| Metric | 11865009:ethusd:triple_med_gx:lsma165_130 | 11865009:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -9.39% | 16.06% |
| Max Drawdown | -26.1% | -63.95% |
| Sharpe | -0.13 | 0.26 |
| Sortino | -0.18 | 0.37 |
| Payoff Ratio | 1.06 | 1.0 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.45 | 0.53 |
| Tail Ratio | 1.2 | 1.02 |
| Outlier Win Ratio | 46.13 | 2.8 |
| Outlier Loss Ratio | 4.14 | 3.14 |
| Volatility (ann.) | 10.54% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.29 | 0.2 |
| Skew | -0.91 | -0.05 |
| Kurtosis | 36.7 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.61% | 0.94% |
| Expected Yearly % | -4.81% | 7.73% |
| Kelly Criterion | -7.14% | 1.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.02% |
| Expected Shortfall (cVaR) | -0.91% | -3.02% |
| Year | 11865009:ETHUSD | 11865009:ethusd:triple_med_gx:lsma165_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.59 | 0.38 | + |
| 2025 | 31.97 | -5.03 | -0.16 | - |
| Metric | 11865009:ethusd:triple_med_gx:lsma165_130 | 11865009:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 8.18% | 73.76% |
| 6M | 3.04% | 98.28% |
| YTD | -5.03% | 31.97% |
| 1Y | -4.28% | 74.9% |
| 3Y (ann.) | -7.57% | 12.63% |
| 5Y (ann.) | -7.57% | 12.63% |
| Metric | 11865009:ethusd:triple_med_gx:lsma165_130 | 11865009:ETHUSD |
|---|---|---|
| Max Drawdown | -26.1% | -63.95% |
| Longest DD Days | 426.0 | 235.0 |
| Avg. Drawdown | -7.67% | -13.15% |
| Avg. Drawdown Days | 112.0 | 37.0 |
| Recovery Factor | -0.36 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-09-01 | -26.10 | 426 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2024-06-09 | 2024-06-25 | -0.99 | 16 |
| 2024-06-26 | 2024-06-27 | -0.81 | 1 |
| Metric | 11865009:ethusd:triple_med_gx:lsma165_130 | 11865009:ETHUSD |
|---|---|---|
| Best Day | 6.0% | 12.3% |
| Worst Day | -5.7% | -14.0% |
| Best Week | 10.28% | 27.26% |
| Worst Week | -6.09% | -20.52% |
| Best Month | 10.27% | 48.75% |
| Worst Month | -7.83% | -32.24% |
| Best Year | -4.59% | 31.97% |
| Worst Year | -5.03% | -12.05% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -1.02% | -1.1% |
| Avg. Up Week | 3.85% | 4.63% |
| Avg. Down Week | -2.95% | -6.75% |
| Avg. Up Month | 1.71% | 44.87% |
| Avg. Down Month | -5.41% | -6.7% |
| Win Days % | 44.79% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 37.5% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |