| Metric | 11862667:ethusd:triple_med_gx:lsma90_130 | 11862667:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -8.42% | 16.06% |
| Max Drawdown | -49.39% | -63.95% |
| Sharpe | -0.01 | 0.26 |
| Sortino | -0.02 | 0.37 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.47 | 0.5 |
| Tail Ratio | 1.07 | 1.02 |
| Outlier Win Ratio | 18.37 | 3.19 |
| Outlier Loss Ratio | 4.19 | 3.44 |
| Volatility (ann.) | 17.28% | 35.34% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.14 | 0.2 |
| Skew | -1.74 | -0.05 |
| Kurtosis | 30.66 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.55% | 0.94% |
| Expected Yearly % | -4.3% | 7.73% |
| Kelly Criterion | -3.53% | -1.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.02% |
| Expected Shortfall (cVaR) | -1.49% | -3.02% |
| Year | 11862667:ETHUSD | 11862667:ethusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -24.43 | 2.03 | - |
| 2025 | 31.97 | 21.18 | 0.66 | - |
| Metric | 11862667:ethusd:triple_med_gx:lsma90_130 | 11862667:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 50.69% | 73.76% |
| 6M | 71.31% | 98.28% |
| YTD | 21.18% | 31.97% |
| 1Y | 30.28% | 74.9% |
| 3Y (ann.) | -6.78% | 12.63% |
| 5Y (ann.) | -6.78% | 12.63% |
| Metric | 11862667:ethusd:triple_med_gx:lsma90_130 | 11862667:ETHUSD |
|---|---|---|
| Max Drawdown | -49.39% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -16.79% | -13.15% |
| Avg. Drawdown Days | 151.0 | 37.0 |
| Recovery Factor | -0.17 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -49.39 | 452 |
| 2024-06-04 | 2024-06-05 | -0.63 | 0 |
| 2024-06-03 | 2024-06-04 | -0.35 | 0 |
| Metric | 11862667:ethusd:triple_med_gx:lsma90_130 | 11862667:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 15.1% | 27.26% |
| Worst Week | -23.88% | -20.52% |
| Best Month | 19.93% | 48.75% |
| Worst Month | -31.08% | -32.24% |
| Best Year | 21.18% | 31.97% |
| Worst Year | -24.43% | -12.05% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -1.08% | -1.1% |
| Avg. Up Week | 5.33% | 8.98% |
| Avg. Down Week | -7.65% | -8.32% |
| Avg. Up Month | 11.17% | 26.58% |
| Avg. Down Month | -11.32% | -14.52% |
| Win Days % | 49.61% | 50.85% |
| Win Month % | 56.25% | 37.5% |
| Win Week % | 59.52% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |