| Metric | 11881921:ethusd:triple_med_gx:lsma60_10 | 11881921:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -33.86% | 16.06% |
| Max Drawdown | -49.92% | -63.95% |
| Sharpe | -0.46 | 0.26 |
| Sortino | -0.65 | 0.37 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 0.86 | 1.04 |
| Common Sense Ratio | 0.67 | 1.06 |
| CPC Index | 0.39 | 0.58 |
| Tail Ratio | 0.78 | 1.02 |
| Outlier Win Ratio | 28.23 | 3.12 |
| Outlier Loss Ratio | 4.05 | 3.31 |
| Volatility (ann.) | 15.28% | 35.34% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.56 | 0.2 |
| Skew | 0.31 | -0.05 |
| Kurtosis | 29.88 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.55% | 0.94% |
| Expected Yearly % | -18.67% | 7.73% |
| Kelly Criterion | -11.98% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.02% |
| Expected Shortfall (cVaR) | -1.34% | -3.02% |
| Year | 11881921:ETHUSD | 11881921:ethusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -16.65 | 1.38 | - |
| 2025 | 31.97 | -20.65 | -0.65 | - |
| Metric | 11881921:ethusd:triple_med_gx:lsma60_10 | 11881921:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 10.45% | 73.76% |
| 6M | -20.13% | 98.28% |
| YTD | -20.65% | 31.97% |
| 1Y | -26.17% | 74.9% |
| 3Y (ann.) | -28.12% | 12.63% |
| 5Y (ann.) | -28.12% | 12.63% |
| Metric | 11881921:ethusd:triple_med_gx:lsma60_10 | 11881921:ETHUSD |
|---|---|---|
| Max Drawdown | -49.92% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -49.92% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.68 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -49.92 | 452 |
| Metric | 11881921:ethusd:triple_med_gx:lsma60_10 | 11881921:ETHUSD |
|---|---|---|
| Best Day | 9.13% | 12.3% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 12.33% | 27.26% |
| Worst Week | -20.83% | -20.52% |
| Best Month | 18.91% | 48.75% |
| Worst Month | -23.85% | -32.24% |
| Best Year | -16.65% | 31.97% |
| Worst Year | -20.65% | -12.05% |
| Avg. Up Day | 1.26% | 1.28% |
| Avg. Down Day | -1.12% | -1.16% |
| Avg. Up Week | 4.33% | 8.47% |
| Avg. Down Week | -5.39% | -7.88% |
| Avg. Up Month | 6.96% | 38.97% |
| Avg. Down Month | -8.08% | -12.9% |
| Win Days % | 40.62% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 44.9% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |