| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | -42.43% | -7.78% |
| Max Drawdown | -61.07% | -63.76% |
| Sharpe | -0.76 | 0.29 |
| Sortino | -1.07 | 0.4 |
| Payoff Ratio | 1.28 | 1.02 |
| Profit Factor | 0.81 | 1.05 |
| Common Sense Ratio | 0.67 | 1.15 |
| CPC Index | 0.41 | 0.54 |
| Tail Ratio | 0.82 | 1.1 |
| Outlier Win Ratio | 18.98 | 3.35 |
| Outlier Loss Ratio | 4.62 | 3.52 |
| Volatility (ann.) | 40.05% | 72.04% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.53 | -0.09 |
| Skew | 0.44 | -0.43 |
| Kurtosis | 18.62 | 4.71 |
| Expected Daily % | -0.11% | -0.02% |
| Expected Monthly % | -3.02% | -0.45% |
| Expected Yearly % | -24.12% | -3.97% |
| Kelly Criterion | -8.05% | 2.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.53% | -6.15% |
| Expected Shortfall (cVaR) | -3.53% | -6.15% |
| Year | 11767767:ETHUSD | 11767767:ethusd:triple_med_gx:lsma170_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -31.57 | 2.67 | - |
| 2025 | 4.57 | -15.86 | -3.47 | - |
| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| MTD | -6.08% | -9.29% |
| 3M | -10.56% | 1.38% |
| 6M | 40.06% | 89.18% |
| YTD | -15.86% | 4.57% |
| 1Y | -19.08% | 43.03% |
| 3Y (ann.) | -32.08% | -5.52% |
| 5Y (ann.) | -32.08% | -5.52% |
| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| Max Drawdown | -61.07% | -63.76% |
| Longest DD Days | 493.0 | 234.0 |
| Avg. Drawdown | -32.02% | -21.96% |
| Avg. Drawdown Days | 256.0 | 72.0 |
| Recovery Factor | -0.69 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-29 | 2025-11-04 | -61.07 | 493 |
| 2024-06-08 | 2024-06-26 | -2.97 | 18 |
| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| Best Day | 16.74% | 16.74% |
| Worst Day | -14.31% | -20.65% |
| Best Week | 20.13% | 22.2% |
| Worst Week | -18.77% | -22.77% |
| Best Month | 38.15% | 54.15% |
| Worst Month | -17.23% | -34.4% |
| Best Year | -15.86% | 4.57% |
| Worst Year | -31.57% | -11.81% |
| Avg. Up Day | 3.04% | 3.52% |
| Avg. Down Day | -2.38% | -3.46% |
| Avg. Up Week | 5.57% | 8.59% |
| Avg. Down Week | -6.06% | -9.16% |
| Avg. Up Month | 17.8% | 31.25% |
| Avg. Down Month | -8.19% | -10.4% |
| Win Days % | 39.38% | 50.86% |
| Win Month % | 23.53% | 33.33% |
| Win Week % | 42.86% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |