| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -13.13% | -7.78% |
| Max Drawdown | -48.48% | -63.76% |
| Sharpe | -0.07 | 0.29 |
| Sortino | -0.1 | 0.4 |
| Payoff Ratio | 0.93 | 0.97 |
| Profit Factor | 0.98 | 1.05 |
| Common Sense Ratio | 1.02 | 1.15 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | 1.04 | 1.1 |
| Outlier Win Ratio | 15.81 | 3.06 |
| Outlier Loss Ratio | 3.91 | 2.97 |
| Volatility (ann.) | 37.29% | 72.04% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.19 | -0.09 |
| Skew | -0.93 | -0.43 |
| Kurtosis | 27.8 | 4.71 |
| Expected Daily % | -0.03% | -0.02% |
| Expected Monthly % | -0.78% | -0.45% |
| Expected Yearly % | -6.79% | -3.97% |
| Kelly Criterion | -4.48% | 0.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.22% | -6.15% |
| Expected Shortfall (cVaR) | -3.22% | -6.15% |
| Year | 11842005:ETHUSD | 11842005:ethusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -27.06 | 2.29 | - |
| 2025 | 4.57 | 19.11 | 4.18 | + |
| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| MTD | 1.1% | -9.29% |
| 3M | 22.61% | 1.38% |
| 6M | 33.68% | 89.18% |
| YTD | 19.11% | 4.57% |
| 1Y | 20.07% | 43.03% |
| 3Y (ann.) | -9.39% | -5.52% |
| 5Y (ann.) | -9.39% | -5.52% |
| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| Max Drawdown | -48.48% | -63.76% |
| Longest DD Days | 515.0 | 234.0 |
| Avg. Drawdown | -16.67% | -21.96% |
| Avg. Drawdown Days | 173.0 | 72.0 |
| Recovery Factor | -0.27 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-11-04 | -48.48 | 515 |
| 2024-06-04 | 2024-06-06 | -1.36 | 2 |
| 2024-06-02 | 2024-06-03 | -0.18 | 1 |
| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| Best Day | 13.5% | 16.74% |
| Worst Day | -19.46% | -20.65% |
| Best Week | 11.79% | 22.2% |
| Worst Week | -22.59% | -22.77% |
| Best Month | 16.37% | 54.15% |
| Worst Month | -23.46% | -34.4% |
| Best Year | 19.11% | 4.57% |
| Worst Year | -27.06% | -11.81% |
| Avg. Up Day | 2.0% | 2.31% |
| Avg. Down Day | -2.16% | -2.37% |
| Avg. Up Week | 4.17% | 6.16% |
| Avg. Down Week | -5.3% | -7.74% |
| Avg. Up Month | 10.8% | 28.42% |
| Avg. Down Month | -10.19% | -13.07% |
| Win Days % | 49.77% | 50.86% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 54.24% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 50.0% | 50.0% |