| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -16.91% | -7.78% |
| Max Drawdown | -24.83% | -63.76% |
| Sharpe | -0.35 | 0.29 |
| Sortino | -0.52 | 0.4 |
| Payoff Ratio | 1.14 | 1.05 |
| Profit Factor | 0.91 | 1.05 |
| Common Sense Ratio | 0.77 | 1.15 |
| CPC Index | 0.43 | 0.56 |
| Tail Ratio | 0.85 | 1.1 |
| Outlier Win Ratio | 23.46 | 2.99 |
| Outlier Loss Ratio | 5.38 | 2.91 |
| Volatility (ann.) | 26.71% | 72.04% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.49 | -0.09 |
| Skew | 1.03 | -0.43 |
| Kurtosis | 15.94 | 4.71 |
| Expected Daily % | -0.04% | -0.02% |
| Expected Monthly % | -1.02% | -0.45% |
| Expected Yearly % | -8.84% | -3.97% |
| Kelly Criterion | -9.4% | 3.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -6.15% |
| Expected Shortfall (cVaR) | -2.33% | -6.15% |
| Year | 11786820:ETHUSD | 11786820:ethusd:triple_med_gx:lsma240_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -11.65 | 0.99 | + |
| 2025 | 4.57 | -5.95 | -1.30 | - |
| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -5.86% | 1.38% |
| 6M | 2.83% | 89.18% |
| YTD | -5.95% | 4.57% |
| 1Y | 1.16% | 43.03% |
| 3Y (ann.) | -12.17% | -5.52% |
| 5Y (ann.) | -12.17% | -5.52% |
| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| Max Drawdown | -24.83% | -63.76% |
| Longest DD Days | 504.0 | 234.0 |
| Avg. Drawdown | -12.51% | -21.96% |
| Avg. Drawdown Days | 254.0 | 72.0 |
| Recovery Factor | -0.68 | -0.12 |
| Ulcer Index | 1.07 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-18 | 2025-11-04 | -24.83 | 504 |
| 2024-06-13 | 2024-06-17 | -0.20 | 4 |
| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| Best Day | 9.94% | 16.74% |
| Worst Day | -7.26% | -20.65% |
| Best Week | 8.59% | 22.2% |
| Worst Week | -10.44% | -22.77% |
| Best Month | 10.7% | 54.15% |
| Worst Month | -11.87% | -34.4% |
| Best Year | -5.95% | 4.57% |
| Worst Year | -11.65% | -11.81% |
| Avg. Up Day | 1.94% | 3.01% |
| Avg. Down Day | -1.69% | -2.88% |
| Avg. Up Week | 3.08% | 7.74% |
| Avg. Down Week | -2.95% | -7.82% |
| Avg. Up Month | 5.83% | 28.33% |
| Avg. Down Month | -5.42% | -10.34% |
| Win Days % | 41.62% | 50.86% |
| Win Month % | 52.94% | 33.33% |
| Win Week % | 44.64% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |