| Metric | 11855550:ethusd:triple_med_gx:lsma75_125 | 11855550:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -13.14% | 16.06% |
| Max Drawdown | -38.33% | -63.95% |
| Sharpe | -0.2 | 0.26 |
| Sortino | -0.28 | 0.37 |
| Payoff Ratio | 1.01 | 0.97 |
| Profit Factor | 0.93 | 1.04 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.42 | 0.52 |
| Tail Ratio | 1.04 | 1.02 |
| Outlier Win Ratio | 39.99 | 2.87 |
| Outlier Loss Ratio | 4.4 | 3.13 |
| Volatility (ann.) | 10.84% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.28 | 0.2 |
| Skew | -1.15 | -0.05 |
| Kurtosis | 27.45 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.88% | 0.94% |
| Expected Yearly % | -6.8% | 7.73% |
| Kelly Criterion | -9.2% | 0.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -3.02% |
| Expected Shortfall (cVaR) | -0.94% | -3.02% |
| Year | 11855550:ETHUSD | 11855550:ethusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -21.05 | 1.75 | - |
| 2025 | 31.97 | 10.02 | 0.31 | - |
| Metric | 11855550:ethusd:triple_med_gx:lsma75_125 | 11855550:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 25.02% | 73.76% |
| 6M | 30.4% | 98.28% |
| YTD | 10.02% | 31.97% |
| 1Y | 29.37% | 74.9% |
| 3Y (ann.) | -10.64% | 12.63% |
| 5Y (ann.) | -10.64% | 12.63% |
| Metric | 11855550:ethusd:triple_med_gx:lsma75_125 | 11855550:ETHUSD |
|---|---|---|
| Max Drawdown | -38.33% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -19.52% | -13.15% |
| Avg. Drawdown Days | 226.0 | 37.0 |
| Recovery Factor | -0.34 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -38.33 | 452 |
| 2024-06-04 | 2024-06-05 | -0.72 | 0 |
| Metric | 11855550:ethusd:triple_med_gx:lsma75_125 | 11855550:ETHUSD |
|---|---|---|
| Best Day | 4.04% | 12.3% |
| Worst Day | -5.44% | -14.0% |
| Best Week | 13.63% | 27.26% |
| Worst Week | -15.28% | -20.52% |
| Best Month | 18.07% | 48.75% |
| Worst Month | -24.26% | -32.24% |
| Best Year | 10.02% | 31.97% |
| Worst Year | -21.05% | -12.05% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.98% | -1.03% |
| Avg. Up Week | 4.77% | 9.09% |
| Avg. Down Week | -5.11% | -6.72% |
| Avg. Up Month | 8.61% | 31.88% |
| Avg. Down Month | -8.08% | -14.18% |
| Win Days % | 45.12% | 50.85% |
| Win Month % | 53.33% | 37.5% |
| Win Week % | 48.39% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |