| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -23.44% | -7.78% |
| Max Drawdown | -40.14% | -63.76% |
| Sharpe | -0.68 | 0.29 |
| Sortino | -0.82 | 0.4 |
| Payoff Ratio | 0.9 | 0.85 |
| Profit Factor | 0.68 | 1.05 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.25 | 0.45 |
| Tail Ratio | 0.0 | 1.1 |
| Outlier Win Ratio | 63.39 | 2.45 |
| Outlier Loss Ratio | 3.02 | 2.63 |
| Volatility (ann.) | 23.24% | 72.04% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.43 | -0.09 |
| Skew | -4.91 | -0.43 |
| Kurtosis | 80.44 | 4.71 |
| Expected Daily % | -0.05% | -0.02% |
| Expected Monthly % | -1.47% | -0.45% |
| Expected Yearly % | -12.5% | -3.97% |
| Kelly Criterion | -25.45% | -6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -6.15% |
| Expected Shortfall (cVaR) | -2.04% | -6.15% |
| Year | 11843253:ETHUSD | 11843253:ethusd:triple_med_gx:lsma125_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -27.40 | 2.32 | - |
| 2025 | 4.57 | 5.45 | 1.19 | + |
| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 2.12% | 1.38% |
| 6M | 17.42% | 89.18% |
| YTD | 5.45% | 4.57% |
| 1Y | 5.3% | 43.03% |
| 3Y (ann.) | -17.07% | -5.52% |
| 5Y (ann.) | -17.07% | -5.52% |
| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| Max Drawdown | -40.14% | -63.76% |
| Longest DD Days | 501.0 | 234.0 |
| Avg. Drawdown | -40.14% | -21.96% |
| Avg. Drawdown Days | 501.0 | 72.0 |
| Recovery Factor | -0.58 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-21 | 2025-11-04 | -40.14 | 501 |
| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| Best Day | 9.56% | 16.74% |
| Worst Day | -14.31% | -20.65% |
| Best Week | 16.43% | 22.2% |
| Worst Week | -14.31% | -22.77% |
| Best Month | 16.22% | 54.15% |
| Worst Month | -14.31% | -34.4% |
| Best Year | 5.45% | 4.57% |
| Worst Year | -27.4% | -11.81% |
| Avg. Up Day | 2.48% | 2.66% |
| Avg. Down Day | -2.77% | -3.13% |
| Avg. Up Week | 5.25% | 6.5% |
| Avg. Down Week | -3.45% | -5.75% |
| Avg. Up Month | 5.55% | 27.33% |
| Avg. Down Month | -5.49% | -9.82% |
| Win Days % | 40.74% | 50.86% |
| Win Month % | 40.0% | 33.33% |
| Win Week % | 26.92% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |