| Metric | 11855992:ethusd:triple_med_gx:lsma105_125 | 11855992:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -7.2% | 16.06% |
| Max Drawdown | -15.73% | -63.95% |
| Sharpe | -0.16 | 0.26 |
| Sortino | -0.22 | 0.37 |
| Payoff Ratio | 1.41 | 1.22 |
| Profit Factor | 0.9 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.44 | 0.65 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 89.47 | 2.39 |
| Outlier Loss Ratio | 4.59 | 2.54 |
| Volatility (ann.) | 7.39% | 35.34% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.37 | 0.2 |
| Skew | -2.31 | -0.05 |
| Kurtosis | 96.88 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.47% | 0.94% |
| Expected Yearly % | -3.67% | 7.73% |
| Kelly Criterion | -11.25% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -3.02% |
| Expected Shortfall (cVaR) | -0.64% | -3.02% |
| Year | 11855992:ETHUSD | 11855992:ethusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -3.62 | 0.30 | + |
| 2025 | 31.97 | -3.71 | -0.12 | - |
| Metric | 11855992:ethusd:triple_med_gx:lsma105_125 | 11855992:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -2.88% | 73.76% |
| 6M | -5.05% | 98.28% |
| YTD | -3.71% | 31.97% |
| 1Y | 3.04% | 74.9% |
| 3Y (ann.) | -5.79% | 12.63% |
| 5Y (ann.) | -5.79% | 12.63% |
| Metric | 11855992:ethusd:triple_med_gx:lsma105_125 | 11855992:ETHUSD |
|---|---|---|
| Max Drawdown | -15.73% | -63.95% |
| Longest DD Days | 398.0 | 235.0 |
| Avg. Drawdown | -6.98% | -13.15% |
| Avg. Drawdown Days | 148.0 | 37.0 |
| Recovery Factor | -0.46 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-09-01 | -15.73 | 398 |
| 2024-06-12 | 2024-07-29 | -5.04 | 46 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| Metric | 11855992:ethusd:triple_med_gx:lsma105_125 | 11855992:ETHUSD |
|---|---|---|
| Best Day | 4.04% | 12.3% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 5.14% | 27.26% |
| Worst Week | -11.54% | -20.52% |
| Best Month | 4.55% | 48.75% |
| Worst Month | -11.54% | -32.24% |
| Best Year | -3.62% | 31.97% |
| Worst Year | -3.71% | -12.05% |
| Avg. Up Day | 1.14% | 1.21% |
| Avg. Down Day | -0.81% | -0.99% |
| Avg. Up Week | 2.85% | 9.65% |
| Avg. Down Week | -3.11% | -6.54% |
| Avg. Up Month | 2.33% | 29.6% |
| Avg. Down Month | -4.7% | -9.85% |
| Win Days % | 34.97% | 50.85% |
| Win Month % | 60.0% | 37.5% |
| Win Week % | 46.15% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |