| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -20.3% | -6.83% |
| Max Drawdown | -30.73% | -63.95% |
| Sharpe | -0.36 | 0.14 |
| Sortino | -0.46 | 0.19 |
| Payoff Ratio | 0.9 | 0.85 |
| Profit Factor | 0.87 | 1.02 |
| Common Sense Ratio | 0.99 | 0.99 |
| CPC Index | 0.37 | 0.44 |
| Tail Ratio | 1.13 | 0.97 |
| Outlier Win Ratio | 46.01 | 2.68 |
| Outlier Loss Ratio | 4.15 | 3.14 |
| Volatility (ann.) | 9.74% | 34.77% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.48 | -0.08 |
| Skew | -2.22 | -0.06 |
| Kurtosis | 32.95 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.25% | -0.39% |
| Expected Yearly % | -10.72% | -3.48% |
| Kelly Criterion | -11.24% | -7.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.98% |
| Expected Shortfall (cVaR) | -0.85% | -2.98% |
| Year | 11850560:ETHUSD | 11850560:ethusd:triple_med_gx:lsma80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -14.23 | 1.18 | - |
| 2025 | 5.94 | -7.08 | -1.19 | - |
| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| MTD | -3.69% | -8.28% |
| 3M | -5.1% | -5.16% |
| 6M | 9.33% | 95.03% |
| YTD | -7.08% | 5.94% |
| 1Y | -6.11% | 43.62% |
| 3Y (ann.) | -14.7% | -4.84% |
| 5Y (ann.) | -14.7% | -4.84% |
| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| Max Drawdown | -30.73% | -63.95% |
| Longest DD Days | 516.0 | 235.0 |
| Avg. Drawdown | -30.73% | -14.57% |
| Avg. Drawdown Days | 516.0 | 43.0 |
| Recovery Factor | -0.66 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-11-04 | -30.73 | 516 |
| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| Best Day | 3.56% | 12.3% |
| Worst Day | -5.61% | -14.0% |
| Best Week | 9.28% | 27.26% |
| Worst Week | -12.35% | -20.52% |
| Best Month | 8.71% | 48.75% |
| Worst Month | -14.05% | -32.24% |
| Best Year | -7.08% | 5.94% |
| Worst Year | -14.23% | -12.05% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.99% | -1.07% |
| Avg. Up Week | 4.61% | 8.13% |
| Avg. Down Week | -4.78% | -7.55% |
| Avg. Up Month | 5.9% | 31.88% |
| Avg. Down Month | -5.52% | -9.75% |
| Win Days % | 47.35% | 50.53% |
| Win Month % | 44.44% | 27.78% |
| Win Week % | 40.62% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |