| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -13.91% | -6.83% |
| Max Drawdown | -35.11% | -63.95% |
| Sharpe | -0.16 | 0.14 |
| Sortino | -0.23 | 0.19 |
| Payoff Ratio | 1.21 | 1.01 |
| Profit Factor | 0.94 | 1.02 |
| Common Sense Ratio | 1.17 | 0.99 |
| CPC Index | 0.46 | 0.52 |
| Tail Ratio | 1.25 | 0.97 |
| Outlier Win Ratio | 39.43 | 2.77 |
| Outlier Loss Ratio | 4.37 | 3.14 |
| Volatility (ann.) | 11.92% | 34.77% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.28 | -0.08 |
| Skew | 1.92 | -0.06 |
| Kurtosis | 70.0 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.83% | -0.39% |
| Expected Yearly % | -7.22% | -3.48% |
| Kelly Criterion | -8.8% | 1.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.98% |
| Expected Shortfall (cVaR) | -1.03% | -2.98% |
| Year | 11800998:ETHUSD | 11800998:ethusd:triple_med_gx:lsma265_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.72 | 0.72 | + |
| 2025 | 5.94 | -5.69 | -0.96 | - |
| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 16.95% | -5.16% |
| 6M | 11.44% | 95.03% |
| YTD | -5.69% | 5.94% |
| 1Y | -8.89% | 43.62% |
| 3Y (ann.) | -9.96% | -4.84% |
| 5Y (ann.) | -9.96% | -4.84% |
| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| Max Drawdown | -35.11% | -63.95% |
| Longest DD Days | 480.0 | 235.0 |
| Avg. Drawdown | -7.95% | -14.57% |
| Avg. Drawdown Days | 100.0 | 43.0 |
| Recovery Factor | -0.4 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-11-04 | -35.11 | 480 |
| 2024-06-20 | 2024-07-11 | -4.03 | 20 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| 2024-06-18 | 2024-06-18 | -0.18 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.3% |
| Worst Day | -6.2% | -14.0% |
| Best Week | 9.98% | 27.26% |
| Worst Week | -10.46% | -20.52% |
| Best Month | 9.73% | 48.75% |
| Worst Month | -9.09% | -32.24% |
| Best Year | -5.69% | 5.94% |
| Worst Year | -8.72% | -12.05% |
| Avg. Up Day | 1.2% | 1.24% |
| Avg. Down Day | -1.0% | -1.22% |
| Avg. Up Week | 3.08% | 7.0% |
| Avg. Down Week | -3.75% | -7.07% |
| Avg. Up Month | 4.94% | 18.76% |
| Avg. Down Month | -4.17% | -13.41% |
| Win Days % | 40.48% | 50.53% |
| Win Month % | 35.29% | 27.78% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |