| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -24.87% | -7.78% |
| Max Drawdown | -40.09% | -63.76% |
| Sharpe | -0.79 | 0.29 |
| Sortino | -1.1 | 0.4 |
| Payoff Ratio | 0.94 | 0.86 |
| Profit Factor | 0.76 | 1.05 |
| Common Sense Ratio | 0.47 | 1.15 |
| CPC Index | 0.31 | 0.46 |
| Tail Ratio | 0.62 | 1.1 |
| Outlier Win Ratio | 36.93 | 2.51 |
| Outlier Loss Ratio | 4.2 | 2.8 |
| Volatility (ann.) | 22.29% | 72.04% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.45 | -0.09 |
| Skew | 1.17 | -0.43 |
| Kurtosis | 30.95 | 4.71 |
| Expected Daily % | -0.05% | -0.02% |
| Expected Monthly % | -1.58% | -0.45% |
| Expected Yearly % | -13.32% | -3.97% |
| Kelly Criterion | -17.62% | -6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -6.15% |
| Expected Shortfall (cVaR) | -1.97% | -6.15% |
| Year | 11774296:ETHUSD | 11774296:ethusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -20.63 | 1.75 | - |
| 2025 | 4.57 | -5.34 | -1.17 | - |
| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 19.98% | 1.38% |
| 6M | 12.68% | 89.18% |
| YTD | -5.34% | 4.57% |
| 1Y | -6.17% | 43.03% |
| 3Y (ann.) | -18.16% | -5.52% |
| 5Y (ann.) | -18.16% | -5.52% |
| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| Max Drawdown | -40.09% | -63.76% |
| Longest DD Days | 489.0 | 234.0 |
| Avg. Drawdown | -21.06% | -21.96% |
| Avg. Drawdown Days | 249.0 | 72.0 |
| Recovery Factor | -0.62 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-11-04 | -40.09 | 489 |
| 2024-06-19 | 2024-06-28 | -2.03 | 9 |
| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| Best Day | 11.7% | 16.74% |
| Worst Day | -7.8% | -20.65% |
| Best Week | 11.7% | 22.2% |
| Worst Week | -7.06% | -22.77% |
| Best Month | 10.82% | 54.15% |
| Worst Month | -9.51% | -34.4% |
| Best Year | -5.34% | 4.57% |
| Worst Year | -20.63% | -11.81% |
| Avg. Up Day | 1.96% | 2.97% |
| Avg. Down Day | -2.1% | -3.47% |
| Avg. Up Week | 2.9% | 6.58% |
| Avg. Down Week | -2.8% | -6.61% |
| Avg. Up Month | 7.07% | 36.4% |
| Avg. Down Month | -4.15% | -7.44% |
| Win Days % | 43.12% | 50.86% |
| Win Month % | 35.29% | 33.33% |
| Win Week % | 44.44% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |