| Metric | 11855980:ethusd:triple_med_gx:lsma110_125 | 11855980:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -11.91% | 16.06% |
| Max Drawdown | -16.8% | -63.95% |
| Sharpe | -0.33 | 0.26 |
| Sortino | -0.41 | 0.37 |
| Payoff Ratio | 1.11 | 0.93 |
| Profit Factor | 0.81 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.33 | 0.49 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 104.12 | 2.31 |
| Outlier Loss Ratio | 4.32 | 2.54 |
| Volatility (ann.) | 7.0% | 35.34% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.57 | 0.2 |
| Skew | -5.04 | -0.05 |
| Kurtosis | 119.05 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.79% | 0.94% |
| Expected Yearly % | -6.15% | 7.73% |
| Kelly Criterion | -19.03% | -1.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -3.02% |
| Expected Shortfall (cVaR) | -0.61% | -3.02% |
| Year | 11855980:ETHUSD | 11855980:ethusd:triple_med_gx:lsma110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.65 | 0.72 | + |
| 2025 | 31.97 | -3.57 | -0.11 | - |
| Metric | 11855980:ethusd:triple_med_gx:lsma110_125 | 11855980:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.36% | 73.76% |
| 6M | -5.7% | 98.28% |
| YTD | -3.57% | 31.97% |
| 1Y | -4.06% | 74.9% |
| 3Y (ann.) | -9.63% | 12.63% |
| 5Y (ann.) | -9.63% | 12.63% |
| Metric | 11855980:ethusd:triple_med_gx:lsma110_125 | 11855980:ETHUSD |
|---|---|---|
| Max Drawdown | -16.8% | -63.95% |
| Longest DD Days | 398.0 | 235.0 |
| Avg. Drawdown | -7.5% | -13.15% |
| Avg. Drawdown Days | 148.0 | 37.0 |
| Recovery Factor | -0.71 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-09-01 | -16.80 | 398 |
| 2024-06-12 | 2024-07-29 | -5.53 | 46 |
| 2024-06-11 | 2024-06-12 | -0.18 | 0 |
| Metric | 11855980:ethusd:triple_med_gx:lsma110_125 | 11855980:ETHUSD |
|---|---|---|
| Best Day | 3.84% | 12.3% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 5.51% | 27.26% |
| Worst Week | -8.63% | -20.52% |
| Best Month | 5.51% | 48.75% |
| Worst Month | -8.63% | -32.24% |
| Best Year | -3.57% | 31.97% |
| Worst Year | -8.65% | -12.05% |
| Avg. Up Day | 0.98% | 1.04% |
| Avg. Down Day | -0.88% | -1.11% |
| Avg. Up Week | 3.06% | 8.34% |
| Avg. Down Week | -3.36% | -6.3% |
| Avg. Up Month | 3.28% | 33.21% |
| Avg. Down Month | -4.56% | -10.33% |
| Win Days % | 37.4% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 43.48% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |