 2024-10-16 | 2024-10-16 | -0.18 | 0 |
| Metric | 11924345:ethusd:triple_med_gx:lsma80_70 | 11924345:ETHUSD |
|---|---|---|
| Best Day | 3.15% | 12.3% |
| Worst Day | -4.34% | -14.0% |
| Best Week | 3.39% | 27.26% |
| Worst Week | -3.27% | -20.52% |
| Best Month | 3.87% | 48.75% |
| Worst Month | -3.27% | -32.24% |
| Best Year | 4.21% | 31.97% |
| Worst Year | -3.11% | -12.05% |
| Avg. Up Day | 1.01% | 1.04% |
| Avg. Down Day | -0.99% | -1.08% |
| Avg. Up Week | 1.66% | 9.84% |
| Avg. Down Week | -2.9% | -3.53% |
| Avg. Up Month | 1.77% | 38.29% |
| Avg. Down Month | -2.2% | -10.57% |
| Win Days % | 45.45% | 50.85% |
| Win Month % | 55.56% | 37.5% |
| Win Week % | 60.0% | 53.73% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |