| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | -16.88% | -7.78% |
| Max Drawdown | -42.49% | -63.76% |
| Sharpe | -0.13 | 0.29 |
| Sortino | -0.17 | 0.4 |
| Payoff Ratio | 1.26 | 1.12 |
| Profit Factor | 0.96 | 1.05 |
| Common Sense Ratio | 1.02 | 1.15 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.06 | 1.1 |
| Outlier Win Ratio | 21.14 | 3.44 |
| Outlier Loss Ratio | 4.15 | 3.43 |
| Volatility (ann.) | 39.29% | 72.04% |
| R^2 | 0.32 | 0.32 |
| Calmar | -0.29 | -0.09 |
| Skew | -1.42 | -0.43 |
| Kurtosis | 28.21 | 4.71 |
| Expected Daily % | -0.04% | -0.02% |
| Expected Monthly % | -1.02% | -0.45% |
| Expected Yearly % | -8.83% | -3.97% |
| Kelly Criterion | -4.24% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.4% | -6.15% |
| Expected Shortfall (cVaR) | -3.4% | -6.15% |
| Year | 11785371:ETHUSD | 11785371:ethusd:triple_med_gx:lsma170_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -10.58 | 0.90 | + |
| 2025 | 4.57 | -7.04 | -1.54 | - |
| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -10.16% | 1.38% |
| 6M | 26.84% | 89.18% |
| YTD | -7.04% | 4.57% |
| 1Y | -1.09% | 43.03% |
| 3Y (ann.) | -12.15% | -5.52% |
| 5Y (ann.) | -12.15% | -5.52% |
| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| Max Drawdown | -42.49% | -63.76% |
| Longest DD Days | 465.0 | 234.0 |
| Avg. Drawdown | -15.11% | -21.96% |
| Avg. Drawdown Days | 169.0 | 72.0 |
| Recovery Factor | -0.4 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-27 | 2025-11-04 | -42.49 | 465 |
| 2024-06-13 | 2024-06-26 | -2.28 | 13 |
| 2024-06-27 | 2024-07-26 | -0.57 | 29 |
| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| Best Day | 10.85% | 16.74% |
| Worst Day | -20.89% | -20.65% |
| Best Week | 24.11% | 22.2% |
| Worst Week | -22.21% | -22.77% |
| Best Month | 27.44% | 54.15% |
| Worst Month | -24.24% | -34.4% |
| Best Year | -7.04% | 4.57% |
| Worst Year | -10.58% | -11.81% |
| Avg. Up Day | 3.16% | 3.69% |
| Avg. Down Day | -2.5% | -3.3% |
| Avg. Up Week | 7.26% | 8.68% |
| Avg. Down Week | -6.06% | -9.79% |
| Avg. Up Month | 18.81% | 32.59% |
| Avg. Down Month | -9.95% | -11.23% |
| Win Days % | 41.83% | 50.86% |
| Win Month % | 41.18% | 33.33% |
| Win Week % | 47.73% | 52.63% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 0.0% | 50.0% |