| Metric | 11887205:ethusd:triple_med_gx:lsma35_20 | 11887205:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -12.72% | 16.06% |
| Max Drawdown | -31.64% | -63.95% |
| Sharpe | -0.25 | 0.26 |
| Sortino | -0.35 | 0.37 |
| Payoff Ratio | 1.13 | 1.02 |
| Profit Factor | 0.88 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.4 | 0.54 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 64.0 | 2.62 |
| Outlier Loss Ratio | 4.32 | 2.87 |
| Volatility (ann.) | 9.21% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.33 | 0.2 |
| Skew | 0.24 | -0.05 |
| Kurtosis | 79.31 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.85% | 0.94% |
| Expected Yearly % | -6.58% | 7.73% |
| Kelly Criterion | -12.51% | 2.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -3.02% |
| Expected Shortfall (cVaR) | -0.8% | -3.02% |
| Year | 11887205:ETHUSD | 11887205:ethusd:triple_med_gx:lsma35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -1.98 | 0.16 | + |
| 2025 | 31.97 | -10.96 | -0.34 | - |
| Metric | 11887205:ethusd:triple_med_gx:lsma35_20 | 11887205:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.4% | 73.76% |
| 6M | 8.45% | 98.28% |
| YTD | -10.96% | 31.97% |
| 1Y | -7.88% | 74.9% |
| 3Y (ann.) | -10.3% | 12.63% |
| 5Y (ann.) | -10.3% | 12.63% |
| Metric | 11887205:ethusd:triple_med_gx:lsma35_20 | 11887205:ETHUSD |
|---|---|---|
| Max Drawdown | -31.64% | -63.95% |
| Longest DD Days | 258.0 | 235.0 |
| Avg. Drawdown | -8.97% | -13.15% |
| Avg. Drawdown Days | 87.0 | 37.0 |
| Recovery Factor | -0.4 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-09-01 | -31.64 | 258 |
| 2024-06-17 | 2024-11-07 | -7.88 | 143 |
| 2024-12-06 | 2024-12-15 | -1.90 | 9 |
| 2024-06-06 | 2024-06-16 | -1.86 | 10 |
| 2024-11-22 | 2024-12-06 | -1.58 | 14 |
| Metric | 11887205:ethusd:triple_med_gx:lsma35_20 | 11887205:ETHUSD |
|---|---|---|
| Best Day | 7.65% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 7.56% | 27.26% |
| Worst Week | -11.25% | -20.52% |
| Best Month | 8.53% | 48.75% |
| Worst Month | -10.69% | -32.24% |
| Best Year | -1.98% | 31.97% |
| Worst Year | -10.96% | -12.05% |
| Avg. Up Day | 1.07% | 1.11% |
| Avg. Down Day | -0.94% | -1.08% |
| Avg. Up Week | 3.62% | 11.24% |
| Avg. Down Week | -3.25% | -6.7% |
| Avg. Up Month | 5.8% | 38.97% |
| Avg. Down Month | -4.73% | -11.59% |
| Win Days % | 40.3% | 50.85% |
| Win Month % | 35.71% | 37.5% |
| Win Week % | 43.24% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |