| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -37.21% | -7.78% |
| Max Drawdown | -45.1% | -63.76% |
| Sharpe | -1.45 | 0.29 |
| Sortino | -1.72 | 0.4 |
| Payoff Ratio | 0.87 | 1.21 |
| Profit Factor | 0.61 | 1.05 |
| Common Sense Ratio | 0.35 | 1.15 |
| CPC Index | 0.21 | 0.64 |
| Tail Ratio | 0.58 | 1.1 |
| Outlier Win Ratio | 42.45 | 2.46 |
| Outlier Loss Ratio | 4.31 | 2.84 |
| Volatility (ann.) | 20.83% | 72.04% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.62 | -0.09 |
| Skew | -3.45 | -0.43 |
| Kurtosis | 39.45 | 4.71 |
| Expected Daily % | -0.09% | -0.02% |
| Expected Monthly % | -2.55% | -0.45% |
| Expected Yearly % | -20.76% | -3.97% |
| Kelly Criterion | -29.85% | 10.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -6.15% |
| Expected Shortfall (cVaR) | -1.88% | -6.15% |
| Year | 11771449:ETHUSD | 11771449:ethusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -29.74 | 2.52 | - |
| 2025 | 4.57 | -10.64 | -2.33 | - |
| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -1.52% | 1.38% |
| 6M | 4.15% | 89.18% |
| YTD | -10.64% | 4.57% |
| 1Y | -21.52% | 43.03% |
| 3Y (ann.) | -27.82% | -5.52% |
| 5Y (ann.) | -27.82% | -5.52% |
| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| Max Drawdown | -45.1% | -63.76% |
| Longest DD Days | 489.0 | 234.0 |
| Avg. Drawdown | -12.1% | -21.96% |
| Avg. Drawdown Days | 127.0 | 72.0 |
| Recovery Factor | -0.83 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-11-04 | -45.10 | 489 |
| 2024-06-21 | 2024-06-25 | -1.93 | 4 |
| 2024-06-05 | 2024-06-19 | -0.73 | 14 |
| 2024-06-27 | 2024-06-28 | -0.63 | 1 |
| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| Best Day | 5.33% | 16.74% |
| Worst Day | -12.49% | -20.65% |
| Best Week | 8.24% | 22.2% |
| Worst Week | -10.05% | -22.77% |
| Best Month | 15.76% | 54.15% |
| Worst Month | -11.09% | -34.4% |
| Best Year | -10.64% | 4.57% |
| Worst Year | -29.74% | -11.81% |
| Avg. Up Day | 1.84% | 3.61% |
| Avg. Down Day | -2.11% | -2.99% |
| Avg. Up Week | 2.23% | 11.05% |
| Avg. Down Week | -2.9% | -6.96% |
| Avg. Up Month | 15.76% | 54.15% |
| Avg. Down Month | -4.01% | -10.43% |
| Win Days % | 39.45% | 50.86% |
| Win Month % | 17.65% | 33.33% |
| Win Week % | 35.29% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |