| Metric | 11786813:ethusd:triple_med_gx:lsma230_45 | 11786813:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -22.37% | -6.83% |
| Max Drawdown | -26.96% | -63.95% |
| Sharpe | -0.27 | 0.14 |
| Sortino | -0.4 | 0.19 |
| Payoff Ratio | 1.32 | 1.18 |
| Profit Factor | 0.91 | 1.02 |
| Common Sense Ratio | 1.05 | 0.99 |
| CPC Index | 0.45 | 0.61 |
| Tail Ratio | 1.15 | 0.97 |
| Outlier Win Ratio | 29.5 | 2.96 |
| Outlier Loss Ratio | 5.0 | 3.28 |
| Volatility (ann.) | 13.1% | 34.77% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.6 | -0.08 |
| Skew | 1.78 | -0.06 |
| Kurtosis | 44.18 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.4% | -0.39% |
| Expected Yearly % | -11.89% | -3.48% |
| Kelly Criterion | -10.52% | 8.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.98% |
| Expected Shortfall (cVaR) | -1.14% | -2.98% |
| Year | 11786813:ETHUSD | 11786813:ethusd:triple_med_gx:lsma230_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.71 | 0.97 | + |
| 2025 | 5.94 | -12.07 | -2.03 | - |
| Metric | 11786813:ethusd:triple_med_gx:lsma230_45 | 11786813:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -11.64% | -5.16% |
| 6M | -10.65% | 95.03% |
| YTD | -12.07% | 5.94% |
| 1Y | -4.39% | 43.62% |
| 3Y (ann.) | -16.25% | -4.84% |
| 5Y (ann.) | -16.25% | -4.84% |
| Metric | 11786813:ethusd:triple_med_gx:lsma230_45 | 11786813:ETHUSD |
|---|---|---|
| Max Drawdown | -26.96% | -63.95% |
| Longest DD Days | 509.0 | 235.0 |
| Avg. Drawdown | -13.57% | -14.57% |
| Avg. Drawdown Days | 254.0 | 43.0 |
| Recovery Factor | -0.83 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-11-04 | -26.96 | 509 |
| 2024-06-11 | 2024-06-12 | -0.18 | 0 |
| Metric | 11786813:ethusd:triple_med_gx:lsma230_45 | 11786813:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -4.7% | -14.0% |
| Best Week | 6.86% | 27.26% |
| Worst Week | -11.81% | -20.52% |
| Best Month | 10.7% | 48.75% |
| Worst Month | -16.08% | -32.24% |
| Best Year | -11.71% | 5.94% |
| Worst Year | -12.07% | -12.05% |
| Avg. Up Day | 1.23% | 1.26% |
| Avg. Down Day | -0.93% | -1.06% |
| Avg. Up Week | 3.39% | 7.85% |
| Avg. Down Week | -3.21% | -8.99% |
| Avg. Up Month | 4.66% | 35.16% |
| Avg. Down Month | -6.25% | -10.48% |
| Win Days % | 37.18% | 50.53% |
| Win Month % | 47.06% | 27.78% |
| Win Week % | 42.31% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |