| Metric | 11855978:ethusd:triple_med_gx:lsma90_125 | 11855978:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -17.53% | 16.06% |
| Max Drawdown | -32.99% | -63.95% |
| Sharpe | -0.34 | 0.26 |
| Sortino | -0.45 | 0.37 |
| Payoff Ratio | 1.07 | 0.99 |
| Profit Factor | 0.86 | 1.04 |
| Common Sense Ratio | 0.7 | 1.06 |
| CPC Index | 0.39 | 0.52 |
| Tail Ratio | 0.81 | 1.02 |
| Outlier Win Ratio | 53.78 | 2.78 |
| Outlier Loss Ratio | 4.29 | 3.01 |
| Volatility (ann.) | 9.9% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.43 | 0.2 |
| Skew | -1.85 | -0.05 |
| Kurtosis | 43.41 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.2% | 0.94% |
| Expected Yearly % | -9.19% | 7.73% |
| Kelly Criterion | -13.06% | 0.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -3.02% |
| Expected Shortfall (cVaR) | -0.86% | -3.02% |
| Year | 11855978:ETHUSD | 11855978:ethusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -22.86 | 1.90 | - |
| 2025 | 31.97 | 6.91 | 0.22 | - |
| Metric | 11855978:ethusd:triple_med_gx:lsma90_125 | 11855978:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 21.77% | 73.76% |
| 6M | 16.77% | 98.28% |
| YTD | 6.91% | 31.97% |
| 1Y | 4.65% | 74.9% |
| 3Y (ann.) | -14.27% | 12.63% |
| 5Y (ann.) | -14.27% | 12.63% |
| Metric | 11855978:ethusd:triple_med_gx:lsma90_125 | 11855978:ETHUSD |
|---|---|---|
| Max Drawdown | -32.99% | -63.95% |
| Longest DD Days | 448.0 | 235.0 |
| Avg. Drawdown | -11.12% | -13.15% |
| Avg. Drawdown Days | 149.0 | 37.0 |
| Recovery Factor | -0.53 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -32.99 | 448 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-07 | 2024-06-08 | -0.18 | 0 |
| Metric | 11855978:ethusd:triple_med_gx:lsma90_125 | 11855978:ETHUSD |
|---|---|---|
| Best Day | 4.04% | 12.3% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 9.26% | 27.26% |
| Worst Week | -11.88% | -20.52% |
| Best Month | 15.46% | 48.75% |
| Worst Month | -12.49% | -32.24% |
| Best Year | 6.91% | 31.97% |
| Worst Year | -22.86% | -12.05% |
| Avg. Up Day | 1.05% | 1.09% |
| Avg. Down Day | -0.98% | -1.1% |
| Avg. Up Week | 3.41% | 9.44% |
| Avg. Down Week | -4.64% | -6.83% |
| Avg. Up Month | 6.96% | 29.6% |
| Avg. Down Month | -6.26% | -10.05% |
| Win Days % | 41.46% | 50.85% |
| Win Month % | 42.86% | 37.5% |
| Win Week % | 51.85% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |