| Metric | 11870870:ethusd:triple_med_gx:lsma145_140 | 11870870:ETHUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -5.05% | 16.06% |
| Max Drawdown | -5.05% | -63.95% |
| Sharpe | -0.4 | 0.26 |
| Sortino | -0.51 | 0.37 |
| Payoff Ratio | 1.36 | 1.11 |
| Profit Factor | 0.54 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.18 | 0.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 766.26 | 2.0 |
| Outlier Loss Ratio | 4.83 | 2.25 |
| Volatility (ann.) | 2.49% | 35.34% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.8 | 0.2 |
| Skew | -5.8 | -0.05 |
| Kurtosis | 469.98 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.32% | 0.94% |
| Expected Yearly % | -2.56% | 7.73% |
| Kelly Criterion | -31.93% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -3.02% |
| Expected Shortfall (cVaR) | -0.22% | -3.02% |
| Year | 11870870:ETHUSD | 11870870:ethusd:triple_med_gx:lsma145_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.05 | 0.34 | + |
| 2025 | 31.97 | -1.05 | -0.03 | - |
| Metric | 11870870:ethusd:triple_med_gx:lsma145_140 | 11870870:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.18% | 73.76% |
| 6M | -1.05% | 98.28% |
| YTD | -1.05% | 31.97% |
| 1Y | -3.62% | 74.9% |
| 3Y (ann.) | -4.06% | 12.63% |
| 5Y (ann.) | -4.06% | 12.63% |
| Metric | 11870870:ethusd:triple_med_gx:lsma145_140 | 11870870:ETHUSD |
|---|---|---|
| Max Drawdown | -5.05% | -63.95% |
| Longest DD Days | 425.0 | 235.0 |
| Avg. Drawdown | -5.05% | -13.15% |
| Avg. Drawdown Days | 425.0 | 37.0 |
| Recovery Factor | -1.0 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-09-01 | -5.05 | 425 |
| Metric | 11870870:ethusd:triple_med_gx:lsma145_140 | 11870870:ETHUSD |
|---|---|---|
| Best Day | 2.91% | 12.3% |
| Worst Day | -3.5% | -14.0% |
| Best Week | 2.72% | 27.26% |
| Worst Week | -3.68% | -20.52% |
| Best Month | 2.72% | 48.75% |
| Worst Month | -4.18% | -32.24% |
| Best Year | -1.05% | 31.97% |
| Worst Year | -4.05% | -12.05% |
| Avg. Up Day | 0.97% | 1.13% |
| Avg. Down Day | -0.72% | -1.01% |
| Avg. Up Week | 0.62% | 10.02% |
| Avg. Down Week | -2.25% | -9.84% |
| Avg. Up Month | 0.53% | 41.0% |
| Avg. Down Month | -1.67% | -5.25% |
| Win Days % | 24.0% | 50.85% |
| Win Month % | 28.57% | 37.5% |
| Win Week % | 30.0% | 53.73% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |