| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -23.44% | -6.83% |
| Max Drawdown | -40.3% | -63.95% |
| Sharpe | -0.35 | 0.14 |
| Sortino | -0.44 | 0.19 |
| Payoff Ratio | 0.92 | 0.94 |
| Profit Factor | 0.78 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.31 | 0.48 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 74.2 | 2.55 |
| Outlier Loss Ratio | 2.99 | 2.87 |
| Volatility (ann.) | 11.35% | 34.77% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.42 | -0.08 |
| Skew | -5.94 | -0.06 |
| Kurtosis | 213.91 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.47% | -0.39% |
| Expected Yearly % | -12.5% | -3.48% |
| Kelly Criterion | -20.12% | -2.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.98% |
| Expected Shortfall (cVaR) | -0.99% | -2.98% |
| Year | 11843253:ETHUSD | 11843253:ethusd:triple_med_gx:lsma125_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -27.40 | 2.27 | - |
| 2025 | 5.94 | 5.45 | 0.92 | - |
| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 2.12% | -5.16% |
| 6M | 17.42% | 95.03% |
| YTD | 5.45% | 5.94% |
| 1Y | 5.3% | 43.62% |
| 3Y (ann.) | -17.07% | -4.84% |
| 5Y (ann.) | -17.07% | -4.84% |
| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| Max Drawdown | -40.3% | -63.95% |
| Longest DD Days | 502.0 | 235.0 |
| Avg. Drawdown | -40.3% | -14.57% |
| Avg. Drawdown Days | 502.0 | 43.0 |
| Recovery Factor | -0.58 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-11-04 | -40.30 | 502 |
| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 9.94% | 27.26% |
| Worst Week | -14.31% | -20.52% |
| Best Month | 16.22% | 48.75% |
| Worst Month | -14.31% | -32.24% |
| Best Year | 5.45% | 5.94% |
| Worst Year | -27.4% | -12.05% |
| Avg. Up Day | 1.24% | 1.26% |
| Avg. Down Day | -1.35% | -1.35% |
| Avg. Up Week | 3.09% | 8.53% |
| Avg. Down Week | -5.08% | -7.03% |
| Avg. Up Month | 5.38% | 38.97% |
| Avg. Down Month | -5.34% | -8.97% |
| Win Days % | 42.41% | 50.53% |
| Win Month % | 40.0% | 27.78% |
| Win Week % | 46.15% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |