| Metric | 11865468:ethusd:triple_med_gx:lsma145_135 | 11865468:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -10.72% | 16.06% |
| Max Drawdown | -12.88% | -63.95% |
| Sharpe | -0.33 | 0.26 |
| Sortino | -0.4 | 0.37 |
| Payoff Ratio | 1.48 | 1.12 |
| Profit Factor | 0.68 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.26 | 0.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 204.45 | 2.0 |
| Outlier Loss Ratio | 3.43 | 2.29 |
| Volatility (ann.) | 6.21% | 35.34% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.67 | 0.2 |
| Skew | -14.67 | -0.05 |
| Kurtosis | 548.43 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.71% | 0.94% |
| Expected Yearly % | -5.51% | 7.73% |
| Kelly Criterion | -23.23% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -3.02% |
| Expected Shortfall (cVaR) | -0.54% | -3.02% |
| Year | 11865468:ETHUSD | 11865468:ethusd:triple_med_gx:lsma145_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -3.49 | 0.29 | + |
| 2025 | 31.97 | -7.50 | -0.23 | - |
| Metric | 11865468:ethusd:triple_med_gx:lsma145_135 | 11865468:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -6.35% | 73.76% |
| 6M | -6.45% | 98.28% |
| YTD | -7.5% | 31.97% |
| 1Y | -12.88% | 74.9% |
| 3Y (ann.) | -8.66% | 12.63% |
| 5Y (ann.) | -8.66% | 12.63% |
| Metric | 11865468:ethusd:triple_med_gx:lsma145_135 | 11865468:ETHUSD |
|---|---|---|
| Max Drawdown | -12.88% | -63.95% |
| Longest DD Days | 356.0 | 235.0 |
| Avg. Drawdown | -5.31% | -13.15% |
| Avg. Drawdown Days | 133.0 | 37.0 |
| Recovery Factor | -0.83 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-10 | 2025-09-01 | -12.88 | 356 |
| 2024-06-27 | 2024-08-08 | -2.89 | 42 |
| 2024-06-27 | 2024-06-27 | -0.18 | 0 |
| Metric | 11865468:ethusd:triple_med_gx:lsma145_135 | 11865468:ETHUSD |
|---|---|---|
| Best Day | 3.91% | 12.3% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 5.86% | 27.26% |
| Worst Week | -5.64% | -20.52% |
| Best Month | 5.86% | 48.75% |
| Worst Month | -5.64% | -32.24% |
| Best Year | -3.49% | 31.97% |
| Worst Year | -7.5% | -12.05% |
| Avg. Up Day | 1.55% | 1.65% |
| Avg. Down Day | -1.04% | -1.47% |
| Avg. Up Week | 3.35% | 4.62% |
| Avg. Down Week | -3.11% | -11.24% |
| Avg. Up Month | 5.86% | 41.0% |
| Avg. Down Month | -3.21% | -13.69% |
| Win Days % | 26.42% | 50.85% |
| Win Month % | 33.33% | 37.5% |
| Win Week % | 28.57% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |