| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -11.07% | -6.83% |
| Max Drawdown | -36.63% | -63.95% |
| Sharpe | -0.01 | 0.14 |
| Sortino | -0.02 | 0.19 |
| Payoff Ratio | 1.03 | 0.94 |
| Profit Factor | 1.0 | 1.02 |
| Common Sense Ratio | 1.13 | 0.99 |
| CPC Index | 0.49 | 0.49 |
| Tail Ratio | 1.13 | 0.97 |
| Outlier Win Ratio | 23.19 | 3.26 |
| Outlier Loss Ratio | 3.51 | 3.64 |
| Volatility (ann.) | 19.22% | 34.77% |
| R^2 | 0.31 | 0.31 |
| Calmar | -0.22 | -0.08 |
| Skew | 0.84 | -0.06 |
| Kurtosis | 44.0 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.65% | -0.39% |
| Expected Yearly % | -5.69% | -3.48% |
| Kelly Criterion | -3.22% | -1.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -2.98% |
| Expected Shortfall (cVaR) | -1.66% | -2.98% |
| Year | 11807880:ETHUSD | 11807880:ethusd:triple_med_gx:lsma165_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -3.20 | 0.27 | + |
| 2025 | 5.94 | -8.13 | -1.37 | - |
| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -3.6% | -5.16% |
| 6M | 22.24% | 95.03% |
| YTD | -8.13% | 5.94% |
| 1Y | -4.73% | 43.62% |
| 3Y (ann.) | -7.89% | -4.84% |
| 5Y (ann.) | -7.89% | -4.84% |
| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| Max Drawdown | -36.63% | -63.95% |
| Longest DD Days | 288.0 | 235.0 |
| Avg. Drawdown | -14.63% | -14.57% |
| Avg. Drawdown Days | 124.0 | 43.0 |
| Recovery Factor | -0.3 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-04 | -36.63 | 288 |
| 2024-06-23 | 2025-01-15 | -14.07 | 206 |
| 2025-01-16 | 2025-01-19 | -7.62 | 3 |
| 2024-06-22 | 2024-06-23 | -0.18 | 0 |
| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 18.38% | 27.26% |
| Worst Week | -14.41% | -20.52% |
| Best Month | 21.56% | 48.75% |
| Worst Month | -11.02% | -32.24% |
| Best Year | -3.2% | 5.94% |
| Worst Year | -8.13% | -12.05% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.34% | -1.47% |
| Avg. Up Week | 5.21% | 6.78% |
| Avg. Down Week | -6.09% | -9.15% |
| Avg. Up Month | 11.04% | 31.09% |
| Avg. Down Month | -5.61% | -11.52% |
| Win Days % | 47.69% | 50.53% |
| Win Month % | 40.0% | 27.78% |
| Win Week % | 52.78% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |