| Metric | 11856117:ethusd:triple_med_gx:lsma75_125 | 11856117:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -27.26% | 16.06% |
| Max Drawdown | -37.49% | -63.95% |
| Sharpe | -0.54 | 0.26 |
| Sortino | -0.69 | 0.37 |
| Payoff Ratio | 0.89 | 0.87 |
| Profit Factor | 0.82 | 1.04 |
| Common Sense Ratio | 0.73 | 1.06 |
| CPC Index | 0.32 | 0.46 |
| Tail Ratio | 0.88 | 1.02 |
| Outlier Win Ratio | 41.09 | 2.77 |
| Outlier Loss Ratio | 4.67 | 3.17 |
| Volatility (ann.) | 10.7% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.6 | 0.2 |
| Skew | -1.99 | -0.05 |
| Kurtosis | 32.36 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.97% | 0.94% |
| Expected Yearly % | -14.71% | 7.73% |
| Kelly Criterion | -18.56% | -5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -3.02% |
| Expected Shortfall (cVaR) | -0.94% | -3.02% |
| Year | 11856117:ETHUSD | 11856117:ethusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -19.70 | 1.63 | - |
| 2025 | 31.97 | -9.42 | -0.29 | - |
| Metric | 11856117:ethusd:triple_med_gx:lsma75_125 | 11856117:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 5.27% | 73.76% |
| 6M | -1.17% | 98.28% |
| YTD | -9.42% | 31.97% |
| 1Y | -5.49% | 74.9% |
| 3Y (ann.) | -22.45% | 12.63% |
| 5Y (ann.) | -22.45% | 12.63% |
| Metric | 11856117:ethusd:triple_med_gx:lsma75_125 | 11856117:ETHUSD |
|---|---|---|
| Max Drawdown | -37.49% | -63.95% |
| Longest DD Days | 450.0 | 235.0 |
| Avg. Drawdown | -18.84% | -13.15% |
| Avg. Drawdown Days | 225.0 | 37.0 |
| Recovery Factor | -0.73 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-09-01 | -37.49 | 450 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11856117:ethusd:triple_med_gx:lsma75_125 | 11856117:ETHUSD |
|---|---|---|
| Best Day | 4.03% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 8.77% | 27.26% |
| Worst Week | -10.86% | -20.52% |
| Best Month | 8.41% | 48.75% |
| Worst Month | -15.64% | -32.24% |
| Best Year | -9.42% | 31.97% |
| Worst Year | -19.7% | -12.05% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.98% | -1.04% |
| Avg. Up Week | 2.65% | 9.23% |
| Avg. Down Week | -4.72% | -5.68% |
| Avg. Up Month | 4.1% | 28.74% |
| Avg. Down Month | -9.9% | -7.27% |
| Win Days % | 44.03% | 50.85% |
| Win Month % | 56.25% | 37.5% |
| Win Week % | 44.44% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |