| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -21.71% | -6.83% |
| Max Drawdown | -28.74% | -63.95% |
| Sharpe | -0.36 | 0.14 |
| Sortino | -0.53 | 0.19 |
| Payoff Ratio | 1.05 | 0.96 |
| Profit Factor | 0.84 | 1.02 |
| Common Sense Ratio | 0.34 | 0.99 |
| CPC Index | 0.35 | 0.5 |
| Tail Ratio | 0.4 | 0.97 |
| Outlier Win Ratio | 51.95 | 2.63 |
| Outlier Loss Ratio | 4.56 | 2.86 |
| Volatility (ann.) | 10.39% | 34.77% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.55 | -0.08 |
| Skew | 3.86 | -0.06 |
| Kurtosis | 148.72 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.35% | -0.39% |
| Expected Yearly % | -11.52% | -3.48% |
| Kelly Criterion | -18.23% | -1.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.98% |
| Expected Shortfall (cVaR) | -0.9% | -2.98% |
| Year | 11836294:ETHUSD | 11836294:ethusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -14.17 | 1.18 | - |
| 2025 | 5.94 | -8.79 | -1.48 | - |
| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| MTD | -0.01% | -8.28% |
| 3M | -4.19% | -5.16% |
| 6M | 7.81% | 95.03% |
| YTD | -8.79% | 5.94% |
| 1Y | -7.71% | 43.62% |
| 3Y (ann.) | -15.76% | -4.84% |
| 5Y (ann.) | -15.76% | -4.84% |
| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| Max Drawdown | -28.74% | -63.95% |
| Longest DD Days | 512.0 | 235.0 |
| Avg. Drawdown | -9.7% | -14.57% |
| Avg. Drawdown Days | 171.0 | 43.0 |
| Recovery Factor | -0.76 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-11-04 | -28.74 | 512 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-07 | 2024-06-08 | -0.18 | 0 |
| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| Best Day | 12.1% | 12.3% |
| Worst Day | -6.47% | -14.0% |
| Best Week | 12.15% | 27.26% |
| Worst Week | -10.88% | -20.52% |
| Best Month | 16.84% | 48.75% |
| Worst Month | -14.14% | -32.24% |
| Best Year | -8.79% | 5.94% |
| Worst Year | -14.17% | -12.05% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -0.94% | -1.07% |
| Avg. Up Week | 2.97% | 6.82% |
| Avg. Down Week | -3.38% | -6.36% |
| Avg. Up Month | 7.85% | 36.17% |
| Avg. Down Month | -5.1% | -9.95% |
| Win Days % | 39.33% | 50.53% |
| Win Month % | 38.89% | 27.78% |
| Win Week % | 46.34% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |