| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | -41.83% | -6.83% |
| Max Drawdown | -61.3% | -63.95% |
| Sharpe | -0.36 | 0.14 |
| Sortino | -0.49 | 0.19 |
| Payoff Ratio | 1.19 | 0.89 |
| Profit Factor | 0.89 | 1.02 |
| Common Sense Ratio | 0.88 | 0.99 |
| CPC Index | 0.42 | 0.46 |
| Tail Ratio | 0.99 | 0.97 |
| Outlier Win Ratio | 22.18 | 3.43 |
| Outlier Loss Ratio | 4.25 | 3.89 |
| Volatility (ann.) | 20.55% | 34.77% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.52 | -0.08 |
| Skew | -0.48 | -0.06 |
| Kurtosis | 44.45 | 8.0 |
| Expected Daily % | -0.03% | -0.0% |
| Expected Monthly % | -2.97% | -0.39% |
| Expected Yearly % | -23.73% | -3.48% |
| Kelly Criterion | -11.31% | -5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -2.98% |
| Expected Shortfall (cVaR) | -1.79% | -2.98% |
| Year | 11767767:ETHUSD | 11767767:ethusd:triple_med_gx:lsma170_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -31.57 | 2.62 | - |
| 2025 | 5.94 | -15.00 | -2.53 | - |
| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| MTD | -5.11% | -8.28% |
| 3M | -9.64% | -5.16% |
| 6M | 41.5% | 95.03% |
| YTD | -15.0% | 5.94% |
| 1Y | -18.25% | 43.62% |
| 3Y (ann.) | -31.59% | -4.84% |
| 5Y (ann.) | -31.59% | -4.84% |
| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| Max Drawdown | -61.3% | -63.95% |
| Longest DD Days | 496.0 | 235.0 |
| Avg. Drawdown | -22.68% | -14.57% |
| Avg. Drawdown Days | 171.0 | 43.0 |
| Recovery Factor | -0.68 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-26 | 2025-11-04 | -61.30 | 496 |
| 2024-06-07 | 2024-06-12 | -4.09 | 5 |
| 2024-06-12 | 2024-06-25 | -2.66 | 12 |
| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 23.72% | 27.26% |
| Worst Week | -14.31% | -20.52% |
| Best Month | 38.15% | 48.75% |
| Worst Month | -19.02% | -32.24% |
| Best Year | -15.0% | 5.94% |
| Worst Year | -31.57% | -12.05% |
| Avg. Up Day | 1.5% | 1.54% |
| Avg. Down Day | -1.27% | -1.73% |
| Avg. Up Week | 5.1% | 9.69% |
| Avg. Down Week | -4.47% | -8.82% |
| Avg. Up Month | 26.63% | 44.87% |
| Avg. Down Month | -8.18% | -10.58% |
| Win Days % | 39.56% | 50.53% |
| Win Month % | 23.53% | 27.78% |
| Win Week % | 41.18% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |