| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -14.01% | -6.83% |
| Max Drawdown | -35.99% | -63.95% |
| Sharpe | -0.21 | 0.14 |
| Sortino | -0.29 | 0.19 |
| Payoff Ratio | 1.26 | 1.07 |
| Profit Factor | 0.91 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.42 | 0.55 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 53.71 | 2.71 |
| Outlier Loss Ratio | 4.7 | 2.95 |
| Volatility (ann.) | 10.09% | 34.77% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.28 | -0.08 |
| Skew | -1.14 | -0.06 |
| Kurtosis | 51.13 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.83% | -0.39% |
| Expected Yearly % | -7.27% | -3.48% |
| Kelly Criterion | -13.17% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.98% |
| Expected Shortfall (cVaR) | -0.87% | -2.98% |
| Year | 11789712:ETHUSD | 11789712:ethusd:triple_med_gx:lsma80_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 9.96 | -0.83 | + |
| 2025 | 5.94 | -21.79 | -3.67 | - |
| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| MTD | -6.11% | -8.28% |
| 3M | -0.37% | -5.16% |
| 6M | 2.31% | 95.03% |
| YTD | -21.79% | 5.94% |
| 1Y | -16.86% | 43.62% |
| 3Y (ann.) | -10.03% | -4.84% |
| 5Y (ann.) | -10.03% | -4.84% |
| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| Max Drawdown | -35.99% | -63.95% |
| Longest DD Days | 290.0 | 235.0 |
| Avg. Drawdown | -6.61% | -14.57% |
| Avg. Drawdown Days | 53.0 | 43.0 |
| Recovery Factor | -0.39 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-11-04 | -35.99 | 290 |
| 2024-08-25 | 2025-01-15 | -14.29 | 143 |
| 2024-06-19 | 2024-07-08 | -3.92 | 18 |
| 2024-06-18 | 2024-06-19 | -1.58 | 1 |
| 2024-07-27 | 2024-08-08 | -1.48 | 11 |
| 2024-07-09 | 2024-07-23 | -1.34 | 13 |
| 2024-06-16 | 2024-06-16 | -0.54 | 0 |
| 2024-08-25 | 2024-08-25 | -0.18 | 0 |
| 2024-07-08 | 2024-07-09 | -0.18 | 0 |
| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| Best Day | 5.38% | 12.3% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 14.19% | 27.26% |
| Worst Week | -15.56% | -20.52% |
| Best Month | 10.29% | 48.75% |
| Worst Month | -15.76% | -32.24% |
| Best Year | 9.96% | 5.94% |
| Worst Year | -21.79% | -12.05% |
| Avg. Up Day | 1.18% | 1.26% |
| Avg. Down Day | -0.93% | -1.18% |
| Avg. Up Week | 2.56% | 9.37% |
| Avg. Down Week | -4.06% | -7.75% |
| Avg. Up Month | 4.55% | 38.97% |
| Avg. Down Month | -7.59% | -11.94% |
| Win Days % | 36.8% | 50.53% |
| Win Month % | 61.11% | 27.78% |
| Win Week % | 48.98% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |