| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -16.92% | -6.83% |
| Max Drawdown | -20.9% | -63.95% |
| Sharpe | -0.53 | 0.14 |
| Sortino | -0.61 | 0.19 |
| Payoff Ratio | 0.75 | 0.52 |
| Profit Factor | 0.6 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.17 | 0.27 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 195.27 | 2.08 |
| Outlier Loss Ratio | 3.16 | 2.34 |
| Volatility (ann.) | 5.75% | 34.77% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.58 | -0.08 |
| Skew | -10.94 | -0.06 |
| Kurtosis | 249.98 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.02% | -0.39% |
| Expected Yearly % | -8.85% | -3.48% |
| Kelly Criterion | -42.71% | -43.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.98% |
| Expected Shortfall (cVaR) | -0.5% | -2.98% |
| Year | 11802663:ETHUSD | 11802663:ethusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -3.75 | 0.31 | + |
| 2025 | 5.94 | -13.68 | -2.30 | - |
| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -6.13% | -5.16% |
| 6M | -6.09% | 95.03% |
| YTD | -13.68% | 5.94% |
| 1Y | -16.42% | 43.62% |
| 3Y (ann.) | -12.18% | -4.84% |
| 5Y (ann.) | -12.18% | -4.84% |
| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| Max Drawdown | -20.9% | -63.95% |
| Longest DD Days | 487.0 | 235.0 |
| Avg. Drawdown | -10.54% | -14.57% |
| Avg. Drawdown Days | 244.0 | 43.0 |
| Recovery Factor | -0.81 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-11-04 | -20.90 | 487 |
| 2024-06-14 | 2024-06-14 | -0.18 | 0 |
| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| Best Day | 2.97% | 12.3% |
| Worst Day | -6.47% | -14.0% |
| Best Week | 2.56% | 27.26% |
| Worst Week | -8.34% | -20.52% |
| Best Month | 5.04% | 48.75% |
| Worst Month | -8.34% | -32.24% |
| Best Year | -3.75% | 5.94% |
| Worst Year | -13.68% | -12.05% |
| Avg. Up Day | 0.85% | 0.9% |
| Avg. Down Day | -1.13% | -1.72% |
| Avg. Up Week | 1.16% | 6.78% |
| Avg. Down Week | -3.46% | -10.09% |
| Avg. Up Month | 0.94% | 18.76% |
| Avg. Down Month | -5.07% | -15.54% |
| Win Days % | 38.75% | 50.53% |
| Win Month % | 46.15% | 27.78% |
| Win Week % | 48.0% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |