| Metric | 11881432:ethusd:triple_med_gx:lsma165_145 | 11881432:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -17.73% | 16.06% |
| Max Drawdown | -19.1% | -63.95% |
| Sharpe | -0.34 | 0.26 |
| Sortino | -0.47 | 0.37 |
| Payoff Ratio | 0.97 | 0.88 |
| Profit Factor | 0.85 | 1.04 |
| Common Sense Ratio | 0.05 | 1.06 |
| CPC Index | 0.36 | 0.47 |
| Tail Ratio | 0.06 | 1.02 |
| Outlier Win Ratio | 58.11 | 2.69 |
| Outlier Loss Ratio | 3.79 | 3.06 |
| Volatility (ann.) | 10.01% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.76 | 0.2 |
| Skew | 0.87 | -0.05 |
| Kurtosis | 87.74 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.21% | 0.94% |
| Expected Yearly % | -9.3% | 7.73% |
| Kelly Criterion | -13.52% | -4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -3.02% |
| Expected Shortfall (cVaR) | -0.87% | -3.02% |
| Year | 11881432:ETHUSD | 11881432:ethusd:triple_med_gx:lsma165_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -13.87 | 1.15 | - |
| 2025 | 31.97 | -4.49 | -0.14 | - |
| Metric | 11881432:ethusd:triple_med_gx:lsma165_145 | 11881432:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | -9.13% | 73.76% |
| 6M | -4.36% | 98.28% |
| YTD | -4.49% | 31.97% |
| 1Y | -7.61% | 74.9% |
| 3Y (ann.) | -14.44% | 12.63% |
| 5Y (ann.) | -14.44% | 12.63% |
| Metric | 11881432:ethusd:triple_med_gx:lsma165_145 | 11881432:ETHUSD |
|---|---|---|
| Max Drawdown | -19.1% | -63.95% |
| Longest DD Days | 448.0 | 235.0 |
| Avg. Drawdown | -9.73% | -13.15% |
| Avg. Drawdown Days | 224.0 | 37.0 |
| Recovery Factor | -0.93 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -19.10 | 448 |
| 2024-06-08 | 2024-06-09 | -0.37 | 1 |
| Metric | 11881432:ethusd:triple_med_gx:lsma165_145 | 11881432:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 4.3% | 27.26% |
| Worst Week | -6.25% | -20.52% |
| Best Month | 7.12% | 48.75% |
| Worst Month | -6.3% | -32.24% |
| Best Year | -4.49% | 31.97% |
| Worst Year | -13.87% | -12.05% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -1.1% | -1.23% |
| Avg. Up Week | 1.98% | 4.72% |
| Avg. Down Week | -3.78% | -6.36% |
| Avg. Up Month | 0.07% | 0.07% |
| Avg. Down Month | -2.38% | -7.27% |
| Win Days % | 44.23% | 50.85% |
| Win Month % | 30.77% | 37.5% |
| Win Week % | 42.86% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |