| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -33.73% | -7.78% |
| Max Drawdown | -40.13% | -63.76% |
| Sharpe | -1.13 | 0.29 |
| Sortino | -1.28 | 0.4 |
| Payoff Ratio | 0.74 | 0.75 |
| Profit Factor | 0.5 | 1.05 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.14 | 0.4 |
| Tail Ratio | 0.0 | 1.1 |
| Outlier Win Ratio | 80.44 | 2.38 |
| Outlier Loss Ratio | 2.98 | 2.79 |
| Volatility (ann.) | 23.0% | 72.04% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.62 | -0.09 |
| Skew | -6.06 | -0.43 |
| Kurtosis | 88.4 | 4.71 |
| Expected Daily % | -0.08% | -0.02% |
| Expected Monthly % | -2.26% | -0.45% |
| Expected Yearly % | -18.6% | -3.97% |
| Kelly Criterion | -48.74% | -15.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.05% | -6.15% |
| Expected Shortfall (cVaR) | -2.05% | -6.15% |
| Year | 11838305:ETHUSD | 11838305:ethusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -20.56 | 1.74 | - |
| 2025 | 4.57 | -16.58 | -3.63 | - |
| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 1.16% | 1.38% |
| 6M | -0.06% | 89.18% |
| YTD | -16.58% | 4.57% |
| 1Y | -16.58% | 43.03% |
| 3Y (ann.) | -25.05% | -5.52% |
| 5Y (ann.) | -25.05% | -5.52% |
| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| Max Drawdown | -40.13% | -63.76% |
| Longest DD Days | 474.0 | 234.0 |
| Avg. Drawdown | -14.29% | -21.96% |
| Avg. Drawdown Days | 167.0 | 72.0 |
| Recovery Factor | -0.84 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-11-04 | -40.13 | 474 |
| 2024-06-21 | 2024-07-16 | -2.56 | 25 |
| 2024-06-19 | 2024-06-20 | -0.18 | 1 |
| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| Best Day | 9.94% | 16.74% |
| Worst Day | -14.65% | -20.65% |
| Best Week | 5.15% | 22.2% |
| Worst Week | -14.65% | -22.77% |
| Best Month | 5.59% | 54.15% |
| Worst Month | -14.65% | -34.4% |
| Best Year | -16.58% | 4.57% |
| Worst Year | -20.56% | -11.81% |
| Avg. Up Day | 2.25% | 2.67% |
| Avg. Down Day | -3.04% | -3.58% |
| Avg. Up Week | 2.53% | 5.97% |
| Avg. Down Week | -3.88% | -7.2% |
| Avg. Up Month | 4.73% | 23.4% |
| Avg. Down Month | -5.23% | -8.41% |
| Win Days % | 36.73% | 50.86% |
| Win Month % | 26.67% | 33.33% |
| Win Week % | 21.05% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |