| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -17.68% | -7.78% |
| Max Drawdown | -20.18% | -63.76% |
| Sharpe | -0.95 | 0.29 |
| Sortino | -1.22 | 0.4 |
| Payoff Ratio | 1.39 | 1.47 |
| Profit Factor | 0.61 | 1.05 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.28 | 0.78 |
| Tail Ratio | 0.0 | 1.1 |
| Outlier Win Ratio | 100.07 | 2.24 |
| Outlier Loss Ratio | 4.53 | 2.49 |
| Volatility (ann.) | 13.39% | 72.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.63 | -0.09 |
| Skew | -0.96 | -0.43 |
| Kurtosis | 71.68 | 4.71 |
| Expected Daily % | -0.04% | -0.02% |
| Expected Monthly % | -1.08% | -0.45% |
| Expected Yearly % | -9.27% | -3.97% |
| Kelly Criterion | -15.79% | 17.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -6.15% |
| Expected Shortfall (cVaR) | -1.19% | -6.15% |
| Year | 11802207:ETHUSD | 11802207:ethusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -4.28 | 0.36 | + |
| 2025 | 4.57 | -14.00 | -3.06 | - |
| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| MTD | -5.33% | -9.29% |
| 3M | -9.14% | 1.38% |
| 6M | -7.89% | 89.18% |
| YTD | -14.0% | 4.57% |
| 1Y | -17.61% | 43.03% |
| 3Y (ann.) | -12.75% | -5.52% |
| 5Y (ann.) | -12.75% | -5.52% |
| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| Max Drawdown | -20.18% | -63.76% |
| Longest DD Days | 392.0 | 234.0 |
| Avg. Drawdown | -11.22% | -21.96% |
| Avg. Drawdown Days | 232.0 | 72.0 |
| Recovery Factor | -0.88 | -0.12 |
| Ulcer Index | 0.98 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-08 | 2025-11-04 | -20.18 | 392 |
| 2024-07-27 | 2024-10-07 | -2.26 | 72 |
| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| Best Day | 8.02% | 16.74% |
| Worst Day | -7.92% | -20.65% |
| Best Week | 7.83% | 22.2% |
| Worst Week | -7.92% | -22.77% |
| Best Month | 6.88% | 54.15% |
| Worst Month | -5.44% | -34.4% |
| Best Year | -4.28% | 4.57% |
| Worst Year | -14.0% | -11.81% |
| Avg. Up Day | 2.24% | 3.01% |
| Avg. Down Day | -1.61% | -2.04% |
| Avg. Up Week | 2.39% | 4.78% |
| Avg. Down Week | -3.01% | -5.86% |
| Avg. Up Month | 6.88% | 54.15% |
| Avg. Down Month | -3.98% | -7.21% |
| Win Days % | 32.65% | 50.86% |
| Win Month % | 23.08% | 33.33% |
| Win Week % | 42.31% | 52.63% |
| Win Quarter % | 33.33% | 42.86% |
| Win Year % | 0.0% | 50.0% |