| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -16.91% | -6.83% |
| Max Drawdown | -27.23% | -63.95% |
| Sharpe | -0.17 | 0.14 |
| Sortino | -0.25 | 0.19 |
| Payoff Ratio | 1.34 | 1.16 |
| Profit Factor | 0.95 | 1.02 |
| Common Sense Ratio | 1.12 | 0.99 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | 1.18 | 0.97 |
| Outlier Win Ratio | 27.52 | 3.0 |
| Outlier Loss Ratio | 4.97 | 3.28 |
| Volatility (ann.) | 13.59% | 34.77% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.45 | -0.08 |
| Skew | 1.64 | -0.06 |
| Kurtosis | 39.95 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.02% | -0.39% |
| Expected Yearly % | -8.84% | -3.48% |
| Kelly Criterion | -8.46% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.98% |
| Expected Shortfall (cVaR) | -1.18% | -2.98% |
| Year | 11786820:ETHUSD | 11786820:ethusd:triple_med_gx:lsma240_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.65 | 0.97 | + |
| 2025 | 5.94 | -5.95 | -1.00 | - |
| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -5.86% | -5.16% |
| 6M | 2.83% | 95.03% |
| YTD | -5.95% | 5.94% |
| 1Y | 1.34% | 43.62% |
| 3Y (ann.) | -12.17% | -4.84% |
| 5Y (ann.) | -12.17% | -4.84% |
| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| Max Drawdown | -27.23% | -63.95% |
| Longest DD Days | 509.0 | 235.0 |
| Avg. Drawdown | -13.7% | -14.57% |
| Avg. Drawdown Days | 254.0 | 43.0 |
| Recovery Factor | -0.62 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-11-04 | -27.23 | 509 |
| 2024-06-11 | 2024-06-12 | -0.18 | 0 |
| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -5.19% | -14.0% |
| Best Week | 6.86% | 27.26% |
| Worst Week | -11.81% | -20.52% |
| Best Month | 10.7% | 48.75% |
| Worst Month | -14.29% | -32.24% |
| Best Year | -5.95% | 5.94% |
| Worst Year | -11.65% | -12.05% |
| Avg. Up Day | 1.24% | 1.27% |
| Avg. Down Day | -0.93% | -1.1% |
| Avg. Up Week | 3.4% | 9.03% |
| Avg. Down Week | -3.28% | -8.75% |
| Avg. Up Month | 4.72% | 31.88% |
| Avg. Down Month | -5.87% | -10.48% |
| Win Days % | 37.88% | 50.53% |
| Win Month % | 52.94% | 27.78% |
| Win Week % | 43.64% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |