| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -38.91% | -6.83% |
| Max Drawdown | -41.16% | -63.95% |
| Sharpe | -0.58 | 0.14 |
| Sortino | -0.77 | 0.19 |
| Payoff Ratio | 1.06 | 0.88 |
| Profit Factor | 0.8 | 1.02 |
| Common Sense Ratio | 0.64 | 0.99 |
| CPC Index | 0.33 | 0.45 |
| Tail Ratio | 0.8 | 0.97 |
| Outlier Win Ratio | 37.27 | 2.9 |
| Outlier Loss Ratio | 4.43 | 3.36 |
| Volatility (ann.) | 13.28% | 34.77% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.71 | -0.08 |
| Skew | -0.89 | -0.06 |
| Kurtosis | 47.52 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -2.7% | -0.39% |
| Expected Yearly % | -21.84% | -3.48% |
| Kelly Criterion | -18.81% | -5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.98% |
| Expected Shortfall (cVaR) | -1.16% | -2.98% |
| Year | 11771447:ETHUSD | 11771447:ethusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -29.15 | 2.42 | - |
| 2025 | 5.94 | -13.77 | -2.32 | - |
| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| MTD | -4.12% | -8.28% |
| 3M | -23.76% | -5.16% |
| 6M | -14.52% | 95.03% |
| YTD | -13.77% | 5.94% |
| 1Y | -26.71% | 43.62% |
| 3Y (ann.) | -29.19% | -4.84% |
| 5Y (ann.) | -29.19% | -4.84% |
| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| Max Drawdown | -41.16% | -63.95% |
| Longest DD Days | 494.0 | 235.0 |
| Avg. Drawdown | -14.98% | -14.57% |
| Avg. Drawdown Days | 170.0 | 43.0 |
| Recovery Factor | -0.95 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-27 | 2025-11-04 | -41.16 | 494 |
| 2024-06-11 | 2024-06-27 | -3.05 | 16 |
| 2024-06-04 | 2024-06-05 | -0.72 | 0 |
| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -7.52% | -14.0% |
| Best Week | 11.0% | 27.26% |
| Worst Week | -11.81% | -20.52% |
| Best Month | 15.04% | 48.75% |
| Worst Month | -13.58% | -32.24% |
| Best Year | -13.77% | 5.94% |
| Worst Year | -29.15% | -12.05% |
| Avg. Up Day | 1.16% | 1.2% |
| Avg. Down Day | -1.09% | -1.37% |
| Avg. Up Week | 3.15% | 10.63% |
| Avg. Down Week | -4.05% | -8.1% |
| Avg. Up Month | 5.39% | 31.09% |
| Avg. Down Month | -8.88% | -13.27% |
| Win Days % | 38.76% | 50.53% |
| Win Month % | 44.44% | 27.78% |
| Win Week % | 40.35% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |