| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -9.39% | -6.83% |
| Max Drawdown | -9.39% | -63.95% |
| Sharpe | -0.79 | 0.14 |
| Sortino | -1.02 | 0.19 |
| Payoff Ratio | 2.84 | 1.78 |
| Profit Factor | 0.29 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.06 | 0.92 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 1208.65 | 1.97 |
| Outlier Loss Ratio | 5.29 | 2.31 |
| Volatility (ann.) | 2.14% | 34.77% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.71 | -0.08 |
| Skew | 1.06 | -0.06 |
| Kurtosis | 393.45 | 8.0 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.55% | -0.39% |
| Expected Yearly % | -4.81% | -3.48% |
| Kelly Criterion | -25.56% | 22.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -2.98% |
| Expected Shortfall (cVaR) | -0.19% | -2.98% |
| Year | 11849609:ETHUSD | 11849609:ethusd:triple_med_gx:lsma125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -5.06 | 0.42 | + |
| 2025 | 5.94 | -4.55 | -0.77 | - |
| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -2.45% | -5.16% |
| 6M | -7.18% | 95.03% |
| YTD | -4.55% | 5.94% |
| 1Y | -6.39% | 43.62% |
| 3Y (ann.) | -6.67% | -4.84% |
| 5Y (ann.) | -6.67% | -4.84% |
| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| Max Drawdown | -9.39% | -63.95% |
| Longest DD Days | 453.0 | 235.0 |
| Avg. Drawdown | -9.39% | -14.57% |
| Avg. Drawdown Days | 453.0 | 43.0 |
| Recovery Factor | -1.0 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-07 | 2025-11-04 | -9.39 | 453 |
| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| Best Day | 3.02% | 12.3% |
| Worst Day | -2.14% | -14.0% |
| Best Week | 2.83% | 27.26% |
| Worst Week | -2.31% | -20.52% |
| Best Month | 2.83% | 48.75% |
| Worst Month | -4.23% | -32.24% |
| Best Year | -4.55% | 5.94% |
| Worst Year | -5.06% | -12.05% |
| Avg. Up Day | 2.03% | 2.22% |
| Avg. Down Day | -0.72% | -1.25% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -1.54% | -6.88% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.16% | -13.2% |
| Win Days % | 7.14% | 50.53% |
| Win Month % | 22.22% | 27.78% |
| Win Week % | 14.29% | 50.0% |
| Win Quarter % | 16.67% | 42.86% |
| Win Year % | 0.0% | 50.0% |