| Metric | 11887215:ethusd:triple_med_gx:lsma45_20 | 11887215:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -45.44% | 16.06% |
| Max Drawdown | -52.48% | -63.95% |
| Sharpe | -0.92 | 0.26 |
| Sortino | -1.16 | 0.37 |
| Payoff Ratio | 0.93 | 0.89 |
| Profit Factor | 0.69 | 1.04 |
| Common Sense Ratio | 0.37 | 1.06 |
| CPC Index | 0.26 | 0.47 |
| Tail Ratio | 0.53 | 1.02 |
| Outlier Win Ratio | 45.84 | 2.84 |
| Outlier Loss Ratio | 3.66 | 3.23 |
| Volatility (ann.) | 12.29% | 35.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.73 | 0.2 |
| Skew | -1.64 | -0.05 |
| Kurtosis | 40.92 | 8.2 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.72% | 0.94% |
| Expected Yearly % | -26.13% | 7.73% |
| Kelly Criterion | -24.45% | -4.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -3.02% |
| Expected Shortfall (cVaR) | -1.09% | -3.02% |
| Year | 11887215:ETHUSD | 11887215:ethusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -21.02 | 1.74 | - |
| 2025 | 31.97 | -30.92 | -0.97 | - |
| Metric | 11887215:ethusd:triple_med_gx:lsma45_20 | 11887215:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 0.85% | 73.76% |
| 6M | -8.2% | 98.28% |
| YTD | -30.92% | 31.97% |
| 1Y | -36.21% | 74.9% |
| 3Y (ann.) | -38.36% | 12.63% |
| 5Y (ann.) | -38.36% | 12.63% |
| Metric | 11887215:ethusd:triple_med_gx:lsma45_20 | 11887215:ETHUSD |
|---|---|---|
| Max Drawdown | -52.48% | -63.95% |
| Longest DD Days | 451.0 | 235.0 |
| Avg. Drawdown | -52.48% | -13.15% |
| Avg. Drawdown Days | 451.0 | 37.0 |
| Recovery Factor | -0.87 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -52.48 | 451 |
| Metric | 11887215:ethusd:triple_med_gx:lsma45_20 | 11887215:ETHUSD |
|---|---|---|
| Best Day | 7.65% | 12.3% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 9.92% | 27.26% |
| Worst Week | -13.22% | -20.52% |
| Best Month | 7.46% | 48.75% |
| Worst Month | -23.73% | -32.24% |
| Best Year | -21.02% | 31.97% |
| Worst Year | -30.92% | -12.05% |
| Avg. Up Day | 1.12% | 1.14% |
| Avg. Down Day | -1.21% | -1.29% |
| Avg. Up Week | 3.5% | 11.19% |
| Avg. Down Week | -5.08% | -7.74% |
| Avg. Up Month | 5.05% | 38.97% |
| Avg. Down Month | -8.35% | -11.11% |
| Win Days % | 40.07% | 50.85% |
| Win Month % | 35.71% | 37.5% |
| Win Week % | 33.33% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |