| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -32.18% | -6.83% |
| Max Drawdown | -42.48% | -63.95% |
| Sharpe | -0.41 | 0.14 |
| Sortino | -0.56 | 0.19 |
| Payoff Ratio | 1.1 | 0.98 |
| Profit Factor | 0.86 | 1.02 |
| Common Sense Ratio | 0.92 | 0.99 |
| CPC Index | 0.38 | 0.51 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 31.93 | 3.04 |
| Outlier Loss Ratio | 4.52 | 3.38 |
| Volatility (ann.) | 14.13% | 34.77% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.56 | -0.08 |
| Skew | 0.33 | -0.06 |
| Kurtosis | 42.88 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -2.13% | -0.39% |
| Expected Yearly % | -17.65% | -3.48% |
| Kelly Criterion | -15.44% | 0.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.98% |
| Expected Shortfall (cVaR) | -1.23% | -2.98% |
| Year | 11786607:ETHUSD | 11786607:ethusd:triple_med_gx:lsma80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 3.06 | -0.25 | + |
| 2025 | 5.94 | -34.19 | -5.76 | - |
| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| MTD | -5.63% | -8.28% |
| 3M | -7.47% | -5.16% |
| 6M | 5.86% | 95.03% |
| YTD | -34.19% | 5.94% |
| 1Y | -27.8% | 43.62% |
| 3Y (ann.) | -23.82% | -4.84% |
| 5Y (ann.) | -23.82% | -4.84% |
| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| Max Drawdown | -42.48% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -6.64% | -14.57% |
| Avg. Drawdown Days | 61.0 | 43.0 |
| Recovery Factor | -0.76 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-11-04 | -42.48 | 452 |
| 2024-07-23 | 2024-08-08 | -5.50 | 16 |
| 2024-07-10 | 2024-07-23 | -2.07 | 13 |
| 2024-07-03 | 2024-07-10 | -1.60 | 6 |
| 2024-06-16 | 2024-06-16 | -0.54 | 0 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| 2024-06-18 | 2024-06-18 | -0.33 | 0 |
| 2024-06-11 | 2024-06-12 | -0.18 | 0 |
| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 6.99% | 27.26% |
| Worst Week | -12.6% | -20.52% |
| Best Month | 13.91% | 48.75% |
| Worst Month | -20.68% | -32.24% |
| Best Year | 3.06% | 5.94% |
| Worst Year | -34.19% | -12.05% |
| Avg. Up Day | 1.19% | 1.23% |
| Avg. Down Day | -1.09% | -1.26% |
| Avg. Up Week | 2.69% | 8.37% |
| Avg. Down Week | -4.6% | -7.33% |
| Avg. Up Month | 6.02% | 31.88% |
| Avg. Down Month | -6.83% | -9.77% |
| Win Days % | 39.64% | 50.53% |
| Win Month % | 38.89% | 27.78% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |