| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -16.92% | -7.78% |
| Max Drawdown | -20.9% | -63.76% |
| Sharpe | -1.02 | 0.29 |
| Sortino | -1.12 | 0.4 |
| Payoff Ratio | 0.65 | 0.87 |
| Profit Factor | 0.5 | 1.05 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 0.14 | 0.46 |
| Tail Ratio | NaN | 1.1 |
| Outlier Win Ratio | 158.94 | 2.13 |
| Outlier Loss Ratio | 3.26 | 2.22 |
| Volatility (ann.) | 12.02% | 72.04% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.58 | -0.09 |
| Skew | -7.46 | -0.43 |
| Kurtosis | 94.17 | 4.71 |
| Expected Daily % | -0.04% | -0.02% |
| Expected Monthly % | -1.02% | -0.45% |
| Expected Yearly % | -8.85% | -3.97% |
| Kelly Criterion | -41.29% | -5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -6.15% |
| Expected Shortfall (cVaR) | -1.07% | -6.15% |
| Year | 11802663:ETHUSD | 11802663:ethusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -3.75 | 0.32 | + |
| 2025 | 4.57 | -13.68 | -2.99 | - |
| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -6.13% | 1.38% |
| 6M | -6.09% | 89.18% |
| YTD | -13.68% | 4.57% |
| 1Y | -16.42% | 43.03% |
| 3Y (ann.) | -12.18% | -5.52% |
| 5Y (ann.) | -12.18% | -5.52% |
| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| Max Drawdown | -20.9% | -63.76% |
| Longest DD Days | 487.0 | 234.0 |
| Avg. Drawdown | -20.9% | -21.96% |
| Avg. Drawdown Days | 487.0 | 72.0 |
| Recovery Factor | -0.81 | -0.12 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-05 | 2025-11-04 | -20.90 | 487 |
| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| Best Day | 3.88% | 16.74% |
| Worst Day | -8.18% | -20.65% |
| Best Week | 5.04% | 22.2% |
| Worst Week | -8.34% | -22.77% |
| Best Month | 5.04% | 54.15% |
| Worst Month | -8.34% | -34.4% |
| Best Year | -3.75% | 4.57% |
| Worst Year | -13.68% | -11.81% |
| Avg. Up Day | 1.24% | 2.7% |
| Avg. Down Day | -1.91% | -3.09% |
| Avg. Up Week | 1.3% | 9.49% |
| Avg. Down Week | -3.59% | -11.21% |
| Avg. Up Month | 1.3% | 8.02% |
| Avg. Down Month | -4.89% | -15.49% |
| Win Days % | 44.44% | 50.86% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 45.83% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |