| Metric | 11928386:ethusd:triple_med_gx:lsma165_75 | 11928386:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -26.3% | 16.06% |
| Max Drawdown | -36.64% | -63.95% |
| Sharpe | -0.52 | 0.26 |
| Sortino | -0.65 | 0.37 |
| Payoff Ratio | 0.87 | 0.87 |
| Profit Factor | 0.79 | 1.04 |
| Common Sense Ratio | 0.35 | 1.06 |
| CPC Index | 0.32 | 0.46 |
| Tail Ratio | 0.44 | 1.02 |
| Outlier Win Ratio | 56.01 | 2.74 |
| Outlier Loss Ratio | 3.14 | 3.11 |
| Volatility (ann.) | 10.57% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.59 | 0.2 |
| Skew | -3.09 | -0.05 |
| Kurtosis | 51.79 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.89% | 0.94% |
| Expected Yearly % | -14.15% | 7.73% |
| Kelly Criterion | -14.42% | -5.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.02% |
| Expected Shortfall (cVaR) | -0.93% | -3.02% |
| Year | 11928386:ETHUSD | 11928386:ethusd:triple_med_gx:lsma165_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -9.29 | 0.77 | + |
| 2025 | 31.97 | -18.76 | -0.59 | - |
| Metric | 11928386:ethusd:triple_med_gx:lsma165_75 | 11928386:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.57% | 73.76% |
| 6M | 0.12% | 98.28% |
| YTD | -18.76% | 31.97% |
| 1Y | -21.07% | 74.9% |
| 3Y (ann.) | -21.63% | 12.63% |
| 5Y (ann.) | -21.63% | 12.63% |
| Metric | 11928386:ethusd:triple_med_gx:lsma165_75 | 11928386:ETHUSD |
|---|---|---|
| Max Drawdown | -36.64% | -63.95% |
| Longest DD Days | 372.0 | 235.0 |
| Avg. Drawdown | -10.43% | -13.15% |
| Avg. Drawdown Days | 102.0 | 37.0 |
| Recovery Factor | -0.72 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -36.64 | 372 |
| 2024-07-17 | 2024-08-23 | -4.17 | 37 |
| 2024-07-16 | 2024-07-17 | -0.58 | 0 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| Metric | 11928386:ethusd:triple_med_gx:lsma165_75 | 11928386:ETHUSD |
|---|---|---|
| Best Day | 4.22% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 18.91% | 27.26% |
| Worst Week | -15.98% | -20.52% |
| Best Month | 18.91% | 48.75% |
| Worst Month | -18.4% | -32.24% |
| Best Year | -9.29% | 31.97% |
| Worst Year | -18.76% | -12.05% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -1.26% | -1.27% |
| Avg. Up Week | 9.22% | 9.2% |
| Avg. Down Week | -5.83% | -7.34% |
| Avg. Up Month | 18.91% | 48.75% |
| Avg. Down Month | -7.47% | -16.08% |
| Win Days % | 46.8% | 50.85% |
| Win Month % | 30.0% | 37.5% |
| Win Week % | 28.57% | 53.73% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |