| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -5.98% | -6.83% |
| Max Drawdown | -19.53% | -63.95% |
| Sharpe | -0.13 | 0.14 |
| Sortino | -0.2 | 0.19 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 0.93 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.45 | 0.66 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 86.76 | 2.4 |
| Outlier Loss Ratio | 4.85 | 2.66 |
| Volatility (ann.) | 6.5% | 34.77% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.22 | -0.08 |
| Skew | 1.45 | -0.06 |
| Kurtosis | 55.99 | 8.0 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.34% | -0.39% |
| Expected Yearly % | -3.04% | -3.48% |
| Kelly Criterion | -11.48% | 11.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.98% |
| Expected Shortfall (cVaR) | -0.56% | -2.98% |
| Year | 11849485:ETHUSD | 11849485:ethusd:triple_med_gx:lsma100_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.53 | 0.71 | + |
| 2025 | 5.94 | 2.79 | 0.47 | - |
| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 10.99% | -5.16% |
| 6M | 2.59% | 95.03% |
| YTD | 2.79% | 5.94% |
| 1Y | 8.97% | 43.62% |
| 3Y (ann.) | -4.23% | -4.84% |
| 5Y (ann.) | -4.23% | -4.84% |
| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| Max Drawdown | -19.53% | -63.95% |
| Longest DD Days | 512.0 | 235.0 |
| Avg. Drawdown | -9.85% | -14.57% |
| Avg. Drawdown Days | 256.0 | 43.0 |
| Recovery Factor | -0.31 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-11-04 | -19.53 | 512 |
| 2024-06-08 | 2024-06-09 | -0.18 | 0 |
| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| Best Day | 4.23% | 12.3% |
| Worst Day | -3.36% | -14.0% |
| Best Week | 6.3% | 27.26% |
| Worst Week | -10.5% | -20.52% |
| Best Month | 9.11% | 48.75% |
| Worst Month | -13.3% | -32.24% |
| Best Year | 2.79% | 5.94% |
| Worst Year | -8.53% | -12.05% |
| Avg. Up Day | 1.09% | 1.14% |
| Avg. Down Day | -0.82% | -0.9% |
| Avg. Up Week | 2.32% | 9.08% |
| Avg. Down Week | -3.02% | -7.2% |
| Avg. Up Month | 6.41% | 23.22% |
| Avg. Down Month | -4.17% | -10.43% |
| Win Days % | 36.31% | 50.53% |
| Win Month % | 46.67% | 27.78% |
| Win Week % | 46.15% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |