| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -9.16% | -6.83% |
| Max Drawdown | -47.88% | -63.95% |
| Sharpe | 0.02 | 0.14 |
| Sortino | 0.02 | 0.19 |
| Payoff Ratio | 1.15 | 1.01 |
| Profit Factor | 1.01 | 1.02 |
| Common Sense Ratio | 1.2 | 0.99 |
| CPC Index | 0.51 | 0.52 |
| Tail Ratio | 1.19 | 0.97 |
| Outlier Win Ratio | 18.48 | 3.2 |
| Outlier Loss Ratio | 4.2 | 3.84 |
| Volatility (ann.) | 20.12% | 34.77% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.14 | -0.08 |
| Skew | 1.16 | -0.06 |
| Kurtosis | 34.44 | 8.0 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.53% | -0.39% |
| Expected Yearly % | -4.69% | -3.48% |
| Kelly Criterion | -4.24% | 1.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -2.98% |
| Expected Shortfall (cVaR) | -1.73% | -2.98% |
| Year | 11781939:ETHUSD | 11781939:ethusd:triple_med_gx:lsma180_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -10.96 | 0.91 | + |
| 2025 | 5.94 | 2.03 | 0.34 | - |
| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -3.39% | -5.16% |
| 6M | 50.92% | 95.03% |
| YTD | 2.03% | 5.94% |
| 1Y | -4.35% | 43.62% |
| 3Y (ann.) | -6.51% | -4.84% |
| 5Y (ann.) | -6.51% | -4.84% |
| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| Max Drawdown | -47.88% | -63.95% |
| Longest DD Days | 509.0 | 235.0 |
| Avg. Drawdown | -24.03% | -14.57% |
| Avg. Drawdown Days | 254.0 | 43.0 |
| Recovery Factor | -0.19 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-11-04 | -47.88 | 509 |
| 2024-06-12 | 2024-06-12 | -0.18 | 0 |
| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 20.67% | 27.26% |
| Worst Week | -20.21% | -20.52% |
| Best Month | 41.75% | 48.75% |
| Worst Month | -20.44% | -32.24% |
| Best Year | 2.03% | 5.94% |
| Worst Year | -10.96% | -12.05% |
| Avg. Up Day | 1.4% | 1.42% |
| Avg. Down Day | -1.22% | -1.41% |
| Avg. Up Week | 6.0% | 9.48% |
| Avg. Down Week | -4.22% | -9.52% |
| Avg. Up Month | 23.69% | 31.09% |
| Avg. Down Month | -7.12% | -9.81% |
| Win Days % | 44.28% | 50.53% |
| Win Month % | 35.29% | 27.78% |
| Win Week % | 42.31% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |