| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -39.42% | -7.78% |
| Max Drawdown | -40.84% | -63.76% |
| Sharpe | -1.34 | 0.29 |
| Sortino | -1.8 | 0.4 |
| Payoff Ratio | 0.97 | 0.96 |
| Profit Factor | 0.67 | 1.05 |
| Common Sense Ratio | 0.43 | 1.15 |
| CPC Index | 0.25 | 0.51 |
| Tail Ratio | 0.63 | 1.1 |
| Outlier Win Ratio | 30.26 | 2.61 |
| Outlier Loss Ratio | 4.79 | 2.87 |
| Volatility (ann.) | 24.04% | 72.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.73 | -0.09 |
| Skew | 0.64 | -0.43 |
| Kurtosis | 20.34 | 4.71 |
| Expected Daily % | -0.1% | -0.02% |
| Expected Monthly % | -2.75% | -0.45% |
| Expected Yearly % | -22.17% | -3.97% |
| Kelly Criterion | -26.44% | -0.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -6.15% |
| Expected Shortfall (cVaR) | -2.16% | -6.15% |
| Year | 11771447:ETHUSD | 11771447:ethusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -28.30 | 2.40 | - |
| 2025 | 4.57 | -15.51 | -3.39 | - |
| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| MTD | -4.93% | -9.29% |
| 3M | -23.9% | 1.38% |
| 6M | -15.24% | 89.18% |
| YTD | -15.51% | 4.57% |
| 1Y | -27.33% | 43.03% |
| 3Y (ann.) | -29.61% | -5.52% |
| 5Y (ann.) | -29.61% | -5.52% |
| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| Max Drawdown | -40.84% | -63.76% |
| Longest DD Days | 490.0 | 234.0 |
| Avg. Drawdown | -14.81% | -21.96% |
| Avg. Drawdown Days | 169.0 | 72.0 |
| Recovery Factor | -0.97 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2025-11-04 | -40.84 | 490 |
| 2024-06-11 | 2024-06-28 | -2.88 | 17 |
| 2024-06-05 | 2024-06-06 | -0.72 | 1 |
| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| Best Day | 10.73% | 16.74% |
| Worst Day | -7.54% | -20.65% |
| Best Week | 11.0% | 22.2% |
| Worst Week | -11.81% | -22.77% |
| Best Month | 15.04% | 54.15% |
| Worst Month | -13.58% | -34.4% |
| Best Year | -15.51% | 4.57% |
| Worst Year | -28.3% | -11.81% |
| Avg. Up Day | 1.88% | 2.87% |
| Avg. Down Day | -1.94% | -2.99% |
| Avg. Up Week | 3.17% | 7.9% |
| Avg. Down Week | -4.5% | -8.47% |
| Avg. Up Month | 6.74% | 32.59% |
| Avg. Down Month | -8.85% | -14.26% |
| Win Days % | 37.84% | 50.86% |
| Win Month % | 44.44% | 33.33% |
| Win Week % | 40.0% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |