| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -21.71% | -7.78% |
| Max Drawdown | -28.2% | -63.76% |
| Sharpe | -0.71 | 0.29 |
| Sortino | -0.96 | 0.4 |
| Payoff Ratio | 0.77 | 0.97 |
| Profit Factor | 0.76 | 1.05 |
| Common Sense Ratio | 0.48 | 1.15 |
| CPC Index | 0.28 | 0.52 |
| Tail Ratio | 0.63 | 1.1 |
| Outlier Win Ratio | 43.65 | 2.49 |
| Outlier Loss Ratio | 4.02 | 2.62 |
| Volatility (ann.) | 21.11% | 72.04% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.56 | -0.09 |
| Skew | 0.41 | -0.43 |
| Kurtosis | 41.93 | 4.71 |
| Expected Daily % | -0.05% | -0.02% |
| Expected Monthly % | -1.35% | -0.45% |
| Expected Yearly % | -11.52% | -3.97% |
| Kelly Criterion | -20.43% | 0.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -6.15% |
| Expected Shortfall (cVaR) | -1.86% | -6.15% |
| Year | 11836294:ETHUSD | 11836294:ethusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -14.17 | 1.20 | - |
| 2025 | 4.57 | -8.79 | -1.92 | - |
| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| MTD | -0.09% | -9.29% |
| 3M | 0.06% | 1.38% |
| 6M | 7.81% | 89.18% |
| YTD | -8.79% | 4.57% |
| 1Y | -7.71% | 43.03% |
| 3Y (ann.) | -15.76% | -5.52% |
| 5Y (ann.) | -15.76% | -5.52% |
| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| Max Drawdown | -28.2% | -63.76% |
| Longest DD Days | 514.0 | 234.0 |
| Avg. Drawdown | -28.2% | -21.96% |
| Avg. Drawdown Days | 514.0 | 72.0 |
| Recovery Factor | -0.77 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-11-04 | -28.20 | 514 |
| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| Best Day | 11.7% | 16.74% |
| Worst Day | -8.68% | -20.65% |
| Best Week | 11.7% | 22.2% |
| Worst Week | -10.88% | -22.77% |
| Best Month | 16.57% | 54.15% |
| Worst Month | -14.14% | -34.4% |
| Best Year | -8.79% | 4.57% |
| Worst Year | -14.17% | -11.81% |
| Avg. Up Day | 1.58% | 2.56% |
| Avg. Down Day | -2.05% | -2.64% |
| Avg. Up Week | 2.77% | 5.11% |
| Avg. Down Week | -3.44% | -7.73% |
| Avg. Up Month | 5.79% | 27.33% |
| Avg. Down Month | -5.08% | -9.88% |
| Win Days % | 47.57% | 50.86% |
| Win Month % | 38.89% | 33.33% |
| Win Week % | 42.86% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |