| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -17.68% | -6.83% |
| Max Drawdown | -20.18% | -63.95% |
| Sharpe | -0.57 | 0.14 |
| Sortino | -0.7 | 0.19 |
| Payoff Ratio | 0.93 | 0.82 |
| Profit Factor | 0.68 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.23 | 0.42 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 137.43 | 2.24 |
| Outlier Loss Ratio | 4.01 | 2.6 |
| Volatility (ann.) | 5.73% | 34.77% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.63 | -0.08 |
| Skew | -5.05 | -0.06 |
| Kurtosis | 153.05 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.08% | -0.39% |
| Expected Yearly % | -9.27% | -3.48% |
| Kelly Criterion | -32.29% | -9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.98% |
| Expected Shortfall (cVaR) | -0.5% | -2.98% |
| Year | 11802207:ETHUSD | 11802207:ethusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.28 | 0.36 | + |
| 2025 | 5.94 | -14.00 | -2.36 | - |
| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| MTD | -5.33% | -8.28% |
| 3M | -9.14% | -5.16% |
| 6M | -7.89% | 95.03% |
| YTD | -14.0% | 5.94% |
| 1Y | -17.61% | 43.62% |
| 3Y (ann.) | -12.75% | -4.84% |
| 5Y (ann.) | -12.75% | -4.84% |
| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| Max Drawdown | -20.18% | -63.95% |
| Longest DD Days | 393.0 | 235.0 |
| Avg. Drawdown | -5.87% | -14.57% |
| Avg. Drawdown Days | 116.0 | 43.0 |
| Recovery Factor | -0.88 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-11-04 | -20.18 | 393 |
| 2024-07-27 | 2024-10-07 | -2.46 | 72 |
| 2024-07-26 | 2024-07-26 | -0.67 | 0 |
| 2024-07-25 | 2024-07-26 | -0.18 | 0 |
| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| Best Day | 4.22% | 12.3% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 6.88% | 27.26% |
| Worst Week | -6.58% | -20.52% |
| Best Month | 6.88% | 48.75% |
| Worst Month | -5.44% | -32.24% |
| Best Year | -4.28% | 5.94% |
| Worst Year | -14.0% | -12.05% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -1.02% | -1.19% |
| Avg. Up Week | 2.85% | 5.79% |
| Avg. Down Week | -2.17% | -5.81% |
| Avg. Up Month | 6.88% | 48.75% |
| Avg. Down Month | -3.46% | -6.93% |
| Win Days % | 36.21% | 50.53% |
| Win Month % | 23.08% | 27.78% |
| Win Week % | 33.33% | 50.0% |
| Win Quarter % | 33.33% | 42.86% |
| Win Year % | 0.0% | 50.0% |