| Metric | 11849600:ethusd:triple_med_gx:lsma280_60 | 11849600:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -15.08% | -58.12% |
| Max Drawdown | -19.6% | -63.26% |
| Sharpe | -0.72 | -1.06 |
| Sortino | -0.9 | -1.45 |
| Payoff Ratio | 0.76 | 0.74 |
| Profit Factor | 0.76 | 0.86 |
| Common Sense Ratio | 0.64 | 0.78 |
| CPC Index | 0.29 | 0.31 |
| Tail Ratio | 0.85 | 0.91 |
| Outlier Win Ratio | 53.42 | 3.23 |
| Outlier Loss Ratio | 2.48 | 2.59 |
| Volatility (ann.) | 22.63% | 70.8% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.88 | -1.0 |
| Skew | -1.5 | 0.16 |
| Kurtosis | 20.5 | 2.76 |
| Expected Daily % | -0.05% | -0.27% |
| Expected Monthly % | -1.47% | -7.61% |
| Expected Yearly % | -7.85% | -35.28% |
| Kelly Criterion | -15.71% | -20.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -6.3% |
| Expected Shortfall (cVaR) | -1.99% | -6.3% |
| Year | 11849600:ETHUSD | 11849600:ethusd:triple_med_gx:lsma280_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | -14.62 | 1.15 | - |
| 2025 | -52.05 | -0.54 | 0.01 | + |
| Metric | 11849600:ethusd:triple_med_gx:lsma280_60 | 11849600:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | 1.4% | -51.11% |
| 6M | -15.08% | -34.52% |
| YTD | -0.54% | -52.05% |
| 1Y | -15.08% | -58.12% |
| 3Y (ann.) | -17.2% | -63.41% |
| 5Y (ann.) | -17.2% | -63.41% |
| Metric | 11849600:ethusd:triple_med_gx:lsma280_60 | 11849600:ETHUSD |
|---|---|---|
| Max Drawdown | -19.6% | -63.26% |
| Longest DD Days | 117.0 | 183.0 |
| Avg. Drawdown | -19.6% | -26.77% |
| Avg. Drawdown Days | 117.0 | 78.0 |
| Recovery Factor | -0.77 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-13 | -19.60 | 117 |
| Metric | 11849600:ethusd:triple_med_gx:lsma280_60 | 11849600:ETHUSD |
|---|---|---|
| Best Day | 7.06% | 14.6% |
| Worst Day | -8.36% | -14.77% |
| Best Week | 8.33% | 18.08% |
| Worst Week | -11.03% | -20.52% |
| Best Month | 0.0% | 47.37% |
| Worst Month | -14.62% | -32.24% |
| Best Year | -0.54% | -12.66% |
| Worst Year | -14.62% | -52.05% |
| Avg. Up Day | 2.24% | 2.25% |
| Avg. Down Day | -2.95% | -3.06% |
| Avg. Up Week | 4.91% | 4.91% |
| Avg. Down Week | -7.32% | -7.36% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -7.58% | -5.52% |
| Win Days % | 50.0% | 49.05% |
| Win Month % | 0.0% | 18.18% |
| Win Week % | 50.0% | 44.68% |
| Win Quarter % | 0.0% | 20.0% |
| Win Year % | 0.0% | 0.0% |