| Metric | 11881534:ethusd:triple_med_gx:lsma165_145 | 11881534:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -6.09% | 16.06% |
| Max Drawdown | -19.5% | -63.95% |
| Sharpe | -0.07 | 0.26 |
| Sortino | -0.1 | 0.37 |
| Payoff Ratio | 1.05 | 0.92 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 0.08 | 1.06 |
| CPC Index | 0.47 | 0.49 |
| Tail Ratio | 0.09 | 1.02 |
| Outlier Win Ratio | 56.33 | 2.69 |
| Outlier Loss Ratio | 3.81 | 2.99 |
| Volatility (ann.) | 10.06% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.25 | 0.2 |
| Skew | 0.47 | -0.05 |
| Kurtosis | 91.9 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.39% | 0.94% |
| Expected Yearly % | -3.09% | 7.73% |
| Kelly Criterion | -5.64% | -2.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -3.02% |
| Expected Shortfall (cVaR) | -0.87% | -3.02% |
| Year | 11881534:ETHUSD | 11881534:ethusd:triple_med_gx:lsma165_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.52 | 0.96 | + |
| 2025 | 31.97 | 6.14 | 0.19 | - |
| Metric | 11881534:ethusd:triple_med_gx:lsma165_145 | 11881534:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 7.68% | 73.76% |
| 6M | 13.85% | 98.28% |
| YTD | 6.14% | 31.97% |
| 1Y | 6.56% | 74.9% |
| 3Y (ann.) | -4.9% | 12.63% |
| 5Y (ann.) | -4.9% | 12.63% |
| Metric | 11881534:ethusd:triple_med_gx:lsma165_145 | 11881534:ETHUSD |
|---|---|---|
| Max Drawdown | -19.5% | -63.95% |
| Longest DD Days | 448.0 | 235.0 |
| Avg. Drawdown | -19.5% | -13.15% |
| Avg. Drawdown Days | 448.0 | 37.0 |
| Recovery Factor | -0.31 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -19.50 | 448 |
| Metric | 11881534:ethusd:triple_med_gx:lsma165_145 | 11881534:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 4.3% | 27.26% |
| Worst Week | -7.92% | -20.52% |
| Best Month | 7.12% | 48.75% |
| Worst Month | -7.49% | -32.24% |
| Best Year | 6.14% | 31.97% |
| Worst Year | -11.52% | -12.05% |
| Avg. Up Day | 1.1% | 1.12% |
| Avg. Down Day | -1.05% | -1.21% |
| Avg. Up Week | 2.07% | 3.76% |
| Avg. Down Week | -4.57% | -4.83% |
| Avg. Up Month | 1.86% | 22.53% |
| Avg. Down Month | -3.83% | -7.59% |
| Win Days % | 45.77% | 50.85% |
| Win Month % | 46.15% | 37.5% |
| Win Week % | 52.17% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |