| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -36.33% | -6.83% |
| Max Drawdown | -38.11% | -63.95% |
| Sharpe | -0.53 | 0.14 |
| Sortino | -0.68 | 0.19 |
| Payoff Ratio | 0.84 | 0.79 |
| Profit Factor | 0.74 | 1.02 |
| Common Sense Ratio | 0.01 | 0.99 |
| CPC Index | 0.28 | 0.41 |
| Tail Ratio | 0.01 | 0.97 |
| Outlier Win Ratio | 54.14 | 2.67 |
| Outlier Loss Ratio | 3.1 | 3.06 |
| Volatility (ann.) | 13.16% | 34.77% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.71 | -0.08 |
| Skew | -2.9 | -0.06 |
| Kurtosis | 145.63 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -2.48% | -0.39% |
| Expected Yearly % | -20.2% | -3.48% |
| Kelly Criterion | -21.85% | -12.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.98% |
| Expected Shortfall (cVaR) | -1.15% | -2.98% |
| Year | 11838309:ETHUSD | 11838309:ethusd:triple_med_gx:lsma135_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -23.41 | 1.94 | - |
| 2025 | 5.94 | -16.86 | -2.84 | - |
| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -3.46% | -5.16% |
| 6M | 0.5% | 95.03% |
| YTD | -16.86% | 5.94% |
| 1Y | -15.74% | 43.62% |
| 3Y (ann.) | -27.11% | -4.84% |
| 5Y (ann.) | -27.11% | -4.84% |
| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| Max Drawdown | -38.11% | -63.95% |
| Longest DD Days | 520.0 | 235.0 |
| Avg. Drawdown | -19.08% | -14.57% |
| Avg. Drawdown Days | 260.0 | 43.0 |
| Recovery Factor | -0.95 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2025-11-04 | -38.11 | 520 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 5.69% | 27.26% |
| Worst Week | -15.42% | -20.52% |
| Best Month | 4.99% | 48.75% |
| Worst Month | -15.42% | -32.24% |
| Best Year | -16.86% | 5.94% |
| Worst Year | -23.41% | -12.05% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -1.33% | -1.43% |
| Avg. Up Week | 2.84% | 6.36% |
| Avg. Down Week | -6.02% | -7.52% |
| Avg. Up Month | 3.37% | 36.17% |
| Avg. Down Month | -6.1% | -8.39% |
| Win Days % | 44.49% | 50.53% |
| Win Month % | 37.5% | 27.78% |
| Win Week % | 38.46% | 50.0% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |