| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -33.73% | -6.83% |
| Max Drawdown | -40.23% | -63.95% |
| Sharpe | -0.6 | 0.14 |
| Sortino | -0.72 | 0.19 |
| Payoff Ratio | 0.76 | 0.7 |
| Profit Factor | 0.65 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.2 | 0.36 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 86.07 | 2.45 |
| Outlier Loss Ratio | 2.77 | 2.83 |
| Volatility (ann.) | 11.0% | 34.77% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.62 | -0.08 |
| Skew | -6.22 | -0.06 |
| Kurtosis | 260.64 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -2.26% | -0.39% |
| Expected Yearly % | -18.6% | -3.48% |
| Kelly Criterion | -35.22% | -19.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.98% |
| Expected Shortfall (cVaR) | -0.96% | -2.98% |
| Year | 11838305:ETHUSD | 11838305:ethusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -20.56 | 1.71 | - |
| 2025 | 5.94 | -16.58 | -2.79 | - |
| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 1.16% | -5.16% |
| 6M | -0.06% | 95.03% |
| YTD | -16.58% | 5.94% |
| 1Y | -16.58% | 43.62% |
| 3Y (ann.) | -25.05% | -4.84% |
| 5Y (ann.) | -25.05% | -4.84% |
| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| Max Drawdown | -40.23% | -63.95% |
| Longest DD Days | 475.0 | 235.0 |
| Avg. Drawdown | -9.21% | -14.57% |
| Avg. Drawdown Days | 100.0 | 43.0 |
| Recovery Factor | -0.84 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-11-04 | -40.23 | 475 |
| 2024-06-20 | 2024-07-15 | -3.23 | 25 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-06-19 | 2024-06-19 | -0.58 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 5.15% | 27.26% |
| Worst Week | -14.65% | -20.52% |
| Best Month | 5.15% | 48.75% |
| Worst Month | -14.65% | -32.24% |
| Best Year | -16.58% | 5.94% |
| Worst Year | -20.56% | -12.05% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -1.48% | -1.63% |
| Avg. Up Week | 2.12% | 6.34% |
| Avg. Down Week | -6.15% | -8.52% |
| Avg. Up Month | 4.29% | 33.75% |
| Avg. Down Month | -5.23% | -8.39% |
| Win Days % | 41.5% | 50.53% |
| Win Month % | 28.57% | 27.78% |
| Win Week % | 36.84% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |