| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -23.95% | -6.83% |
| Max Drawdown | -50.84% | -63.95% |
| Sharpe | -0.17 | 0.14 |
| Sortino | -0.25 | 0.19 |
| Payoff Ratio | 1.27 | 0.97 |
| Profit Factor | 0.95 | 1.02 |
| Common Sense Ratio | 1.0 | 0.99 |
| CPC Index | 0.48 | 0.5 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 22.43 | 3.27 |
| Outlier Loss Ratio | 4.21 | 3.62 |
| Volatility (ann.) | 18.37% | 34.77% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.34 | -0.08 |
| Skew | 1.05 | -0.06 |
| Kurtosis | 37.1 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.51% | -0.39% |
| Expected Yearly % | -12.79% | -3.48% |
| Kelly Criterion | -7.68% | -0.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.98% |
| Expected Shortfall (cVaR) | -1.59% | -2.98% |
| Year | 11767968:ETHUSD | 11767968:ethusd:triple_med_gx:lsma175_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -17.54 | 1.46 | - |
| 2025 | 5.94 | -7.77 | -1.31 | - |
| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| MTD | -5.11% | -8.28% |
| 3M | -5.18% | -5.16% |
| 6M | 43.35% | 95.03% |
| YTD | -7.77% | 5.94% |
| 1Y | -11.56% | 43.62% |
| 3Y (ann.) | -17.45% | -4.84% |
| 5Y (ann.) | -17.45% | -4.84% |
| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| Max Drawdown | -50.84% | -63.95% |
| Longest DD Days | 509.0 | 235.0 |
| Avg. Drawdown | -26.77% | -14.57% |
| Avg. Drawdown Days | 255.0 | 43.0 |
| Recovery Factor | -0.47 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-11-04 | -50.84 | 509 |
| 2024-06-11 | 2024-06-12 | -2.70 | 1 |
| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 23.72% | 27.26% |
| Worst Week | -15.86% | -20.52% |
| Best Month | 36.67% | 48.75% |
| Worst Month | -16.9% | -32.24% |
| Best Year | -7.77% | 5.94% |
| Worst Year | -17.54% | -12.05% |
| Avg. Up Day | 1.5% | 1.52% |
| Avg. Down Day | -1.18% | -1.58% |
| Avg. Up Week | 5.3% | 10.09% |
| Avg. Down Week | -4.86% | -8.99% |
| Avg. Up Month | 16.78% | 31.09% |
| Avg. Down Month | -7.18% | -9.41% |
| Win Days % | 39.73% | 50.53% |
| Win Month % | 35.29% | 27.78% |
| Win Week % | 48.84% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |