| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -33.44% | -6.83% |
| Max Drawdown | -40.54% | -63.95% |
| Sharpe | -0.7 | 0.14 |
| Sortino | -0.78 | 0.19 |
| Payoff Ratio | 0.62 | 0.63 |
| Profit Factor | 0.55 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.14 | 0.33 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 119.34 | 2.26 |
| Outlier Loss Ratio | 2.54 | 2.67 |
| Volatility (ann.) | 9.52% | 34.77% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.61 | -0.08 |
| Skew | -13.02 | -0.06 |
| Kurtosis | 355.09 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -2.24% | -0.39% |
| Expected Yearly % | -18.42% | -3.48% |
| Kelly Criterion | -51.91% | -27.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.98% |
| Expected Shortfall (cVaR) | -0.84% | -2.98% |
| Year | 11843249:ETHUSD | 11843249:ethusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -24.41 | 2.03 | - |
| 2025 | 5.94 | -11.95 | -2.01 | - |
| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 3.07% | -5.16% |
| 6M | 8.06% | 95.03% |
| YTD | -11.95% | 5.94% |
| 1Y | -12.11% | 43.62% |
| 3Y (ann.) | -24.82% | -4.84% |
| 5Y (ann.) | -24.82% | -4.84% |
| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| Max Drawdown | -40.54% | -63.95% |
| Longest DD Days | 502.0 | 235.0 |
| Avg. Drawdown | -40.54% | -14.57% |
| Avg. Drawdown Days | 502.0 | 43.0 |
| Recovery Factor | -0.82 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-11-04 | -40.54 | 502 |
| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| Best Day | 6.14% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 5.76% | 27.26% |
| Worst Week | -14.31% | -20.52% |
| Best Month | 5.76% | 48.75% |
| Worst Month | -14.31% | -32.24% |
| Best Year | -11.95% | 5.94% |
| Worst Year | -24.41% | -12.05% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -1.58% | -1.59% |
| Avg. Up Week | 3.39% | 8.91% |
| Avg. Down Week | -7.06% | -6.7% |
| Avg. Up Month | 4.8% | 36.17% |
| Avg. Down Month | -5.7% | -8.64% |
| Win Days % | 41.59% | 50.53% |
| Win Month % | 28.57% | 27.78% |
| Win Week % | 40.0% | 50.0% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |