| Metric | 11951867:ethusd:triple_med_gx:lsma50_105 | 11951867:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -58.21% | 16.06% |
| Max Drawdown | -61.81% | -63.95% |
| Sharpe | -1.1 | 0.26 |
| Sortino | -1.31 | 0.37 |
| Payoff Ratio | 0.78 | 0.76 |
| Profit Factor | 0.67 | 1.04 |
| Common Sense Ratio | 0.45 | 1.06 |
| CPC Index | 0.23 | 0.4 |
| Tail Ratio | 0.67 | 1.02 |
| Outlier Win Ratio | 34.92 | 2.92 |
| Outlier Loss Ratio | 3.31 | 3.33 |
| Volatility (ann.) | 14.81% | 35.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.81 | 0.2 |
| Skew | -3.84 | -0.05 |
| Kurtosis | 52.69 | 8.2 |
| Expected Daily % | -0.05% | 0.01% |
| Expected Monthly % | -5.31% | 0.94% |
| Expected Yearly % | -35.35% | 7.73% |
| Kelly Criterion | -27.35% | -13.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.02% |
| Expected Shortfall (cVaR) | -1.32% | -3.02% |
| Year | 11951867:ETHUSD | 11951867:ethusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -27.89 | 2.31 | - |
| 2025 | 31.97 | -42.05 | -1.32 | - |
| Metric | 11951867:ethusd:triple_med_gx:lsma50_105 | 11951867:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -11.39% | 73.76% |
| 6M | -34.7% | 98.28% |
| YTD | -42.05% | 31.97% |
| 1Y | -52.29% | 74.9% |
| 3Y (ann.) | -50.18% | 12.63% |
| 5Y (ann.) | -50.18% | 12.63% |
| Metric | 11951867:ethusd:triple_med_gx:lsma50_105 | 11951867:ETHUSD |
|---|---|---|
| Max Drawdown | -61.81% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -61.81% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.94 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -61.81 | 452 |
| Metric | 11951867:ethusd:triple_med_gx:lsma50_105 | 11951867:ETHUSD |
|---|---|---|
| Best Day | 5.42% | 12.3% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 8.54% | 27.26% |
| Worst Week | -15.99% | -20.52% |
| Best Month | 5.56% | 48.75% |
| Worst Month | -15.93% | -32.24% |
| Best Year | -27.89% | 31.97% |
| Worst Year | -42.05% | -12.05% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -1.35% | -1.4% |
| Avg. Up Week | 3.19% | 6.08% |
| Avg. Down Week | -6.96% | -7.8% |
| Avg. Up Month | 3.89% | 33.06% |
| Avg. Down Month | -8.53% | -11.66% |
| Win Days % | 44.35% | 50.85% |
| Win Month % | 20.0% | 37.5% |
| Win Week % | 38.89% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |