| Metric | 11881433:ethusd:triple_med_gx:lsma175_145 | 11881433:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -24.2% | 16.06% |
| Max Drawdown | -29.93% | -63.95% |
| Sharpe | -0.51 | 0.26 |
| Sortino | -0.69 | 0.37 |
| Payoff Ratio | 1.05 | 0.99 |
| Profit Factor | 0.83 | 1.04 |
| Common Sense Ratio | 0.57 | 1.06 |
| CPC Index | 0.36 | 0.53 |
| Tail Ratio | 0.69 | 1.02 |
| Outlier Win Ratio | 47.22 | 2.78 |
| Outlier Loss Ratio | 4.15 | 3.06 |
| Volatility (ann.) | 9.82% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.66 | 0.2 |
| Skew | -0.77 | -0.05 |
| Kurtosis | 24.73 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.72% | 0.94% |
| Expected Yearly % | -12.93% | 7.73% |
| Kelly Criterion | -14.05% | 1.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -3.02% |
| Expected Shortfall (cVaR) | -0.86% | -3.02% |
| Year | 11881433:ETHUSD | 11881433:ethusd:triple_med_gx:lsma175_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -25.92 | 2.15 | - |
| 2025 | 31.97 | 2.32 | 0.07 | - |
| Metric | 11881433:ethusd:triple_med_gx:lsma175_145 | 11881433:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.89% | 73.76% |
| 6M | -3.85% | 98.28% |
| YTD | 2.32% | 31.97% |
| 1Y | 1.3% | 74.9% |
| 3Y (ann.) | -19.85% | 12.63% |
| 5Y (ann.) | -19.85% | 12.63% |
| Metric | 11881433:ethusd:triple_med_gx:lsma175_145 | 11881433:ETHUSD |
|---|---|---|
| Max Drawdown | -29.93% | -63.95% |
| Longest DD Days | 448.0 | 235.0 |
| Avg. Drawdown | -15.06% | -13.15% |
| Avg. Drawdown Days | 224.0 | 37.0 |
| Recovery Factor | -0.81 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -29.93 | 448 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11881433:ethusd:triple_med_gx:lsma175_145 | 11881433:ETHUSD |
|---|---|---|
| Best Day | 3.57% | 12.3% |
| Worst Day | -5.33% | -14.0% |
| Best Week | 5.84% | 27.26% |
| Worst Week | -14.48% | -20.52% |
| Best Month | 8.26% | 48.75% |
| Worst Month | -15.63% | -32.24% |
| Best Year | 2.32% | 31.97% |
| Worst Year | -25.92% | -12.05% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -1.0% | -1.08% |
| Avg. Up Week | 1.48% | 4.11% |
| Avg. Down Week | -4.19% | -7.95% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -5.87% | -14.28% |
| Win Days % | 41.52% | 50.85% |
| Win Month % | 35.71% | 37.5% |
| Win Week % | 41.67% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |