| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 2.06% | -7.78% |
| Max Drawdown | -9.12% | -63.76% |
| Sharpe | 0.17 | 0.29 |
| Sortino | 0.28 | 0.4 |
| Payoff Ratio | 2.12 | 1.17 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 0.77 | 0.62 |
| Tail Ratio | NaN | 1.1 |
| Outlier Win Ratio | 91.58 | 2.25 |
| Outlier Loss Ratio | 4.44 | 2.34 |
| Volatility (ann.) | 14.25% | 72.04% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.16 | -0.09 |
| Skew | 4.48 | -0.43 |
| Kurtosis | 97.37 | 4.71 |
| Expected Daily % | 0.0% | -0.02% |
| Expected Monthly % | 0.11% | -0.45% |
| Expected Yearly % | 1.02% | -3.97% |
| Kelly Criterion | 0.23% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -6.15% |
| Expected Shortfall (cVaR) | -1.22% | -6.15% |
| Year | 11825234:ETHUSD | 11825234:ethusd:triple_med_gx:lsma95_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 4.10 | -0.35 | + |
| 2025 | 4.57 | -1.96 | -0.43 | - |
| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -7.11% | 1.38% |
| 6M | -2.76% | 89.18% |
| YTD | -1.96% | 4.57% |
| 1Y | 7.07% | 43.03% |
| 3Y (ann.) | 1.44% | -5.52% |
| 5Y (ann.) | 1.44% | -5.52% |
| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| Max Drawdown | -9.12% | -63.76% |
| Longest DD Days | 211.0 | 234.0 |
| Avg. Drawdown | -4.47% | -21.96% |
| Avg. Drawdown Days | 100.0 | 72.0 |
| Recovery Factor | 0.23 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-07 | 2025-11-04 | -9.12 | 211 |
| 2024-07-05 | 2024-12-21 | -7.28 | 169 |
| 2024-12-29 | 2025-01-15 | -1.31 | 17 |
| 2025-02-28 | 2025-03-01 | -0.18 | 1 |
| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| Best Day | 10.47% | 16.74% |
| Worst Day | -6.54% | -20.65% |
| Best Week | 10.47% | 22.2% |
| Worst Week | -6.54% | -22.77% |
| Best Month | 9.21% | 54.15% |
| Worst Month | -6.54% | -34.4% |
| Best Year | 4.1% | 4.57% |
| Worst Year | -1.96% | -11.81% |
| Avg. Up Day | 4.23% | 5.51% |
| Avg. Down Day | -2.0% | -4.72% |
| Avg. Up Week | 4.26% | 5.35% |
| Avg. Down Week | -2.75% | -11.12% |
| Avg. Up Month | 3.66% | 29.32% |
| Avg. Down Month | -3.42% | -13.21% |
| Win Days % | 32.26% | 50.86% |
| Win Month % | 46.15% | 33.33% |
| Win Week % | 36.84% | 52.63% |
| Win Quarter % | 40.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |