| Metric | 11850835:ethusd:triple_med_gx:lsma80_120 | 11850835:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -2.82% | 16.06% |
| Max Drawdown | -20.24% | -63.95% |
| Sharpe | -0.02 | 0.26 |
| Sortino | -0.02 | 0.37 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.46 | 0.56 |
| Tail Ratio | 1.37 | 1.02 |
| Outlier Win Ratio | 48.98 | 2.72 |
| Outlier Loss Ratio | 4.66 | 2.99 |
| Volatility (ann.) | 9.1% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.11 | 0.2 |
| Skew | -0.89 | -0.05 |
| Kurtosis | 34.55 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.18% | 0.94% |
| Expected Yearly % | -1.42% | 7.73% |
| Kelly Criterion | -9.63% | 4.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -3.02% |
| Expected Shortfall (cVaR) | -0.78% | -3.02% |
| Year | 11850835:ETHUSD | 11850835:ethusd:triple_med_gx:lsma80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.64 | 0.97 | + |
| 2025 | 31.97 | 9.98 | 0.31 | - |
| Metric | 11850835:ethusd:triple_med_gx:lsma80_120 | 11850835:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 17.96% | 73.76% |
| 6M | 15.51% | 98.28% |
| YTD | 9.98% | 31.97% |
| 1Y | 14.26% | 74.9% |
| 3Y (ann.) | -2.26% | 12.63% |
| 5Y (ann.) | -2.26% | 12.63% |
| Metric | 11850835:ethusd:triple_med_gx:lsma80_120 | 11850835:ETHUSD |
|---|---|---|
| Max Drawdown | -20.24% | -63.95% |
| Longest DD Days | 448.0 | 235.0 |
| Avg. Drawdown | -6.87% | -13.15% |
| Avg. Drawdown Days | 149.0 | 37.0 |
| Recovery Factor | -0.14 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -20.24 | 448 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-07 | 2024-06-08 | -0.18 | 0 |
| Metric | 11850835:ethusd:triple_med_gx:lsma80_120 | 11850835:ETHUSD |
|---|---|---|
| Best Day | 4.04% | 12.3% |
| Worst Day | -5.44% | -14.0% |
| Best Week | 9.32% | 27.26% |
| Worst Week | -7.41% | -20.52% |
| Best Month | 15.84% | 48.75% |
| Worst Month | -13.52% | -32.24% |
| Best Year | 9.98% | 31.97% |
| Worst Year | -11.64% | -12.05% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.96% | -0.98% |
| Avg. Up Week | 2.74% | 7.33% |
| Avg. Down Week | -3.57% | -6.14% |
| Avg. Up Month | 5.35% | 29.6% |
| Avg. Down Month | -5.68% | -8.96% |
| Win Days % | 43.68% | 50.85% |
| Win Month % | 60.0% | 37.5% |
| Win Week % | 51.61% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |