| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -13.4% | -7.78% |
| Max Drawdown | -35.03% | -63.76% |
| Sharpe | -0.27 | 0.29 |
| Sortino | -0.33 | 0.4 |
| Payoff Ratio | 0.95 | 1.13 |
| Profit Factor | 0.87 | 1.05 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.38 | 0.6 |
| Tail Ratio | 0.0 | 1.1 |
| Outlier Win Ratio | 50.44 | 2.65 |
| Outlier Loss Ratio | 2.82 | 2.79 |
| Volatility (ann.) | 25.27% | 72.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.27 | -0.09 |
| Skew | -4.16 | -0.43 |
| Kurtosis | 64.73 | 4.71 |
| Expected Daily % | -0.03% | -0.02% |
| Expected Monthly % | -0.8% | -0.45% |
| Expected Yearly % | -6.94% | -3.97% |
| Kelly Criterion | -10.15% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -6.15% |
| Expected Shortfall (cVaR) | -2.19% | -6.15% |
| Year | 11833468:ETHUSD | 11833468:ethusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -15.27 | 1.29 | - |
| 2025 | 4.57 | 2.20 | 0.48 | - |
| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 0.86% | 1.38% |
| 6M | 15.74% | 89.18% |
| YTD | 2.2% | 4.57% |
| 1Y | 2.2% | 43.03% |
| 3Y (ann.) | -9.59% | -5.52% |
| 5Y (ann.) | -9.59% | -5.52% |
| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| Max Drawdown | -35.03% | -63.76% |
| Longest DD Days | 474.0 | 234.0 |
| Avg. Drawdown | -18.79% | -21.96% |
| Avg. Drawdown Days | 248.0 | 72.0 |
| Recovery Factor | -0.38 | -0.12 |
| Ulcer Index | 1.02 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-11-04 | -35.03 | 474 |
| 2024-06-21 | 2024-07-14 | -2.56 | 23 |
| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| Best Day | 9.94% | 16.74% |
| Worst Day | -14.82% | -20.65% |
| Best Week | 10.2% | 22.2% |
| Worst Week | -14.97% | -22.77% |
| Best Month | 12.34% | 54.15% |
| Worst Month | -14.97% | -34.4% |
| Best Year | 2.2% | 4.57% |
| Worst Year | -15.27% | -11.81% |
| Avg. Up Day | 2.66% | 3.86% |
| Avg. Down Day | -2.8% | -3.42% |
| Avg. Up Week | 5.0% | 12.55% |
| Avg. Down Week | -5.24% | -8.78% |
| Avg. Up Month | 5.28% | 27.33% |
| Avg. Down Month | -5.19% | -8.01% |
| Win Days % | 46.43% | 50.86% |
| Win Month % | 42.86% | 33.33% |
| Win Week % | 42.86% | 52.63% |
| Win Quarter % | 33.33% | 42.86% |
| Win Year % | 50.0% | 50.0% |