| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -18.34% | -6.83% |
| Max Drawdown | -32.17% | -63.95% |
| Sharpe | -0.34 | 0.14 |
| Sortino | -0.48 | 0.19 |
| Payoff Ratio | 1.53 | 1.33 |
| Profit Factor | 0.78 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.34 | 0.69 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 88.42 | 2.4 |
| Outlier Loss Ratio | 4.09 | 2.67 |
| Volatility (ann.) | 9.09% | 34.77% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.41 | -0.08 |
| Skew | 0.41 | -0.06 |
| Kurtosis | 152.2 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.12% | -0.39% |
| Expected Yearly % | -9.63% | -3.48% |
| Kelly Criterion | -18.96% | 13.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.98% |
| Expected Shortfall (cVaR) | -0.79% | -2.98% |
| Year | 11809087:ETHUSD | 11809087:ethusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -28.61 | 2.37 | - |
| 2025 | 5.94 | 14.38 | 2.42 | + |
| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -8.59% | -5.16% |
| 6M | 12.85% | 95.03% |
| YTD | 14.38% | 5.94% |
| 1Y | 0.68% | 43.62% |
| 3Y (ann.) | -13.23% | -4.84% |
| 5Y (ann.) | -13.23% | -4.84% |
| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| Max Drawdown | -32.17% | -63.95% |
| Longest DD Days | 501.0 | 235.0 |
| Avg. Drawdown | -32.17% | -14.57% |
| Avg. Drawdown Days | 501.0 | 43.0 |
| Recovery Factor | -0.57 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-11-04 | -32.17 | 501 |
| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| Best Day | 9.13% | 12.3% |
| Worst Day | -7.52% | -14.0% |
| Best Week | 11.38% | 27.26% |
| Worst Week | -7.68% | -20.52% |
| Best Month | 20.96% | 48.75% |
| Worst Month | -10.88% | -32.24% |
| Best Year | 14.38% | 5.94% |
| Worst Year | -28.61% | -12.05% |
| Avg. Up Day | 1.59% | 1.69% |
| Avg. Down Day | -1.04% | -1.27% |
| Avg. Up Week | 3.15% | 6.25% |
| Avg. Down Week | -4.62% | -9.82% |
| Avg. Up Month | 1.35% | 36.17% |
| Avg. Down Month | -5.17% | -8.16% |
| Win Days % | 28.08% | 50.53% |
| Win Month % | 41.18% | 27.78% |
| Win Week % | 45.45% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 50.0% | 50.0% |