| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -9.38% | -6.83% |
| Max Drawdown | -24.73% | -63.95% |
| Sharpe | -0.19 | 0.14 |
| Sortino | -0.26 | 0.19 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 0.9 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.41 | 0.55 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 84.46 | 2.58 |
| Outlier Loss Ratio | 4.36 | 2.71 |
| Volatility (ann.) | 7.44% | 34.77% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.27 | -0.08 |
| Skew | -2.02 | -0.06 |
| Kurtosis | 78.68 | 8.0 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.55% | -0.39% |
| Expected Yearly % | -4.81% | -3.48% |
| Kelly Criterion | -13.47% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.98% |
| Expected Shortfall (cVaR) | -0.64% | -2.98% |
| Year | 11831296:ETHUSD | 11831296:ethusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.81 | 0.40 | + |
| 2025 | 5.94 | -4.80 | -0.81 | - |
| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 13.29% | -5.16% |
| 6M | 1.28% | 95.03% |
| YTD | -4.8% | 5.94% |
| 1Y | -5.35% | 43.62% |
| 3Y (ann.) | -6.67% | -4.84% |
| 5Y (ann.) | -6.67% | -4.84% |
| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| Max Drawdown | -24.73% | -63.95% |
| Longest DD Days | 336.0 | 235.0 |
| Avg. Drawdown | -9.45% | -14.57% |
| Avg. Drawdown Days | 126.0 | 43.0 |
| Recovery Factor | -0.38 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-11-04 | -24.73 | 336 |
| 2024-06-09 | 2024-11-27 | -12.69 | 170 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-07 | 2024-06-08 | -0.18 | 0 |
| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| Best Day | 3.75% | 12.3% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 7.8% | 27.26% |
| Worst Week | -7.35% | -20.52% |
| Best Month | 13.83% | 48.75% |
| Worst Month | -8.13% | -32.24% |
| Best Year | -4.8% | 5.94% |
| Worst Year | -4.81% | -12.05% |
| Avg. Up Day | 1.06% | 1.1% |
| Avg. Down Day | -0.91% | -1.03% |
| Avg. Up Week | 3.13% | 9.79% |
| Avg. Down Week | -3.6% | -5.98% |
| Avg. Up Month | 5.96% | 29.6% |
| Avg. Down Month | -5.71% | -5.86% |
| Win Days % | 38.98% | 50.53% |
| Win Month % | 56.25% | 27.78% |
| Win Week % | 51.85% | 50.0% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |