| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -33.44% | -7.78% |
| Max Drawdown | -40.38% | -63.76% |
| Sharpe | -1.27 | 0.29 |
| Sortino | -1.37 | 0.4 |
| Payoff Ratio | 0.68 | 0.8 |
| Profit Factor | 0.41 | 1.05 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.1 | 0.43 |
| Tail Ratio | 0.0 | 1.1 |
| Outlier Win Ratio | 114.11 | 2.34 |
| Outlier Loss Ratio | 2.91 | 2.68 |
| Volatility (ann.) | 20.65% | 72.04% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.61 | -0.09 |
| Skew | -8.78 | -0.43 |
| Kurtosis | 115.6 | 4.71 |
| Expected Daily % | -0.08% | -0.02% |
| Expected Monthly % | -2.24% | -0.45% |
| Expected Yearly % | -18.42% | -3.97% |
| Kelly Criterion | -58.62% | -10.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -6.15% |
| Expected Shortfall (cVaR) | -1.85% | -6.15% |
| Year | 11843249:ETHUSD | 11843249:ethusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -24.41 | 2.07 | - |
| 2025 | 4.57 | -11.95 | -2.61 | - |
| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 3.07% | 1.38% |
| 6M | 8.06% | 89.18% |
| YTD | -11.95% | 4.57% |
| 1Y | -12.11% | 43.03% |
| 3Y (ann.) | -24.82% | -5.52% |
| 5Y (ann.) | -24.82% | -5.52% |
| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| Max Drawdown | -40.38% | -63.76% |
| Longest DD Days | 501.0 | 234.0 |
| Avg. Drawdown | -40.38% | -21.96% |
| Avg. Drawdown Days | 501.0 | 72.0 |
| Recovery Factor | -0.83 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-21 | 2025-11-04 | -40.38 | 501 |
| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| Best Day | 5.95% | 16.74% |
| Worst Day | -14.31% | -20.65% |
| Best Week | 5.95% | 22.2% |
| Worst Week | -14.31% | -22.77% |
| Best Month | 5.76% | 54.15% |
| Worst Month | -14.31% | -34.4% |
| Best Year | -11.95% | 4.57% |
| Worst Year | -24.41% | -11.81% |
| Avg. Up Day | 1.98% | 2.36% |
| Avg. Down Day | -2.91% | -2.95% |
| Avg. Up Week | 4.08% | 9.04% |
| Avg. Down Week | -3.53% | -5.28% |
| Avg. Up Month | 4.25% | 27.33% |
| Avg. Down Month | -6.26% | -8.98% |
| Win Days % | 35.71% | 50.86% |
| Win Month % | 35.71% | 33.33% |
| Win Week % | 25.0% | 52.63% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |