| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -9.01% | -6.83% |
| Max Drawdown | -33.4% | -63.95% |
| Sharpe | -0.0 | 0.14 |
| Sortino | -0.0 | 0.19 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.0 | 1.02 |
| Common Sense Ratio | 1.04 | 0.99 |
| CPC Index | 0.5 | 0.53 |
| Tail Ratio | 1.04 | 0.97 |
| Outlier Win Ratio | 22.42 | 3.12 |
| Outlier Loss Ratio | 3.66 | 3.54 |
| Volatility (ann.) | 18.03% | 34.77% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.19 | -0.08 |
| Skew | 1.58 | -0.06 |
| Kurtosis | 44.28 | 8.0 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.52% | -0.39% |
| Expected Yearly % | -4.61% | -3.48% |
| Kelly Criterion | -2.81% | 2.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.98% |
| Expected Shortfall (cVaR) | -1.55% | -2.98% |
| Year | 11816146:ETHUSD | 11816146:ethusd:triple_med_gx:lsma175_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -14.56 | 1.21 | - |
| 2025 | 5.94 | 6.49 | 1.09 | + |
| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.44% | -5.16% |
| 6M | 17.14% | 95.03% |
| YTD | 6.49% | 5.94% |
| 1Y | 4.79% | 43.62% |
| 3Y (ann.) | -6.4% | -4.84% |
| 5Y (ann.) | -6.4% | -4.84% |
| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| Max Drawdown | -33.4% | -63.95% |
| Longest DD Days | 252.0 | 235.0 |
| Avg. Drawdown | -28.12% | -14.57% |
| Avg. Drawdown Days | 249.0 | 43.0 |
| Recovery Factor | -0.27 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-04 | -33.40 | 246 |
| 2024-06-23 | 2025-03-02 | -22.84 | 252 |
| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 16.09% | 27.26% |
| Worst Week | -13.77% | -20.52% |
| Best Month | 22.93% | 48.75% |
| Worst Month | -10.47% | -32.24% |
| Best Year | 6.49% | 5.94% |
| Worst Year | -14.56% | -12.05% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.24% | -1.32% |
| Avg. Up Week | 5.5% | 6.89% |
| Avg. Down Week | -4.45% | -7.12% |
| Avg. Up Month | 15.26% | 44.87% |
| Avg. Down Month | -5.04% | -11.91% |
| Win Days % | 46.64% | 50.53% |
| Win Month % | 31.25% | 27.78% |
| Win Week % | 42.86% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |