| Metric | 11850722:ethusd:triple_med_gx:lsma110_120 | 11850722:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -25.05% | 16.06% |
| Max Drawdown | -28.13% | -63.95% |
| Sharpe | -0.7 | 0.26 |
| Sortino | -0.76 | 0.37 |
| Payoff Ratio | 0.7 | 0.57 |
| Profit Factor | 0.55 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.15 | 0.3 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 149.44 | 2.27 |
| Outlier Loss Ratio | 3.22 | 2.51 |
| Volatility (ann.) | 7.76% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.73 | 0.2 |
| Skew | -17.46 | -0.05 |
| Kurtosis | 504.54 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.79% | 0.94% |
| Expected Yearly % | -13.43% | 7.73% |
| Kelly Criterion | -45.35% | -35.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -3.02% |
| Expected Shortfall (cVaR) | -0.68% | -3.02% |
| Year | 11850722:ETHUSD | 11850722:ethusd:triple_med_gx:lsma110_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -10.25 | 0.85 | + |
| 2025 | 31.97 | -16.49 | -0.52 | - |
| Metric | 11850722:ethusd:triple_med_gx:lsma110_120 | 11850722:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -3.54% | 73.76% |
| 6M | -7.61% | 98.28% |
| YTD | -16.49% | 31.97% |
| 1Y | -23.21% | 74.9% |
| 3Y (ann.) | -20.57% | 12.63% |
| 5Y (ann.) | -20.57% | 12.63% |
| Metric | 11850722:ethusd:triple_med_gx:lsma110_120 | 11850722:ETHUSD |
|---|---|---|
| Max Drawdown | -28.13% | -63.95% |
| Longest DD Days | 398.0 | 235.0 |
| Avg. Drawdown | -10.1% | -13.15% |
| Avg. Drawdown Days | 133.0 | 37.0 |
| Recovery Factor | -0.89 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-09-01 | -28.13 | 398 |
| 2024-07-27 | 2024-07-29 | -1.98 | 1 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| Metric | 11850722:ethusd:triple_med_gx:lsma110_120 | 11850722:ETHUSD |
|---|---|---|
| Best Day | 2.97% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 4.93% | 27.26% |
| Worst Week | -12.6% | -20.52% |
| Best Month | 1.74% | 48.75% |
| Worst Month | -9.61% | -32.24% |
| Best Year | -10.25% | 31.97% |
| Worst Year | -16.49% | -12.05% |
| Avg. Up Day | 0.79% | 0.85% |
| Avg. Down Day | -1.12% | -1.49% |
| Avg. Up Week | 0.89% | 6.37% |
| Avg. Down Week | -3.91% | -7.14% |
| Avg. Up Month | 1.49% | 26.13% |
| Avg. Down Month | -3.57% | -12.82% |
| Win Days % | 40.0% | 50.85% |
| Win Month % | 28.57% | 37.5% |
| Win Week % | 42.31% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |