| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -20.92% | -6.83% |
| Max Drawdown | -29.27% | -63.95% |
| Sharpe | -0.2 | 0.14 |
| Sortino | -0.28 | 0.19 |
| Payoff Ratio | 1.26 | 1.09 |
| Profit Factor | 0.93 | 1.02 |
| Common Sense Ratio | 1.05 | 0.99 |
| CPC Index | 0.46 | 0.56 |
| Tail Ratio | 1.13 | 0.97 |
| Outlier Win Ratio | 28.32 | 3.06 |
| Outlier Loss Ratio | 4.33 | 3.36 |
| Volatility (ann.) | 15.17% | 34.77% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.52 | -0.08 |
| Skew | 0.65 | -0.06 |
| Kurtosis | 52.47 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.3% | -0.39% |
| Expected Yearly % | -11.08% | -3.48% |
| Kelly Criterion | -9.14% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.98% |
| Expected Shortfall (cVaR) | -1.31% | -2.98% |
| Year | 11827598:ETHUSD | 11827598:ethusd:triple_med_gx:lsma140_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -15.97 | 1.33 | - |
| 2025 | 5.94 | -5.89 | -0.99 | - |
| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.64% | -5.16% |
| 6M | 0.15% | 95.03% |
| YTD | -5.89% | 5.94% |
| 1Y | -18.83% | 43.62% |
| 3Y (ann.) | -15.17% | -4.84% |
| 5Y (ann.) | -15.17% | -4.84% |
| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| Max Drawdown | -29.27% | -63.95% |
| Longest DD Days | 416.0 | 235.0 |
| Avg. Drawdown | -8.33% | -14.57% |
| Avg. Drawdown Days | 86.0 | 43.0 |
| Recovery Factor | -0.71 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2025-11-04 | -29.27 | 416 |
| 2024-06-02 | 2024-07-19 | -7.69 | 47 |
| 2024-08-14 | 2024-09-13 | -5.37 | 30 |
| 2024-07-19 | 2024-08-12 | -4.64 | 24 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-06-01 | 2024-06-01 | -0.18 | 0 |
| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| Best Day | 12.1% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 11.41% | 27.26% |
| Worst Week | -8.1% | -20.52% |
| Best Month | 8.9% | 48.75% |
| Worst Month | -8.46% | -32.24% |
| Best Year | -5.89% | 5.94% |
| Worst Year | -15.97% | -12.05% |
| Avg. Up Day | 1.36% | 1.4% |
| Avg. Down Day | -1.08% | -1.28% |
| Avg. Up Week | 4.32% | 8.45% |
| Avg. Down Week | -3.29% | -6.66% |
| Avg. Up Month | 4.14% | 21.09% |
| Avg. Down Month | -4.87% | -8.33% |
| Win Days % | 39.19% | 50.53% |
| Win Month % | 35.29% | 27.78% |
| Win Week % | 35.56% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |