| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -12.42% | -6.83% |
| Max Drawdown | -36.89% | -63.95% |
| Sharpe | -0.1 | 0.14 |
| Sortino | -0.13 | 0.19 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 0.95 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.46 | 0.52 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 47.84 | 2.75 |
| Outlier Loss Ratio | 3.09 | 3.13 |
| Volatility (ann.) | 13.84% | 34.77% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.24 | -0.08 |
| Skew | -1.91 | -0.06 |
| Kurtosis | 128.48 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.73% | -0.39% |
| Expected Yearly % | -6.41% | -3.48% |
| Kelly Criterion | -6.31% | 1.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.98% |
| Expected Shortfall (cVaR) | -1.2% | -2.98% |
| Year | 11833467:ETHUSD | 11833467:ethusd:triple_med_gx:lsma125_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -23.88 | 1.98 | - |
| 2025 | 5.94 | 15.06 | 2.54 | + |
| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -0.35% | -5.16% |
| 6M | 25.85% | 95.03% |
| YTD | 15.06% | 5.94% |
| 1Y | 14.4% | 43.62% |
| 3Y (ann.) | -8.87% | -4.84% |
| 5Y (ann.) | -8.87% | -4.84% |
| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| Max Drawdown | -36.89% | -63.95% |
| Longest DD Days | 476.0 | 235.0 |
| Avg. Drawdown | -9.03% | -14.57% |
| Avg. Drawdown Days | 100.0 | 43.0 |
| Recovery Factor | -0.34 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-11-04 | -36.89 | 476 |
| 2024-06-20 | 2024-07-15 | -7.53 | 24 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| 2024-06-18 | 2024-06-18 | -0.33 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 9.94% | 27.26% |
| Worst Week | -14.97% | -20.52% |
| Best Month | 16.62% | 48.75% |
| Worst Month | -14.97% | -32.24% |
| Best Year | 15.06% | 5.94% |
| Worst Year | -23.88% | -12.05% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.32% | -1.41% |
| Avg. Up Week | 4.17% | 8.91% |
| Avg. Down Week | -5.54% | -8.51% |
| Avg. Up Month | 8.97% | 36.17% |
| Avg. Down Month | -6.2% | -7.7% |
| Win Days % | 45.12% | 50.53% |
| Win Month % | 47.06% | 27.78% |
| Win Week % | 53.85% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |