| Metric | 11803429:ethusd:triple_med_gx:lsma85_110 | 11803429:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -24.72% | -30.98% |
| Max Drawdown | -44.76% | -63.26% |
| Sharpe | -0.53 | -0.15 |
| Sortino | -0.74 | -0.22 |
| Payoff Ratio | 0.89 | 0.89 |
| Profit Factor | 0.88 | 0.98 |
| Common Sense Ratio | 0.65 | 1.0 |
| CPC Index | 0.37 | 0.43 |
| Tail Ratio | 0.75 | 1.02 |
| Outlier Win Ratio | 19.89 | 3.74 |
| Outlier Loss Ratio | 3.16 | 2.95 |
| Volatility (ann.) | 39.44% | 73.0% |
| R^2 | 0.29 | 0.29 |
| Calmar | -0.56 | -0.49 |
| Skew | 0.38 | 0.69 |
| Kurtosis | 14.08 | 4.88 |
| Expected Daily % | -0.08% | -0.1% |
| Expected Monthly % | -2.34% | -3.04% |
| Expected Yearly % | -13.23% | -16.92% |
| Kelly Criterion | -10.85% | -6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.45% | -6.32% |
| Expected Shortfall (cVaR) | -3.45% | -6.32% |
| Year | 11803429:ETHUSD | 11803429:ethusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | -14.61 | 1.15 | - |
| 2025 | -20.98 | -11.84 | 0.56 | + |
| Metric | 11803429:ethusd:triple_med_gx:lsma85_110 | 11803429:ETHUSD |
|---|---|---|
| MTD | 10.26% | 46.71% |
| 3M | 2.08% | 5.57% |
| 6M | -11.84% | -20.81% |
| YTD | -11.84% | -20.98% |
| 1Y | -24.72% | -30.98% |
| 3Y (ann.) | -24.89% | -31.2% |
| 5Y (ann.) | -24.89% | -31.2% |
| Metric | 11803429:ethusd:triple_med_gx:lsma85_110 | 11803429:ETHUSD |
|---|---|---|
| Max Drawdown | -44.76% | -63.26% |
| Longest DD Days | 357.0 | 183.0 |
| Avg. Drawdown | -23.0% | -26.77% |
| Avg. Drawdown Days | 180.0 | 90.0 |
| Recovery Factor | -0.55 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-05-29 | -44.76 | 357 |
| 2024-06-02 | 2024-06-05 | -1.23 | 3 |
| Metric | 11803429:ethusd:triple_med_gx:lsma85_110 | 11803429:ETHUSD |
|---|---|---|
| Best Day | 13.39% | 21.85% |
| Worst Day | -12.48% | -14.77% |
| Best Week | 12.42% | 27.26% |
| Worst Week | -13.77% | -20.52% |
| Best Month | 10.26% | 47.37% |
| Worst Month | -14.52% | -32.24% |
| Best Year | -11.84% | -12.66% |
| Worst Year | -14.61% | -20.98% |
| Avg. Up Day | 2.38% | 2.4% |
| Avg. Down Day | -2.66% | -2.68% |
| Avg. Up Week | 5.06% | 5.67% |
| Avg. Down Week | -7.31% | -8.34% |
| Avg. Up Month | 9.49% | 25.11% |
| Avg. Down Month | -8.98% | -10.1% |
| Win Days % | 47.66% | 49.72% |
| Win Month % | 37.5% | 25.0% |
| Win Week % | 48.0% | 49.06% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 0.0% | 0.0% |