| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -20.92% | -7.78% |
| Max Drawdown | -28.51% | -63.76% |
| Sharpe | -0.48 | 0.29 |
| Sortino | -0.7 | 0.4 |
| Payoff Ratio | 1.08 | 1.15 |
| Profit Factor | 0.87 | 1.05 |
| Common Sense Ratio | 0.72 | 1.15 |
| CPC Index | 0.41 | 0.61 |
| Tail Ratio | 0.82 | 1.1 |
| Outlier Win Ratio | 26.56 | 3.02 |
| Outlier Loss Ratio | 4.19 | 2.78 |
| Volatility (ann.) | 26.8% | 72.04% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.53 | -0.09 |
| Skew | 1.04 | -0.43 |
| Kurtosis | 18.98 | 4.71 |
| Expected Daily % | -0.04% | -0.02% |
| Expected Monthly % | -1.3% | -0.45% |
| Expected Yearly % | -11.08% | -3.97% |
| Kelly Criterion | -9.83% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.34% | -6.15% |
| Expected Shortfall (cVaR) | -2.34% | -6.15% |
| Year | 11827598:ETHUSD | 11827598:ethusd:triple_med_gx:lsma140_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -15.97 | 1.35 | - |
| 2025 | 4.57 | -5.89 | -1.29 | - |
| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 0.64% | 1.38% |
| 6M | 0.15% | 89.18% |
| YTD | -5.89% | 4.57% |
| 1Y | -18.87% | 43.03% |
| 3Y (ann.) | -15.17% | -5.52% |
| 5Y (ann.) | -15.17% | -5.52% |
| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| Max Drawdown | -28.51% | -63.76% |
| Longest DD Days | 414.0 | 234.0 |
| Avg. Drawdown | -11.23% | -21.96% |
| Avg. Drawdown Days | 126.0 | 72.0 |
| Recovery Factor | -0.73 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-16 | 2025-11-04 | -28.51 | 414 |
| 2024-06-02 | 2024-07-20 | -7.45 | 48 |
| 2024-08-03 | 2024-08-14 | -4.59 | 11 |
| 2024-08-15 | 2024-09-14 | -4.36 | 30 |
| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| Best Day | 11.7% | 16.74% |
| Worst Day | -8.3% | -20.65% |
| Best Week | 11.05% | 22.2% |
| Worst Week | -8.02% | -22.77% |
| Best Month | 8.9% | 54.15% |
| Worst Month | -8.46% | -34.4% |
| Best Year | -5.89% | 4.57% |
| Worst Year | -15.97% | -11.81% |
| Avg. Up Day | 2.15% | 3.05% |
| Avg. Down Day | -1.99% | -2.66% |
| Avg. Up Week | 3.25% | 9.69% |
| Avg. Down Week | -3.2% | -7.46% |
| Avg. Up Month | 4.29% | 19.73% |
| Avg. Down Month | -5.19% | -8.85% |
| Win Days % | 43.05% | 50.86% |
| Win Month % | 35.29% | 33.33% |
| Win Week % | 41.67% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |