| Metric | 11881323:ethusd:triple_med_gx:lsma175_145 | 11881323:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -20.64% | 16.06% |
| Max Drawdown | -30.53% | -63.95% |
| Sharpe | -0.44 | 0.26 |
| Sortino | -0.58 | 0.37 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | 0.48 | 1.06 |
| CPC Index | 0.38 | 0.53 |
| Tail Ratio | 0.57 | 1.02 |
| Outlier Win Ratio | 51.13 | 2.75 |
| Outlier Loss Ratio | 3.99 | 3.04 |
| Volatility (ann.) | 9.49% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.55 | 0.2 |
| Skew | -1.02 | -0.05 |
| Kurtosis | 28.26 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.43% | 0.94% |
| Expected Yearly % | -10.91% | 7.73% |
| Kelly Criterion | -12.09% | 2.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -3.02% |
| Expected Shortfall (cVaR) | -0.83% | -3.02% |
| Year | 11881323:ETHUSD | 11881323:ethusd:triple_med_gx:lsma175_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -26.55 | 2.20 | - |
| 2025 | 31.97 | 8.05 | 0.25 | - |
| Metric | 11881323:ethusd:triple_med_gx:lsma175_145 | 11881323:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.44% | 73.76% |
| 6M | 2.39% | 98.28% |
| YTD | 8.05% | 31.97% |
| 1Y | -0.37% | 74.9% |
| 3Y (ann.) | -16.86% | 12.63% |
| 5Y (ann.) | -16.86% | 12.63% |
| Metric | 11881323:ethusd:triple_med_gx:lsma175_145 | 11881323:ETHUSD |
|---|---|---|
| Max Drawdown | -30.53% | -63.95% |
| Longest DD Days | 448.0 | 235.0 |
| Avg. Drawdown | -15.36% | -13.15% |
| Avg. Drawdown Days | 224.0 | 37.0 |
| Recovery Factor | -0.68 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -30.53 | 448 |
| 2024-06-08 | 2024-06-09 | -0.18 | 0 |
| Metric | 11881323:ethusd:triple_med_gx:lsma175_145 | 11881323:ETHUSD |
|---|---|---|
| Best Day | 3.6% | 12.3% |
| Worst Day | -5.23% | -14.0% |
| Best Week | 9.53% | 27.26% |
| Worst Week | -9.83% | -20.52% |
| Best Month | 5.52% | 48.75% |
| Worst Month | -11.04% | -32.24% |
| Best Year | 8.05% | 31.97% |
| Worst Year | -26.55% | -12.05% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -1.01% | -1.07% |
| Avg. Up Week | 2.36% | 2.49% |
| Avg. Down Week | -3.13% | -7.32% |
| Avg. Up Month | 5.37% | 48.75% |
| Avg. Down Month | -3.99% | -8.77% |
| Win Days % | 42.51% | 50.85% |
| Win Month % | 30.77% | 37.5% |
| Win Week % | 30.43% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |