| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -37.21% | -6.83% |
| Max Drawdown | -45.66% | -63.95% |
| Sharpe | -0.8 | 0.14 |
| Sortino | -1.02 | 0.19 |
| Payoff Ratio | 1.08 | 0.88 |
| Profit Factor | 0.7 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.26 | 0.46 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 59.58 | 2.61 |
| Outlier Loss Ratio | 4.76 | 3.14 |
| Volatility (ann.) | 9.61% | 34.77% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.61 | -0.08 |
| Skew | -1.75 | -0.06 |
| Kurtosis | 49.39 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -2.55% | -0.39% |
| Expected Yearly % | -20.76% | -3.48% |
| Kelly Criterion | -26.87% | -5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.98% |
| Expected Shortfall (cVaR) | -0.85% | -2.98% |
| Year | 11771449:ETHUSD | 11771449:ethusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -30.57 | 2.54 | - |
| 2025 | 5.94 | -9.57 | -1.61 | - |
| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.52% | -5.16% |
| 6M | 4.15% | 95.03% |
| YTD | -9.57% | 5.94% |
| 1Y | -21.52% | 43.62% |
| 3Y (ann.) | -27.82% | -4.84% |
| 5Y (ann.) | -27.82% | -4.84% |
| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| Max Drawdown | -45.66% | -63.95% |
| Longest DD Days | 490.0 | 235.0 |
| Avg. Drawdown | -8.57% | -14.57% |
| Avg. Drawdown Days | 85.0 | 43.0 |
| Recovery Factor | -0.82 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2025-11-04 | -45.66 | 490 |
| 2024-06-20 | 2024-06-25 | -2.61 | 5 |
| 2024-06-04 | 2024-06-18 | -1.98 | 14 |
| 2024-06-26 | 2024-06-27 | -0.81 | 1 |
| 2024-06-19 | 2024-06-20 | -0.20 | 0 |
| 2024-07-01 | 2024-07-02 | -0.18 | 0 |
| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| Best Day | 5.15% | 12.3% |
| Worst Day | -6.72% | -14.0% |
| Best Week | 8.24% | 27.26% |
| Worst Week | -10.05% | -20.52% |
| Best Month | 10.93% | 48.75% |
| Worst Month | -13.93% | -32.24% |
| Best Year | -9.57% | 5.94% |
| Worst Year | -30.57% | -12.05% |
| Avg. Up Day | 1.08% | 1.16% |
| Avg. Down Day | -1.0% | -1.31% |
| Avg. Up Week | 1.99% | 10.05% |
| Avg. Down Week | -2.86% | -6.79% |
| Avg. Up Month | 5.9% | 33.75% |
| Avg. Down Month | -4.99% | -10.21% |
| Win Days % | 34.18% | 50.53% |
| Win Month % | 23.53% | 27.78% |
| Win Week % | 36.0% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |