| Metric | 11864168:ethusd:triple_med_gx:lsma135_130 | 11864168:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -3.77% | 16.06% |
| Max Drawdown | -10.29% | -63.95% |
| Sharpe | -0.19 | 0.26 |
| Sortino | -0.27 | 0.37 |
| Payoff Ratio | 1.23 | 0.87 |
| Profit Factor | 0.87 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.38 | 0.46 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 202.82 | 2.1 |
| Outlier Loss Ratio | 5.34 | 2.37 |
| Volatility (ann.) | 3.74% | 35.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.29 | 0.2 |
| Skew | 1.23 | -0.05 |
| Kurtosis | 118.58 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.24% | 0.94% |
| Expected Yearly % | -1.9% | 7.73% |
| Kelly Criterion | -16.13% | -5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -3.02% |
| Expected Shortfall (cVaR) | -0.32% | -3.02% |
| Year | 11864168:ETHUSD | 11864168:ethusd:triple_med_gx:lsma135_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -5.03 | 0.42 | + |
| 2025 | 31.97 | 1.32 | 0.04 | - |
| Metric | 11864168:ethusd:triple_med_gx:lsma135_130 | 11864168:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 2.62% | 73.76% |
| 6M | 3.7% | 98.28% |
| YTD | 1.32% | 31.97% |
| 1Y | -2.0% | 74.9% |
| 3Y (ann.) | -3.02% | 12.63% |
| 5Y (ann.) | -3.02% | 12.63% |
| Metric | 11864168:ethusd:triple_med_gx:lsma135_130 | 11864168:ETHUSD |
|---|---|---|
| Max Drawdown | -10.29% | -63.95% |
| Longest DD Days | 432.0 | 235.0 |
| Avg. Drawdown | -3.55% | -13.15% |
| Avg. Drawdown Days | 144.0 | 37.0 |
| Recovery Factor | -0.37 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-26 | 2025-09-01 | -10.29 | 432 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-25 | 2024-06-25 | -0.18 | 0 |
| Metric | 11864168:ethusd:triple_med_gx:lsma135_130 | 11864168:ETHUSD |
|---|---|---|
| Best Day | 2.97% | 12.3% |
| Worst Day | -2.61% | -14.0% |
| Best Week | 2.72% | 27.26% |
| Worst Week | -2.82% | -20.52% |
| Best Month | 2.62% | 48.75% |
| Worst Month | -2.18% | -32.24% |
| Best Year | 1.32% | 31.97% |
| Worst Year | -5.03% | -12.05% |
| Avg. Up Day | 0.84% | 0.92% |
| Avg. Down Day | -0.69% | -1.06% |
| Avg. Up Week | 1.9% | 10.92% |
| Avg. Down Week | -1.29% | -5.48% |
| Avg. Up Month | 2.49% | 26.13% |
| Avg. Down Month | -1.73% | -10.49% |
| Win Days % | 36.0% | 50.85% |
| Win Month % | 36.36% | 37.5% |
| Win Week % | 41.18% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |