| Metric | 11806783:ethusd:triple_med_gx:lsma25_115 | 11806783:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -7.68% | -30.98% |
| Max Drawdown | -34.59% | -63.26% |
| Sharpe | -0.02 | -0.15 |
| Sortino | -0.03 | -0.22 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 0.99 | 0.98 |
| Common Sense Ratio | 0.82 | 1.0 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | 0.82 | 1.02 |
| Outlier Win Ratio | 20.18 | 3.31 |
| Outlier Loss Ratio | 4.08 | 2.98 |
| Volatility (ann.) | 38.65% | 73.0% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.22 | -0.49 |
| Skew | 2.85 | 0.69 |
| Kurtosis | 42.58 | 4.88 |
| Expected Daily % | -0.02% | -0.1% |
| Expected Monthly % | -0.66% | -3.04% |
| Expected Yearly % | -3.91% | -16.92% |
| Kelly Criterion | -6.56% | 2.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.33% | -6.32% |
| Expected Shortfall (cVaR) | -3.33% | -6.32% |
| Year | 11806783:ETHUSD | 11806783:ethusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | -17.29 | 1.37 | - |
| 2025 | -20.98 | 11.63 | -0.55 | + |
| Metric | 11806783:ethusd:triple_med_gx:lsma25_115 | 11806783:ETHUSD |
|---|---|---|
| MTD | 22.59% | 46.71% |
| 3M | 38.69% | 5.57% |
| 6M | 3.09% | -20.81% |
| YTD | 11.63% | -20.98% |
| 1Y | -7.68% | -30.98% |
| 3Y (ann.) | -7.74% | -31.2% |
| 5Y (ann.) | -7.74% | -31.2% |
| Metric | 11806783:ethusd:triple_med_gx:lsma25_115 | 11806783:ETHUSD |
|---|---|---|
| Max Drawdown | -34.59% | -63.26% |
| Longest DD Days | 357.0 | 183.0 |
| Avg. Drawdown | -17.91% | -26.77% |
| Avg. Drawdown Days | 180.0 | 90.0 |
| Recovery Factor | -0.22 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-05-29 | -34.59 | 357 |
| 2024-06-02 | 2024-06-05 | -1.23 | 3 |
| Metric | 11806783:ethusd:triple_med_gx:lsma25_115 | 11806783:ETHUSD |
|---|---|---|
| Best Day | 21.63% | 21.85% |
| Worst Day | -11.04% | -14.77% |
| Best Week | 19.54% | 27.26% |
| Worst Week | -13.22% | -20.52% |
| Best Month | 22.59% | 47.37% |
| Worst Month | -20.77% | -32.24% |
| Best Year | 11.63% | -12.66% |
| Worst Year | -17.29% | -20.98% |
| Avg. Up Day | 2.5% | 2.52% |
| Avg. Down Day | -2.22% | -2.37% |
| Avg. Up Week | 6.66% | 7.39% |
| Avg. Down Week | -6.71% | -8.13% |
| Avg. Up Month | 17.8% | 25.11% |
| Avg. Down Month | -10.15% | -15.59% |
| Win Days % | 43.59% | 49.72% |
| Win Month % | 50.0% | 25.0% |
| Win Week % | 50.0% | 49.06% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |