| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -23.2% | -6.83% |
| Max Drawdown | -28.43% | -63.95% |
| Sharpe | -0.28 | 0.14 |
| Sortino | -0.41 | 0.19 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 0.91 | 1.02 |
| Common Sense Ratio | 1.04 | 0.99 |
| CPC Index | 0.45 | 0.61 |
| Tail Ratio | 1.14 | 0.97 |
| Outlier Win Ratio | 28.66 | 2.98 |
| Outlier Loss Ratio | 4.98 | 3.28 |
| Volatility (ann.) | 13.39% | 34.77% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.59 | -0.08 |
| Skew | 1.61 | -0.06 |
| Kurtosis | 41.97 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.46% | -0.39% |
| Expected Yearly % | -12.36% | -3.48% |
| Kelly Criterion | -10.24% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.98% |
| Expected Shortfall (cVaR) | -1.16% | -2.98% |
| Year | 11786815:ETHUSD | 11786815:ethusd:triple_med_gx:lsma235_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -12.15 | 1.01 | - |
| 2025 | 5.94 | -12.58 | -2.12 | - |
| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -7.18% | -5.16% |
| 6M | -3.62% | 95.03% |
| YTD | -12.58% | 5.94% |
| 1Y | -4.67% | 43.62% |
| 3Y (ann.) | -16.88% | -4.84% |
| 5Y (ann.) | -16.88% | -4.84% |
| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| Max Drawdown | -28.43% | -63.95% |
| Longest DD Days | 509.0 | 235.0 |
| Avg. Drawdown | -14.3% | -14.57% |
| Avg. Drawdown Days | 254.0 | 43.0 |
| Recovery Factor | -0.82 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-11-04 | -28.43 | 509 |
| 2024-06-11 | 2024-06-12 | -0.18 | 0 |
| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -5.19% | -14.0% |
| Best Week | 8.12% | 27.26% |
| Worst Week | -11.81% | -20.52% |
| Best Month | 10.7% | 48.75% |
| Worst Month | -16.14% | -32.24% |
| Best Year | -12.15% | 5.94% |
| Worst Year | -12.58% | -12.05% |
| Avg. Up Day | 1.22% | 1.25% |
| Avg. Down Day | -0.93% | -1.06% |
| Avg. Up Week | 3.41% | 8.09% |
| Avg. Down Week | -3.3% | -8.75% |
| Avg. Up Month | 4.1% | 31.88% |
| Avg. Down Month | -7.25% | -11.14% |
| Win Days % | 37.47% | 50.53% |
| Win Month % | 58.82% | 27.78% |
| Win Week % | 41.51% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |