| Metric | 11864902:ethusd:triple_med_gx:lsma165_130 | 11864902:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -27.36% | 16.06% |
| Max Drawdown | -32.56% | -63.95% |
| Sharpe | -0.5 | 0.26 |
| Sortino | -0.62 | 0.37 |
| Payoff Ratio | 0.88 | 0.82 |
| Profit Factor | 0.81 | 1.04 |
| Common Sense Ratio | 0.84 | 1.06 |
| CPC Index | 0.32 | 0.44 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 45.92 | 2.72 |
| Outlier Loss Ratio | 3.61 | 3.15 |
| Volatility (ann.) | 11.52% | 35.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.69 | 0.2 |
| Skew | -3.39 | -0.05 |
| Kurtosis | 67.48 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.98% | 0.94% |
| Expected Yearly % | -14.77% | 7.73% |
| Kelly Criterion | -16.48% | -8.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -3.02% |
| Expected Shortfall (cVaR) | -1.01% | -3.02% |
| Year | 11864902:ETHUSD | 11864902:ethusd:triple_med_gx:lsma165_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -9.96 | 0.83 | + |
| 2025 | 31.97 | -19.33 | -0.60 | - |
| Metric | 11864902:ethusd:triple_med_gx:lsma165_130 | 11864902:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | -6.25% | 73.76% |
| 6M | -18.99% | 98.28% |
| YTD | -19.33% | 31.97% |
| 1Y | -22.55% | 74.9% |
| 3Y (ann.) | -22.53% | 12.63% |
| 5Y (ann.) | -22.53% | 12.63% |
| Metric | 11864902:ethusd:triple_med_gx:lsma165_130 | 11864902:ETHUSD |
|---|---|---|
| Max Drawdown | -32.56% | -63.95% |
| Longest DD Days | 426.0 | 235.0 |
| Avg. Drawdown | -9.15% | -13.15% |
| Avg. Drawdown Days | 112.0 | 37.0 |
| Recovery Factor | -0.84 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-09-01 | -32.56 | 426 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2024-06-09 | 2024-06-27 | -0.90 | 17 |
| 2024-06-08 | 2024-06-09 | -0.37 | 1 |
| Metric | 11864902:ethusd:triple_med_gx:lsma165_130 | 11864902:ETHUSD |
|---|---|---|
| Best Day | 6.0% | 12.3% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 9.96% | 27.26% |
| Worst Week | -14.41% | -20.52% |
| Best Month | 9.96% | 48.75% |
| Worst Month | -16.25% | -32.24% |
| Best Year | -9.96% | 31.97% |
| Worst Year | -19.33% | -12.05% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -1.18% | -1.28% |
| Avg. Up Week | 3.42% | 5.36% |
| Avg. Down Week | -3.5% | -7.03% |
| Avg. Up Month | 2.09% | 20.53% |
| Avg. Down Month | -5.27% | -7.39% |
| Win Days % | 45.59% | 50.85% |
| Win Month % | 38.46% | 37.5% |
| Win Week % | 36.36% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |