| Metric | 11854402:ethusd:triple_med_gx:lsma125_120 | 11854402:ETHUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 2.12% | 16.06% |
| Max Drawdown | -11.54% | -63.95% |
| Sharpe | 0.09 | 0.26 |
| Sortino | 0.17 | 0.37 |
| Payoff Ratio | 1.69 | 1.41 |
| Profit Factor | 1.1 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.75 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 106.85 | 2.16 |
| Outlier Loss Ratio | 3.64 | 2.51 |
| Volatility (ann.) | 8.64% | 35.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.15 | 0.2 |
| Skew | 12.97 | -0.05 |
| Kurtosis | 409.22 | 8.2 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.13% | 0.94% |
| Expected Yearly % | 1.05% | 7.73% |
| Kelly Criterion | -6.09% | 15.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -3.02% |
| Expected Shortfall (cVaR) | -0.74% | -3.02% |
| Year | 11854402:ETHUSD | 11854402:ethusd:triple_med_gx:lsma125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.26 | 0.93 | + |
| 2025 | 31.97 | 15.07 | 0.47 | - |
| Metric | 11854402:ethusd:triple_med_gx:lsma125_120 | 11854402:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | -2.47% | 73.76% |
| 6M | 14.59% | 98.28% |
| YTD | 15.07% | 31.97% |
| 1Y | 4.13% | 74.9% |
| 3Y (ann.) | 1.69% | 12.63% |
| 5Y (ann.) | 1.69% | 12.63% |
| Metric | 11854402:ethusd:triple_med_gx:lsma125_120 | 11854402:ETHUSD |
|---|---|---|
| Max Drawdown | -11.54% | -63.95% |
| Longest DD Days | 290.0 | 235.0 |
| Avg. Drawdown | -4.9% | -13.15% |
| Avg. Drawdown Days | 90.0 | 37.0 |
| Recovery Factor | 0.18 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-04-09 | -11.54 | 290 |
| 2025-06-21 | 2025-09-01 | -7.65 | 71 |
| 2024-06-22 | 2024-06-23 | -0.25 | 0 |
| 2025-06-21 | 2025-06-21 | -0.18 | 0 |
| Metric | 11854402:ethusd:triple_med_gx:lsma125_120 | 11854402:ETHUSD |
|---|---|---|
| Best Day | 12.04% | 12.3% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 11.84% | 27.26% |
| Worst Week | -8.3% | -20.52% |
| Best Month | 11.84% | 48.75% |
| Worst Month | -8.3% | -32.24% |
| Best Year | 15.07% | 31.97% |
| Worst Year | -11.26% | -12.05% |
| Avg. Up Day | 1.86% | 1.92% |
| Avg. Down Day | -1.1% | -1.36% |
| Avg. Up Week | 0.78% | 11.43% |
| Avg. Down Week | -3.85% | -5.32% |
| Avg. Up Month | 1.72% | 33.75% |
| Avg. Down Month | -3.78% | -11.35% |
| Win Days % | 33.33% | 50.85% |
| Win Month % | 46.15% | 37.5% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |