| Metric | 11933715:ethusd:triple_med_gx:lsma75_85 | 11933715:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -5.15% | 16.06% |
| Max Drawdown | -16.51% | -63.95% |
| Sharpe | -0.16 | 0.26 |
| Sortino | -0.21 | 0.37 |
| Payoff Ratio | 1.17 | 0.8 |
| Profit Factor | 0.89 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.4 | 0.42 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 135.23 | 2.25 |
| Outlier Loss Ratio | 3.48 | 2.37 |
| Volatility (ann.) | 5.67% | 35.34% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.25 | 0.2 |
| Skew | -3.18 | -0.05 |
| Kurtosis | 113.37 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.33% | 0.94% |
| Expected Yearly % | -2.61% | 7.73% |
| Kelly Criterion | -13.59% | -10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -3.02% |
| Expected Shortfall (cVaR) | -0.49% | -3.02% |
| Year | 11933715:ETHUSD | 11933715:ethusd:triple_med_gx:lsma75_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -6.96 | 0.58 | + |
| 2025 | 31.97 | 1.95 | 0.06 | - |
| Metric | 11933715:ethusd:triple_med_gx:lsma75_85 | 11933715:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 10.93% | 73.76% |
| 6M | 3.58% | 98.28% |
| YTD | 1.95% | 31.97% |
| 1Y | -5.49% | 74.9% |
| 3Y (ann.) | -4.13% | 12.63% |
| 5Y (ann.) | -4.13% | 12.63% |
| Metric | 11933715:ethusd:triple_med_gx:lsma75_85 | 11933715:ETHUSD |
|---|---|---|
| Max Drawdown | -16.51% | -63.95% |
| Longest DD Days | 423.0 | 235.0 |
| Avg. Drawdown | -5.7% | -13.15% |
| Avg. Drawdown Days | 141.0 | 37.0 |
| Recovery Factor | -0.31 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-09-01 | -16.51 | 423 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| 2024-06-18 | 2024-06-19 | -0.18 | 0 |
| Metric | 11933715:ethusd:triple_med_gx:lsma75_85 | 11933715:ETHUSD |
|---|---|---|
| Best Day | 3.66% | 12.3% |
| Worst Day | -5.33% | -14.0% |
| Best Week | 5.46% | 27.26% |
| Worst Week | -5.5% | -20.52% |
| Best Month | 7.67% | 48.75% |
| Worst Month | -3.59% | -32.24% |
| Best Year | 1.95% | 31.97% |
| Worst Year | -6.96% | -12.05% |
| Avg. Up Day | 1.18% | 1.24% |
| Avg. Down Day | -1.01% | -1.55% |
| Avg. Up Week | 1.82% | 6.6% |
| Avg. Down Week | -3.2% | -8.02% |
| Avg. Up Month | 7.67% | 18.76% |
| Avg. Down Month | -2.54% | -11.94% |
| Win Days % | 38.75% | 50.85% |
| Win Month % | 35.71% | 37.5% |
| Win Week % | 40.0% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |