| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -13.4% | -6.83% |
| Max Drawdown | -35.15% | -63.95% |
| Sharpe | -0.14 | 0.14 |
| Sortino | -0.19 | 0.19 |
| Payoff Ratio | 0.97 | 0.9 |
| Profit Factor | 0.92 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.41 | 0.46 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 58.98 | 2.65 |
| Outlier Loss Ratio | 2.92 | 2.9 |
| Volatility (ann.) | 12.21% | 34.77% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.27 | -0.08 |
| Skew | -3.69 | -0.06 |
| Kurtosis | 179.91 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.8% | -0.39% |
| Expected Yearly % | -6.94% | -3.48% |
| Kelly Criterion | -10.23% | -4.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.98% |
| Expected Shortfall (cVaR) | -1.06% | -2.98% |
| Year | 11833468:ETHUSD | 11833468:ethusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -15.42 | 1.28 | - |
| 2025 | 5.94 | 2.39 | 0.40 | - |
| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.86% | -5.16% |
| 6M | 15.74% | 95.03% |
| YTD | 2.39% | 5.94% |
| 1Y | 2.2% | 43.62% |
| 3Y (ann.) | -9.59% | -4.84% |
| 5Y (ann.) | -9.59% | -4.84% |
| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| Max Drawdown | -35.15% | -63.95% |
| Longest DD Days | 475.0 | 235.0 |
| Avg. Drawdown | -5.93% | -14.57% |
| Avg. Drawdown Days | 71.0 | 43.0 |
| Recovery Factor | -0.38 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-11-04 | -35.15 | 475 |
| 2024-06-20 | 2024-07-14 | -3.23 | 23 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| 2024-07-14 | 2024-07-14 | -0.39 | 0 |
| 2024-06-18 | 2024-06-18 | -0.33 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 8.02% | 27.26% |
| Worst Week | -14.97% | -20.52% |
| Best Month | 12.34% | 48.75% |
| Worst Month | -14.97% | -32.24% |
| Best Year | 2.39% | 5.94% |
| Worst Year | -15.42% | -12.05% |
| Avg. Up Day | 1.3% | 1.32% |
| Avg. Down Day | -1.35% | -1.47% |
| Avg. Up Week | 4.11% | 9.46% |
| Avg. Down Week | -5.13% | -8.28% |
| Avg. Up Month | 6.57% | 36.17% |
| Avg. Down Month | -4.36% | -8.0% |
| Win Days % | 45.86% | 50.53% |
| Win Month % | 40.0% | 27.78% |
| Win Week % | 47.83% | 50.0% |
| Win Quarter % | 33.33% | 42.86% |
| Win Year % | 50.0% | 50.0% |