| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -27.7% | -6.83% |
| Max Drawdown | -29.92% | -63.95% |
| Sharpe | -0.37 | 0.14 |
| Sortino | -0.54 | 0.19 |
| Payoff Ratio | 1.28 | 1.12 |
| Profit Factor | 0.88 | 1.02 |
| Common Sense Ratio | 0.87 | 0.99 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 0.98 | 0.97 |
| Outlier Win Ratio | 31.02 | 2.95 |
| Outlier Loss Ratio | 4.81 | 3.25 |
| Volatility (ann.) | 13.03% | 34.77% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.68 | -0.08 |
| Skew | 1.52 | -0.06 |
| Kurtosis | 46.86 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -1.79% | -0.39% |
| Expected Yearly % | -14.97% | -3.48% |
| Kelly Criterion | -11.8% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.98% |
| Expected Shortfall (cVaR) | -1.14% | -2.98% |
| Year | 11786810:ETHUSD | 11786810:ethusd:triple_med_gx:lsma220_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.94 | 0.74 | + |
| 2025 | 5.94 | -20.60 | -3.47 | - |
| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -11.36% | -5.16% |
| 6M | -9.6% | 95.03% |
| YTD | -20.6% | 5.94% |
| 1Y | -15.34% | 43.62% |
| 3Y (ann.) | -20.32% | -4.84% |
| 5Y (ann.) | -20.32% | -4.84% |
| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| Max Drawdown | -29.92% | -63.95% |
| Longest DD Days | 402.0 | 235.0 |
| Avg. Drawdown | -19.91% | -14.57% |
| Avg. Drawdown Days | 254.0 | 43.0 |
| Recovery Factor | -0.93 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-27 | 2025-11-04 | -29.92 | 402 |
| 2024-06-12 | 2024-09-27 | -9.89 | 107 |
| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -6.2% | -14.0% |
| Best Week | 6.86% | 27.26% |
| Worst Week | -9.22% | -20.52% |
| Best Month | 10.7% | 48.75% |
| Worst Month | -14.31% | -32.24% |
| Best Year | -8.94% | 5.94% |
| Worst Year | -20.6% | -12.05% |
| Avg. Up Day | 1.21% | 1.25% |
| Avg. Down Day | -0.95% | -1.12% |
| Avg. Up Week | 3.42% | 8.09% |
| Avg. Down Week | -3.53% | -8.69% |
| Avg. Up Month | 4.65% | 35.16% |
| Avg. Down Month | -7.95% | -8.71% |
| Win Days % | 37.34% | 50.53% |
| Win Month % | 52.94% | 27.78% |
| Win Week % | 45.28% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |