| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 18.63% | -6.83% |
| Max Drawdown | -28.82% | -63.95% |
| Sharpe | 0.28 | 0.14 |
| Sortino | 0.44 | 0.19 |
| Payoff Ratio | 1.43 | 1.17 |
| Profit Factor | 1.1 | 1.02 |
| Common Sense Ratio | 1.46 | 0.99 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.32 | 0.97 |
| Outlier Win Ratio | 28.25 | 3.06 |
| Outlier Loss Ratio | 4.75 | 3.25 |
| Volatility (ann.) | 14.01% | 34.77% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.44 | -0.08 |
| Skew | 1.77 | -0.06 |
| Kurtosis | 43.85 | 8.0 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.95% | -0.39% |
| Expected Yearly % | 8.92% | -3.48% |
| Kelly Criterion | -1.59% | 8.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.98% |
| Expected Shortfall (cVaR) | -1.2% | -2.98% |
| Year | 11786701:ETHUSD | 11786701:ethusd:triple_med_gx:lsma280_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 22.37 | -1.86 | + |
| 2025 | 5.94 | -3.06 | -0.51 | - |
| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -2.33% | -5.16% |
| 6M | 18.14% | 95.03% |
| YTD | -3.06% | 5.94% |
| 1Y | 19.0% | 43.62% |
| 3Y (ann.) | 12.71% | -4.84% |
| 5Y (ann.) | 12.71% | -4.84% |
| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| Max Drawdown | -28.82% | -63.95% |
| Longest DD Days | 251.0 | 235.0 |
| Avg. Drawdown | -5.27% | -14.57% |
| Avg. Drawdown Days | 31.0 | 43.0 |
| Recovery Factor | 0.65 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-10-02 | -28.82 | 251 |
| 2025-10-08 | 2025-11-04 | -12.08 | 26 |
| 2024-08-09 | 2024-11-11 | -10.08 | 94 |
| 2024-11-12 | 2024-12-11 | -9.42 | 29 |
| 2024-12-24 | 2025-01-15 | -7.37 | 22 |
| 2025-01-16 | 2025-01-21 | -4.17 | 5 |
| 2025-01-21 | 2025-01-24 | -4.14 | 2 |
| 2024-06-20 | 2024-08-08 | -3.91 | 49 |
| 2025-10-03 | 2025-10-08 | -1.80 | 4 |
| 2024-12-12 | 2024-12-23 | -0.76 | 11 |
| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -6.2% | -14.0% |
| Best Week | 17.54% | 27.26% |
| Worst Week | -9.09% | -20.52% |
| Best Month | 18.36% | 48.75% |
| Worst Month | -12.4% | -32.24% |
| Best Year | 22.37% | 5.94% |
| Worst Year | -3.06% | -12.05% |
| Avg. Up Day | 1.36% | 1.39% |
| Avg. Down Day | -0.95% | -1.19% |
| Avg. Up Week | 3.27% | 7.45% |
| Avg. Down Week | -4.23% | -9.39% |
| Avg. Up Month | 8.16% | 38.97% |
| Avg. Down Month | -5.52% | -8.6% |
| Win Days % | 40.27% | 50.53% |
| Win Month % | 58.82% | 27.78% |
| Win Week % | 60.42% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |