| Metric | 11862513:ethusd:triple_med_gx:lsma80_130 | 11862513:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -14.99% | 16.06% |
| Max Drawdown | -40.58% | -63.95% |
| Sharpe | -0.12 | 0.26 |
| Sortino | -0.16 | 0.37 |
| Payoff Ratio | 0.98 | 0.96 |
| Profit Factor | 0.97 | 1.04 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.46 | 0.51 |
| Tail Ratio | 1.01 | 1.02 |
| Outlier Win Ratio | 20.56 | 3.2 |
| Outlier Loss Ratio | 4.28 | 3.32 |
| Volatility (ann.) | 16.03% | 35.34% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.3 | 0.2 |
| Skew | -1.87 | -0.05 |
| Kurtosis | 36.27 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.01% | 0.94% |
| Expected Yearly % | -7.8% | 7.73% |
| Kelly Criterion | -4.39% | -0.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.02% |
| Expected Shortfall (cVaR) | -1.39% | -3.02% |
| Year | 11862513:ETHUSD | 11862513:ethusd:triple_med_gx:lsma80_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -17.57 | 1.46 | - |
| 2025 | 31.97 | 3.13 | 0.10 | - |
| Metric | 11862513:ethusd:triple_med_gx:lsma80_130 | 11862513:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 22.23% | 73.76% |
| 6M | 29.33% | 98.28% |
| YTD | 3.13% | 31.97% |
| 1Y | 12.11% | 74.9% |
| 3Y (ann.) | -12.17% | 12.63% |
| 5Y (ann.) | -12.17% | 12.63% |
| Metric | 11862513:ethusd:triple_med_gx:lsma80_130 | 11862513:ETHUSD |
|---|---|---|
| Max Drawdown | -40.58% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -13.97% | -13.15% |
| Avg. Drawdown Days | 151.0 | 37.0 |
| Recovery Factor | -0.37 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -40.58 | 452 |
| 2024-06-03 | 2024-06-04 | -0.69 | 1 |
| 2024-06-04 | 2024-06-05 | -0.63 | 0 |
| Metric | 11862513:ethusd:triple_med_gx:lsma80_130 | 11862513:ETHUSD |
|---|---|---|
| Best Day | 4.99% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 17.74% | 27.26% |
| Worst Week | -23.88% | -20.52% |
| Best Month | 15.12% | 48.75% |
| Worst Month | -24.17% | -32.24% |
| Best Year | 3.13% | 31.97% |
| Worst Year | -17.57% | -12.05% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -1.01% | -1.03% |
| Avg. Up Week | 6.39% | 7.87% |
| Avg. Down Week | -6.21% | -6.72% |
| Avg. Up Month | 8.68% | 23.69% |
| Avg. Down Month | -9.91% | -11.59% |
| Win Days % | 48.28% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 42.86% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |