| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -3.98% | -6.83% |
| Max Drawdown | -28.46% | -63.95% |
| Sharpe | 0.05 | 0.14 |
| Sortino | 0.07 | 0.19 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.02 | 1.02 |
| Common Sense Ratio | 1.07 | 0.99 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 1.05 | 0.97 |
| Outlier Win Ratio | 22.87 | 3.11 |
| Outlier Loss Ratio | 3.74 | 3.47 |
| Volatility (ann.) | 17.63% | 34.77% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.1 | -0.08 |
| Skew | 1.83 | -0.06 |
| Kurtosis | 47.33 | 8.0 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.23% | -0.39% |
| Expected Yearly % | -2.01% | -3.48% |
| Kelly Criterion | -2.13% | 3.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -2.98% |
| Expected Shortfall (cVaR) | -1.52% | -2.98% |
| Year | 11820480:ETHUSD | 11820480:ethusd:triple_med_gx:lsma175_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -18.01 | 1.49 | - |
| 2025 | 5.94 | 17.11 | 2.88 | + |
| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.57% | -5.16% |
| 6M | 19.86% | 95.03% |
| YTD | 17.11% | 5.94% |
| 1Y | 15.24% | 43.62% |
| 3Y (ann.) | -2.8% | -4.84% |
| 5Y (ann.) | -2.8% | -4.84% |
| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| Max Drawdown | -28.46% | -63.95% |
| Longest DD Days | 498.0 | 235.0 |
| Avg. Drawdown | -28.46% | -14.57% |
| Avg. Drawdown Days | 498.0 | 43.0 |
| Recovery Factor | -0.14 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-11-04 | -28.46 | 498 |
| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 14.42% | 27.26% |
| Worst Week | -9.75% | -20.52% |
| Best Month | 21.16% | 48.75% |
| Worst Month | -9.16% | -32.24% |
| Best Year | 17.11% | 5.94% |
| Worst Year | -18.01% | -12.05% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.2% | -1.28% |
| Avg. Up Week | 4.45% | 6.77% |
| Avg. Down Week | -4.79% | -7.75% |
| Avg. Up Month | 14.37% | 44.87% |
| Avg. Down Month | -4.0% | -11.91% |
| Win Days % | 46.31% | 50.53% |
| Win Month % | 31.25% | 27.78% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |