| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -51.45% | -6.83% |
| Max Drawdown | -69.52% | -63.95% |
| Sharpe | -0.51 | 0.14 |
| Sortino | -0.71 | 0.19 |
| Payoff Ratio | 1.12 | 0.92 |
| Profit Factor | 0.86 | 1.02 |
| Common Sense Ratio | 0.83 | 0.99 |
| CPC Index | 0.39 | 0.47 |
| Tail Ratio | 0.97 | 0.97 |
| Outlier Win Ratio | 18.93 | 3.28 |
| Outlier Loss Ratio | 4.21 | 3.93 |
| Volatility (ann.) | 20.55% | 34.77% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.57 | -0.08 |
| Skew | 0.35 | -0.06 |
| Kurtosis | 30.63 | 8.0 |
| Expected Daily % | -0.03% | -0.0% |
| Expected Monthly % | -3.94% | -0.39% |
| Expected Yearly % | -30.33% | -3.48% |
| Kelly Criterion | -12.28% | -3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -2.98% |
| Expected Shortfall (cVaR) | -1.8% | -2.98% |
| Year | 11770211:ETHUSD | 11770211:ethusd:triple_med_gx:lsma180_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -29.29 | 2.43 | - |
| 2025 | 5.94 | -31.35 | -5.28 | - |
| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| MTD | -3.94% | -8.28% |
| 3M | -0.19% | -5.16% |
| 6M | 42.46% | 95.03% |
| YTD | -31.35% | 5.94% |
| 1Y | -33.7% | 43.62% |
| 3Y (ann.) | -39.73% | -4.84% |
| 5Y (ann.) | -39.73% | -4.84% |
| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| Max Drawdown | -69.52% | -63.95% |
| Longest DD Days | 509.0 | 235.0 |
| Avg. Drawdown | -34.96% | -14.57% |
| Avg. Drawdown Days | 256.0 | 43.0 |
| Recovery Factor | -0.74 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-11-04 | -69.52 | 509 |
| 2024-06-07 | 2024-06-11 | -0.39 | 4 |
| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 24.25% | 27.26% |
| Worst Week | -21.11% | -20.52% |
| Best Month | 42.94% | 48.75% |
| Worst Month | -21.42% | -32.24% |
| Best Year | -29.29% | 5.94% |
| Worst Year | -31.35% | -12.05% |
| Avg. Up Day | 1.41% | 1.43% |
| Avg. Down Day | -1.26% | -1.56% |
| Avg. Up Week | 5.74% | 10.58% |
| Avg. Down Week | -5.55% | -8.72% |
| Avg. Up Month | 21.07% | 36.17% |
| Avg. Down Month | -11.03% | -8.86% |
| Win Days % | 40.73% | 50.53% |
| Win Month % | 27.78% | 27.78% |
| Win Week % | 41.38% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |