| Metric | 11865117:ethusd:triple_med_gx:lsma165_130 | 11865117:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -20.53% | 16.06% |
| Max Drawdown | -29.38% | -63.95% |
| Sharpe | -0.38 | 0.26 |
| Sortino | -0.51 | 0.37 |
| Payoff Ratio | 0.99 | 0.93 |
| Profit Factor | 0.86 | 1.04 |
| Common Sense Ratio | 0.84 | 1.06 |
| CPC Index | 0.38 | 0.49 |
| Tail Ratio | 0.98 | 1.02 |
| Outlier Win Ratio | 47.9 | 2.78 |
| Outlier Loss Ratio | 3.85 | 3.14 |
| Volatility (ann.) | 10.49% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.57 | 0.2 |
| Skew | -1.23 | -0.05 |
| Kurtosis | 35.85 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.43% | 0.94% |
| Expected Yearly % | -10.86% | 7.73% |
| Kelly Criterion | -11.17% | -2.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.02% |
| Expected Shortfall (cVaR) | -0.91% | -3.02% |
| Year | 11865117:ETHUSD | 11865117:ethusd:triple_med_gx:lsma165_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -12.13 | 1.01 | - |
| 2025 | 31.97 | -9.57 | -0.30 | - |
| Metric | 11865117:ethusd:triple_med_gx:lsma165_130 | 11865117:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.57% | 73.76% |
| 6M | -0.92% | 98.28% |
| YTD | -9.57% | 31.97% |
| 1Y | -16.69% | 74.9% |
| 3Y (ann.) | -16.77% | 12.63% |
| 5Y (ann.) | -16.77% | 12.63% |
| Metric | 11865117:ethusd:triple_med_gx:lsma165_130 | 11865117:ETHUSD |
|---|---|---|
| Max Drawdown | -29.38% | -63.95% |
| Longest DD Days | 426.0 | 235.0 |
| Avg. Drawdown | -8.29% | -13.15% |
| Avg. Drawdown Days | 108.0 | 37.0 |
| Recovery Factor | -0.7 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-09-01 | -29.38 | 426 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2024-06-26 | 2024-06-27 | -0.81 | 1 |
| 2024-06-24 | 2024-06-25 | -0.18 | 0 |
| Metric | 11865117:ethusd:triple_med_gx:lsma165_130 | 11865117:ETHUSD |
|---|---|---|
| Best Day | 6.0% | 12.3% |
| Worst Day | -5.7% | -14.0% |
| Best Week | 8.6% | 27.26% |
| Worst Week | -6.09% | -20.52% |
| Best Month | 10.13% | 48.75% |
| Worst Month | -8.72% | -32.24% |
| Best Year | -9.57% | 31.97% |
| Worst Year | -12.13% | -12.05% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -1.07% | -1.16% |
| Avg. Up Week | 3.67% | 2.6% |
| Avg. Down Week | -3.24% | -6.41% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -4.29% | -7.75% |
| Win Days % | 44.71% | 50.85% |
| Win Month % | 30.77% | 37.5% |
| Win Week % | 33.33% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |