| Metric | 11881400:ethusd:triple_med_gx:lsma135_145 | 11881400:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -2.35% | 16.06% |
| Max Drawdown | -13.83% | -63.95% |
| Sharpe | -0.02 | 0.26 |
| Sortino | -0.03 | 0.37 |
| Payoff Ratio | 0.95 | 0.91 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.44 | 0.48 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 95.82 | 2.36 |
| Outlier Loss Ratio | 3.2 | 2.59 |
| Volatility (ann.) | 8.01% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.14 | 0.2 |
| Skew | 2.87 | -0.05 |
| Kurtosis | 209.74 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.15% | 0.94% |
| Expected Yearly % | -1.18% | 7.73% |
| Kelly Criterion | -8.35% | -3.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -3.02% |
| Expected Shortfall (cVaR) | -0.69% | -3.02% |
| Year | 11881400:ETHUSD | 11881400:ethusd:triple_med_gx:lsma135_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -7.67 | 0.64 | + |
| 2025 | 31.97 | 5.76 | 0.18 | - |
| Metric | 11881400:ethusd:triple_med_gx:lsma135_145 | 11881400:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 10.16% | 73.76% |
| 6M | 10.52% | 98.28% |
| YTD | 5.76% | 31.97% |
| 1Y | 5.7% | 74.9% |
| 3Y (ann.) | -1.88% | 12.63% |
| 5Y (ann.) | -1.88% | 12.63% |
| Metric | 11881400:ethusd:triple_med_gx:lsma135_145 | 11881400:ETHUSD |
|---|---|---|
| Max Drawdown | -13.83% | -63.95% |
| Longest DD Days | 447.0 | 235.0 |
| Avg. Drawdown | -7.0% | -13.15% |
| Avg. Drawdown Days | 224.0 | 37.0 |
| Recovery Factor | -0.17 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-09-01 | -13.83 | 447 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| Metric | 11881400:ethusd:triple_med_gx:lsma135_145 | 11881400:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 9.42% | 27.26% |
| Worst Week | -7.76% | -20.52% |
| Best Month | 9.5% | 48.75% |
| Worst Month | -7.62% | -32.24% |
| Best Year | 5.76% | 31.97% |
| Worst Year | -7.67% | -12.05% |
| Avg. Up Day | 1.1% | 1.14% |
| Avg. Down Day | -1.15% | -1.26% |
| Avg. Up Week | 2.43% | 9.72% |
| Avg. Down Week | -4.46% | -5.65% |
| Avg. Up Month | 4.23% | 38.29% |
| Avg. Down Month | -2.56% | -4.73% |
| Win Days % | 47.12% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 52.94% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |