| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -13.13% | -6.83% |
| Max Drawdown | -49.87% | -63.95% |
| Sharpe | -0.06 | 0.14 |
| Sortino | -0.08 | 0.19 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 0.98 | 1.02 |
| Common Sense Ratio | 1.0 | 0.99 |
| CPC Index | 0.47 | 0.52 |
| Tail Ratio | 1.02 | 0.97 |
| Outlier Win Ratio | 18.56 | 3.14 |
| Outlier Loss Ratio | 4.51 | 3.42 |
| Volatility (ann.) | 17.0% | 34.77% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.19 | -0.08 |
| Skew | -0.3 | -0.06 |
| Kurtosis | 43.66 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.78% | -0.39% |
| Expected Yearly % | -6.79% | -3.48% |
| Kelly Criterion | -5.51% | 1.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.98% |
| Expected Shortfall (cVaR) | -1.47% | -2.98% |
| Year | 11842005:ETHUSD | 11842005:ethusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -27.06 | 2.25 | - |
| 2025 | 5.94 | 19.11 | 3.22 | + |
| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| MTD | 1.18% | -8.28% |
| 3M | 13.74% | -5.16% |
| 6M | 33.68% | 95.03% |
| YTD | 19.11% | 5.94% |
| 1Y | 20.07% | 43.62% |
| 3Y (ann.) | -9.39% | -4.84% |
| 5Y (ann.) | -9.39% | -4.84% |
| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| Max Drawdown | -49.87% | -63.95% |
| Longest DD Days | 516.0 | 235.0 |
| Avg. Drawdown | -13.1% | -14.57% |
| Avg. Drawdown Days | 130.0 | 43.0 |
| Recovery Factor | -0.26 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-11-04 | -49.87 | 516 |
| 2024-06-03 | 2024-06-04 | -1.36 | 1 |
| 2024-06-04 | 2024-06-05 | -0.63 | 0 |
| 2024-06-02 | 2024-06-03 | -0.55 | 1 |
| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| Best Day | 12.1% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 13.28% | 27.26% |
| Worst Week | -23.88% | -20.52% |
| Best Month | 18.91% | 48.75% |
| Worst Month | -24.73% | -32.24% |
| Best Year | 19.11% | 5.94% |
| Worst Year | -27.06% | -12.05% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -1.01% | -1.06% |
| Avg. Up Week | 4.94% | 7.74% |
| Avg. Down Week | -5.47% | -6.72% |
| Avg. Up Month | 10.46% | 29.6% |
| Avg. Down Month | -9.83% | -11.41% |
| Win Days % | 46.15% | 50.53% |
| Win Month % | 50.0% | 27.78% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 50.0% | 50.0% |