| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -24.87% | -6.83% |
| Max Drawdown | -40.41% | -63.95% |
| Sharpe | -0.37 | 0.14 |
| Sortino | -0.55 | 0.19 |
| Payoff Ratio | 1.36 | 1.1 |
| Profit Factor | 0.84 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.39 | 0.57 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 47.77 | 2.73 |
| Outlier Loss Ratio | 4.4 | 3.14 |
| Volatility (ann.) | 11.75% | 34.77% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.45 | -0.08 |
| Skew | 3.48 | -0.06 |
| Kurtosis | 102.72 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.58% | -0.39% |
| Expected Yearly % | -13.32% | -3.48% |
| Kelly Criterion | -13.96% | 5.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.98% |
| Expected Shortfall (cVaR) | -1.02% | -2.98% |
| Year | 11774296:ETHUSD | 11774296:ethusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -22.15 | 1.84 | - |
| 2025 | 5.94 | -3.50 | -0.59 | - |
| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 19.98% | -5.16% |
| 6M | 12.68% | 95.03% |
| YTD | -3.5% | 5.94% |
| 1Y | -6.17% | 43.62% |
| 3Y (ann.) | -18.16% | -4.84% |
| 5Y (ann.) | -18.16% | -4.84% |
| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| Max Drawdown | -40.41% | -63.95% |
| Longest DD Days | 490.0 | 235.0 |
| Avg. Drawdown | -10.83% | -14.57% |
| Avg. Drawdown Days | 124.0 | 43.0 |
| Recovery Factor | -0.62 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2025-11-04 | -40.41 | 490 |
| 2024-06-19 | 2024-06-27 | -2.13 | 7 |
| 2024-06-19 | 2024-06-19 | -0.58 | 0 |
| 2024-07-01 | 2024-07-02 | -0.18 | 0 |
| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| Best Day | 12.1% | 12.3% |
| Worst Day | -6.55% | -14.0% |
| Best Week | 12.91% | 27.26% |
| Worst Week | -7.06% | -20.52% |
| Best Month | 13.35% | 48.75% |
| Worst Month | -9.51% | -32.24% |
| Best Year | -3.5% | 5.94% |
| Worst Year | -22.15% | -12.05% |
| Avg. Up Day | 1.39% | 1.45% |
| Avg. Down Day | -1.03% | -1.33% |
| Avg. Up Week | 3.35% | 7.7% |
| Avg. Down Week | -3.26% | -7.37% |
| Avg. Up Month | 7.09% | 38.29% |
| Avg. Down Month | -4.52% | -7.76% |
| Win Days % | 34.42% | 50.53% |
| Win Month % | 35.29% | 27.78% |
| Win Week % | 42.31% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |