| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -18.34% | -7.78% |
| Max Drawdown | -28.9% | -63.76% |
| Sharpe | -0.72 | 0.29 |
| Sortino | -0.94 | 0.4 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 0.73 | 1.05 |
| Common Sense Ratio | 0.2 | 1.15 |
| CPC Index | 0.27 | 0.48 |
| Tail Ratio | 0.27 | 1.1 |
| Outlier Win Ratio | 62.25 | 2.44 |
| Outlier Loss Ratio | 4.14 | 2.63 |
| Volatility (ann.) | 17.52% | 72.04% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.46 | -0.09 |
| Skew | -0.86 | -0.43 |
| Kurtosis | 34.01 | 4.71 |
| Expected Daily % | -0.04% | -0.02% |
| Expected Monthly % | -1.12% | -0.45% |
| Expected Yearly % | -9.63% | -3.97% |
| Kelly Criterion | -25.87% | -3.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -6.15% |
| Expected Shortfall (cVaR) | -1.54% | -6.15% |
| Year | 11809087:ETHUSD | 11809087:ethusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -28.61 | 2.42 | - |
| 2025 | 4.57 | 14.38 | 3.15 | + |
| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -8.59% | 1.38% |
| 6M | 12.85% | 89.18% |
| YTD | 14.38% | 4.57% |
| 1Y | 0.68% | 43.03% |
| 3Y (ann.) | -13.23% | -5.52% |
| 5Y (ann.) | -13.23% | -5.52% |
| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| Max Drawdown | -28.9% | -63.76% |
| Longest DD Days | 501.0 | 234.0 |
| Avg. Drawdown | -28.9% | -21.96% |
| Avg. Drawdown Days | 501.0 | 72.0 |
| Recovery Factor | -0.63 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-21 | 2025-11-04 | -28.90 | 501 |
| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| Best Day | 7.64% | 16.74% |
| Worst Day | -7.68% | -20.65% |
| Best Week | 11.38% | 22.2% |
| Worst Week | -7.68% | -22.77% |
| Best Month | 20.96% | 54.15% |
| Worst Month | -10.88% | -34.4% |
| Best Year | 14.38% | 4.57% |
| Worst Year | -28.61% | -11.81% |
| Avg. Up Day | 1.91% | 3.25% |
| Avg. Down Day | -2.08% | -3.57% |
| Avg. Up Week | 2.29% | 7.19% |
| Avg. Down Week | -3.85% | -8.88% |
| Avg. Up Month | 1.35% | 36.28% |
| Avg. Down Month | -5.24% | -8.65% |
| Win Days % | 39.71% | 50.86% |
| Win Month % | 41.18% | 33.33% |
| Win Week % | 47.22% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 50.0% | 50.0% |