| Metric | 11884503:ethusd:triple_med_gx:lsma50_15 | 11884503:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -41.66% | 16.06% |
| Max Drawdown | -52.44% | -63.95% |
| Sharpe | -0.73 | 0.26 |
| Sortino | -0.94 | 0.37 |
| Payoff Ratio | 0.97 | 0.94 |
| Profit Factor | 0.76 | 1.04 |
| Common Sense Ratio | 0.63 | 1.06 |
| CPC Index | 0.31 | 0.5 |
| Tail Ratio | 0.83 | 1.02 |
| Outlier Win Ratio | 37.04 | 2.89 |
| Outlier Loss Ratio | 3.7 | 3.26 |
| Volatility (ann.) | 13.51% | 35.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.67 | 0.2 |
| Skew | -1.17 | -0.05 |
| Kurtosis | 33.58 | 8.2 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.31% | 0.94% |
| Expected Yearly % | -23.62% | 7.73% |
| Kelly Criterion | -17.37% | -1.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.02% |
| Expected Shortfall (cVaR) | -1.19% | -3.02% |
| Year | 11884503:ETHUSD | 11884503:ethusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -22.11 | 1.83 | - |
| 2025 | 31.97 | -25.10 | -0.79 | - |
| Metric | 11884503:ethusd:triple_med_gx:lsma50_15 | 11884503:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 3.08% | 73.76% |
| 6M | -17.05% | 98.28% |
| YTD | -25.1% | 31.97% |
| 1Y | -34.34% | 74.9% |
| 3Y (ann.) | -34.97% | 12.63% |
| 5Y (ann.) | -34.97% | 12.63% |
| Metric | 11884503:ethusd:triple_med_gx:lsma50_15 | 11884503:ETHUSD |
|---|---|---|
| Max Drawdown | -52.44% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -52.44% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.79 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -52.44 | 452 |
| Metric | 11884503:ethusd:triple_med_gx:lsma50_15 | 11884503:ETHUSD |
|---|---|---|
| Best Day | 7.65% | 12.3% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 12.33% | 27.26% |
| Worst Week | -16.89% | -20.52% |
| Best Month | 12.33% | 48.75% |
| Worst Month | -18.75% | -32.24% |
| Best Year | -22.11% | 31.97% |
| Worst Year | -25.1% | -12.05% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -1.17% | -1.22% |
| Avg. Up Week | 4.2% | 8.9% |
| Avg. Down Week | -5.34% | -6.89% |
| Avg. Up Month | 8.98% | 29.88% |
| Avg. Down Month | -6.47% | -10.58% |
| Win Days % | 42.12% | 50.85% |
| Win Month % | 13.33% | 37.5% |
| Win Week % | 34.15% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |