| Metric | 11964106:ethusd:triple_med_gx:lsma85_115 | 11964106:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -15.57% | 16.06% |
| Max Drawdown | -44.12% | -63.95% |
| Sharpe | -0.03 | 0.26 |
| Sortino | -0.04 | 0.37 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | 1.04 | 1.06 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | 1.05 | 1.02 |
| Outlier Win Ratio | 13.21 | 3.37 |
| Outlier Loss Ratio | 3.86 | 3.79 |
| Volatility (ann.) | 23.5% | 35.34% |
| R^2 | 0.44 | 0.44 |
| Calmar | -0.29 | 0.2 |
| Skew | -0.37 | -0.05 |
| Kurtosis | 28.6 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.05% | 0.94% |
| Expected Yearly % | -8.11% | 7.73% |
| Kelly Criterion | -1.94% | 0.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -3.02% |
| Expected Shortfall (cVaR) | -2.02% | -3.02% |
| Year | 11964106:ETHUSD | 11964106:ethusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -21.06 | 1.75 | - |
| 2025 | 31.97 | 6.95 | 0.22 | - |
| Metric | 11964106:ethusd:triple_med_gx:lsma85_115 | 11964106:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 43.76% | 73.76% |
| 6M | 5.77% | 98.28% |
| YTD | 6.95% | 31.97% |
| 1Y | 5.61% | 74.9% |
| 3Y (ann.) | -12.64% | 12.63% |
| 5Y (ann.) | -12.64% | 12.63% |
| Metric | 11964106:ethusd:triple_med_gx:lsma85_115 | 11964106:ETHUSD |
|---|---|---|
| Max Drawdown | -44.12% | -63.95% |
| Longest DD Days | 448.0 | 235.0 |
| Avg. Drawdown | -14.83% | -13.15% |
| Avg. Drawdown Days | 149.0 | 37.0 |
| Recovery Factor | -0.35 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -44.12 | 448 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11964106:ethusd:triple_med_gx:lsma85_115 | 11964106:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 18.08% | 27.26% |
| Worst Week | -12.92% | -20.52% |
| Best Month | 24.78% | 48.75% |
| Worst Month | -23.78% | -32.24% |
| Best Year | 6.95% | 31.97% |
| Worst Year | -21.06% | -12.05% |
| Avg. Up Day | 1.25% | 1.25% |
| Avg. Down Day | -1.25% | -1.28% |
| Avg. Up Week | 5.06% | 6.37% |
| Avg. Down Week | -5.02% | -7.42% |
| Avg. Up Month | 12.62% | 28.74% |
| Avg. Down Month | -15.0% | -18.5% |
| Win Days % | 49.0% | 50.85% |
| Win Month % | 56.25% | 37.5% |
| Win Week % | 48.89% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |