| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -0.19% | -7.78% |
| Max Drawdown | -14.83% | -63.76% |
| Sharpe | 0.05 | 0.29 |
| Sortino | 0.06 | 0.4 |
| Payoff Ratio | 0.73 | 0.52 |
| Profit Factor | 1.03 | 1.05 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 0.35 | 0.28 |
| Tail Ratio | NaN | 1.1 |
| Outlier Win Ratio | 97.94 | 2.3 |
| Outlier Loss Ratio | 4.55 | 2.17 |
| Volatility (ann.) | 11.45% | 72.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.01 | -0.09 |
| Skew | -2.69 | -0.43 |
| Kurtosis | 61.12 | 4.71 |
| Expected Daily % | -0.0% | -0.02% |
| Expected Monthly % | -0.01% | -0.45% |
| Expected Yearly % | -0.1% | -3.97% |
| Kelly Criterion | -26.44% | -43.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -6.15% |
| Expected Shortfall (cVaR) | -0.98% | -6.15% |
| Year | 11802593:ETHUSD | 11802593:ethusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 5.23 | -0.44 | + |
| 2025 | 4.57 | -5.15 | -1.13 | - |
| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 1.58% | 1.38% |
| 6M | 3.0% | 89.18% |
| YTD | -5.15% | 4.57% |
| 1Y | -7.09% | 43.03% |
| 3Y (ann.) | -0.13% | -5.52% |
| 5Y (ann.) | -0.13% | -5.52% |
| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| Max Drawdown | -14.83% | -63.76% |
| Longest DD Days | 321.0 | 234.0 |
| Avg. Drawdown | -4.18% | -21.96% |
| Avg. Drawdown Days | 104.0 | 72.0 |
| Recovery Factor | -0.01 | -0.12 |
| Ulcer Index | 0.97 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-11-04 | -14.83 | 321 |
| 2024-10-14 | 2024-11-19 | -1.20 | 36 |
| 2024-09-14 | 2024-10-13 | -0.63 | 29 |
| 2024-07-16 | 2024-08-14 | -0.06 | 29 |
| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| Best Day | 4.22% | 16.74% |
| Worst Day | -6.33% | -20.65% |
| Best Week | 4.8% | 22.2% |
| Worst Week | -6.39% | -22.77% |
| Best Month | 4.8% | 54.15% |
| Worst Month | -6.39% | -34.4% |
| Best Year | 5.23% | 4.57% |
| Worst Year | -5.15% | -11.81% |
| Avg. Up Day | 1.52% | 1.72% |
| Avg. Down Day | -2.08% | -3.31% |
| Avg. Up Week | 2.23% | 5.6% |
| Avg. Down Week | -4.27% | -8.02% |
| Avg. Up Month | 2.01% | 39.31% |
| Avg. Down Month | -4.91% | -4.2% |
| Win Days % | 46.67% | 50.86% |
| Win Month % | 53.33% | 33.33% |
| Win Week % | 63.16% | 52.63% |
| Win Quarter % | 50.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |