| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -32.87% | -7.78% |
| Max Drawdown | -42.03% | -63.76% |
| Sharpe | -0.78 | 0.29 |
| Sortino | -1.0 | 0.4 |
| Payoff Ratio | 0.96 | 1.1 |
| Profit Factor | 0.8 | 1.05 |
| Common Sense Ratio | 0.66 | 1.15 |
| CPC Index | 0.33 | 0.58 |
| Tail Ratio | 0.83 | 1.1 |
| Outlier Win Ratio | 23.88 | 2.81 |
| Outlier Loss Ratio | 4.23 | 3.05 |
| Volatility (ann.) | 29.88% | 72.04% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.58 | -0.09 |
| Skew | -1.51 | -0.43 |
| Kurtosis | 22.96 | 4.71 |
| Expected Daily % | -0.08% | -0.02% |
| Expected Monthly % | -2.19% | -0.45% |
| Expected Yearly % | -18.07% | -3.97% |
| Kelly Criterion | -15.07% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.64% | -6.15% |
| Expected Shortfall (cVaR) | -2.64% | -6.15% |
| Year | 11786607:ETHUSD | 11786607:ethusd:triple_med_gx:lsma80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 3.06 | -0.26 | + |
| 2025 | 4.57 | -34.87 | -7.63 | - |
| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| MTD | -6.59% | -9.29% |
| 3M | -8.41% | 1.38% |
| 6M | 4.78% | 89.18% |
| YTD | -34.87% | 4.57% |
| 1Y | -28.54% | 43.03% |
| 3Y (ann.) | -24.36% | -5.52% |
| 5Y (ann.) | -24.36% | -5.52% |
| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| Max Drawdown | -42.03% | -63.76% |
| Longest DD Days | 451.0 | 234.0 |
| Avg. Drawdown | -11.98% | -21.96% |
| Avg. Drawdown Days | 122.0 | 72.0 |
| Recovery Factor | -0.78 | -0.12 |
| Ulcer Index | 1.03 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-10 | 2025-11-04 | -42.03 | 451 |
| 2024-07-11 | 2024-08-09 | -5.26 | 29 |
| 2024-07-04 | 2024-07-10 | -0.44 | 6 |
| 2024-06-16 | 2024-06-17 | -0.18 | 1 |
| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| Best Day | 9.27% | 16.74% |
| Worst Day | -14.19% | -20.65% |
| Best Week | 10.54% | 22.2% |
| Worst Week | -11.93% | -22.77% |
| Best Month | 13.91% | 54.15% |
| Worst Month | -20.82% | -34.4% |
| Best Year | 3.06% | 4.57% |
| Worst Year | -34.87% | -11.81% |
| Avg. Up Day | 2.14% | 3.35% |
| Avg. Down Day | -2.24% | -3.06% |
| Avg. Up Week | 3.39% | 7.31% |
| Avg. Down Week | -4.77% | -7.7% |
| Avg. Up Month | 5.92% | 30.56% |
| Avg. Down Month | -7.47% | -10.16% |
| Win Days % | 43.67% | 50.86% |
| Win Month % | 38.89% | 33.33% |
| Win Week % | 49.09% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |