| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -16.88% | -6.83% |
| Max Drawdown | -42.75% | -63.95% |
| Sharpe | -0.06 | 0.14 |
| Sortino | -0.08 | 0.19 |
| Payoff Ratio | 1.1 | 0.97 |
| Profit Factor | 0.98 | 1.02 |
| Common Sense Ratio | 1.11 | 0.99 |
| CPC Index | 0.48 | 0.5 |
| Tail Ratio | 1.13 | 0.97 |
| Outlier Win Ratio | 21.46 | 3.2 |
| Outlier Loss Ratio | 3.81 | 3.78 |
| Volatility (ann.) | 20.28% | 34.77% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.28 | -0.08 |
| Skew | 0.22 | -0.06 |
| Kurtosis | 48.65 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.02% | -0.39% |
| Expected Yearly % | -8.83% | -3.48% |
| Kelly Criterion | -5.71% | -0.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -2.98% |
| Expected Shortfall (cVaR) | -1.75% | -2.98% |
| Year | 11785371:ETHUSD | 11785371:ethusd:triple_med_gx:lsma170_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -10.58 | 0.88 | + |
| 2025 | 5.94 | -7.04 | -1.19 | - |
| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -10.16% | -5.16% |
| 6M | 26.84% | 95.03% |
| YTD | -7.04% | 5.94% |
| 1Y | -1.09% | 43.62% |
| 3Y (ann.) | -12.15% | -4.84% |
| 5Y (ann.) | -12.15% | -4.84% |
| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| Max Drawdown | -42.75% | -63.95% |
| Longest DD Days | 465.0 | 235.0 |
| Avg. Drawdown | -11.79% | -14.57% |
| Avg. Drawdown Days | 127.0 | 43.0 |
| Recovery Factor | -0.39 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-27 | 2025-11-04 | -42.75 | 465 |
| 2024-06-12 | 2024-06-25 | -2.45 | 13 |
| 2024-06-26 | 2024-07-26 | -1.29 | 30 |
| 2024-07-26 | 2024-07-26 | -0.67 | 0 |
| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 19.93% | 27.26% |
| Worst Week | -20.89% | -20.52% |
| Best Month | 27.44% | 48.75% |
| Worst Month | -20.89% | -32.24% |
| Best Year | -7.04% | 5.94% |
| Worst Year | -10.58% | -12.05% |
| Avg. Up Day | 1.46% | 1.48% |
| Avg. Down Day | -1.33% | -1.53% |
| Avg. Up Week | 6.45% | 8.28% |
| Avg. Down Week | -4.93% | -8.81% |
| Avg. Up Month | 18.81% | 31.09% |
| Avg. Down Month | -8.59% | -9.61% |
| Win Days % | 44.71% | 50.53% |
| Win Month % | 43.75% | 27.78% |
| Win Week % | 44.19% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 0.0% | 50.0% |