| Metric | 11850850:ethusd:triple_med_gx:lsma85_120 | 11850850:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -2.53% | 16.06% |
| Max Drawdown | -18.93% | -63.95% |
| Sharpe | -0.01 | 0.26 |
| Sortino | -0.01 | 0.37 |
| Payoff Ratio | 1.1 | 1.01 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.48 | 0.53 |
| Tail Ratio | 0.96 | 1.02 |
| Outlier Win Ratio | 51.47 | 2.75 |
| Outlier Loss Ratio | 4.46 | 2.99 |
| Volatility (ann.) | 9.12% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.11 | 0.2 |
| Skew | -0.62 | -0.05 |
| Kurtosis | 34.92 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.16% | 0.94% |
| Expected Yearly % | -1.27% | 7.73% |
| Kelly Criterion | -7.19% | 2.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -3.02% |
| Expected Shortfall (cVaR) | -0.79% | -3.02% |
| Year | 11850850:ETHUSD | 11850850:ethusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -6.48 | 0.54 | + |
| 2025 | 31.97 | 4.23 | 0.13 | - |
| Metric | 11850850:ethusd:triple_med_gx:lsma85_120 | 11850850:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 14.12% | 73.76% |
| 6M | 11.19% | 98.28% |
| YTD | 4.23% | 31.97% |
| 1Y | 18.37% | 74.9% |
| 3Y (ann.) | -2.02% | 12.63% |
| 5Y (ann.) | -2.02% | 12.63% |
| Metric | 11850850:ethusd:triple_med_gx:lsma85_120 | 11850850:ETHUSD |
|---|---|---|
| Max Drawdown | -18.93% | -63.95% |
| Longest DD Days | 448.0 | 235.0 |
| Avg. Drawdown | -6.43% | -13.15% |
| Avg. Drawdown Days | 149.0 | 37.0 |
| Recovery Factor | -0.13 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -18.93 | 448 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-07 | 2024-06-08 | -0.18 | 0 |
| Metric | 11850850:ethusd:triple_med_gx:lsma85_120 | 11850850:ETHUSD |
|---|---|---|
| Best Day | 4.04% | 12.3% |
| Worst Day | -5.44% | -14.0% |
| Best Week | 8.98% | 27.26% |
| Worst Week | -7.71% | -20.52% |
| Best Month | 13.99% | 48.75% |
| Worst Month | -14.53% | -32.24% |
| Best Year | 4.23% | 31.97% |
| Worst Year | -6.48% | -12.05% |
| Avg. Up Day | 1.05% | 1.09% |
| Avg. Down Day | -0.96% | -1.08% |
| Avg. Up Week | 3.23% | 9.2% |
| Avg. Down Week | -3.24% | -6.13% |
| Avg. Up Month | 6.58% | 29.6% |
| Avg. Down Month | -4.49% | -11.17% |
| Win Days % | 43.8% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 53.57% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |