| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -4.26% | -6.83% |
| Max Drawdown | -13.18% | -63.95% |
| Sharpe | -0.12 | 0.14 |
| Sortino | -0.16 | 0.19 |
| Payoff Ratio | 1.25 | 0.92 |
| Profit Factor | 0.93 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.44 | 0.48 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 123.53 | 2.27 |
| Outlier Loss Ratio | 4.25 | 2.57 |
| Volatility (ann.) | 5.33% | 34.77% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.23 | -0.08 |
| Skew | 0.09 | -0.06 |
| Kurtosis | 82.19 | 8.0 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.24% | -0.39% |
| Expected Yearly % | -2.15% | -3.48% |
| Kelly Criterion | -10.92% | -3.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.98% |
| Expected Shortfall (cVaR) | -0.46% | -2.98% |
| Year | 11802256:ETHUSD | 11802256:ethusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 2.03 | -0.17 | + |
| 2025 | 5.94 | -6.16 | -1.04 | - |
| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| MTD | -5.1% | -8.28% |
| 3M | -7.64% | -5.16% |
| 6M | 2.64% | 95.03% |
| YTD | -6.16% | 5.94% |
| 1Y | -8.45% | 43.62% |
| 3Y (ann.) | -3.0% | -4.84% |
| 5Y (ann.) | -3.0% | -4.84% |
| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| Max Drawdown | -13.18% | -63.95% |
| Longest DD Days | 374.0 | 235.0 |
| Avg. Drawdown | -2.36% | -14.57% |
| Avg. Drawdown Days | 51.0 | 43.0 |
| Recovery Factor | -0.32 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-25 | 2025-11-04 | -13.18 | 374 |
| 2024-09-23 | 2024-10-07 | -1.91 | 13 |
| 2024-07-26 | 2024-07-28 | -1.48 | 2 |
| 2024-10-11 | 2024-10-25 | -0.74 | 13 |
| 2024-10-07 | 2024-10-11 | -0.73 | 4 |
| 2024-09-23 | 2024-09-23 | -0.61 | 0 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| 2024-07-28 | 2024-07-29 | -0.05 | 0 |
| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| Best Day | 4.22% | 12.3% |
| Worst Day | -3.29% | -14.0% |
| Best Week | 6.88% | 27.26% |
| Worst Week | -5.1% | -20.52% |
| Best Month | 6.88% | 48.75% |
| Worst Month | -5.1% | -32.24% |
| Best Year | 2.03% | 5.94% |
| Worst Year | -6.16% | -12.05% |
| Avg. Up Day | 1.1% | 1.14% |
| Avg. Down Day | -0.88% | -1.24% |
| Avg. Up Week | 2.23% | 6.77% |
| Avg. Down Week | -1.61% | -7.44% |
| Avg. Up Month | 3.94% | 33.75% |
| Avg. Down Month | -3.33% | -12.62% |
| Win Days % | 38.32% | 50.53% |
| Win Month % | 41.67% | 27.78% |
| Win Week % | 34.78% | 50.0% |
| Win Quarter % | 50.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |