| Metric | 11887239:ethusd:triple_med_gx:lsma40_20 | 11887239:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -23.4% | 16.06% |
| Max Drawdown | -32.16% | -63.95% |
| Sharpe | -0.51 | 0.26 |
| Sortino | -0.67 | 0.37 |
| Payoff Ratio | 1.05 | 0.96 |
| Profit Factor | 0.8 | 1.04 |
| Common Sense Ratio | 0.11 | 1.06 |
| CPC Index | 0.34 | 0.51 |
| Tail Ratio | 0.14 | 1.02 |
| Outlier Win Ratio | 58.41 | 2.75 |
| Outlier Loss Ratio | 4.09 | 3.05 |
| Volatility (ann.) | 9.59% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.6 | 0.2 |
| Skew | -1.33 | -0.05 |
| Kurtosis | 41.73 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.65% | 0.94% |
| Expected Yearly % | -12.48% | 7.73% |
| Kelly Criterion | -15.35% | -0.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -3.02% |
| Expected Shortfall (cVaR) | -0.84% | -3.02% |
| Year | 11887239:ETHUSD | 11887239:ethusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.29 | 0.94 | + |
| 2025 | 31.97 | -13.65 | -0.43 | - |
| Metric | 11887239:ethusd:triple_med_gx:lsma40_20 | 11887239:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.57% | 73.76% |
| 6M | 0.3% | 98.28% |
| YTD | -13.65% | 31.97% |
| 1Y | -16.73% | 74.9% |
| 3Y (ann.) | -19.18% | 12.63% |
| 5Y (ann.) | -19.18% | 12.63% |
| Metric | 11887239:ethusd:triple_med_gx:lsma40_20 | 11887239:ETHUSD |
|---|---|---|
| Max Drawdown | -32.16% | -63.95% |
| Longest DD Days | 450.0 | 235.0 |
| Avg. Drawdown | -16.17% | -13.15% |
| Avg. Drawdown Days | 225.0 | 37.0 |
| Recovery Factor | -0.73 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-09-01 | -32.16 | 450 |
| 2024-06-07 | 2024-06-07 | -0.18 | 0 |
| Metric | 11887239:ethusd:triple_med_gx:lsma40_20 | 11887239:ETHUSD |
|---|---|---|
| Best Day | 4.28% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 7.34% | 27.26% |
| Worst Week | -9.73% | -20.52% |
| Best Month | 6.55% | 48.75% |
| Worst Month | -7.79% | -32.24% |
| Best Year | -11.29% | 31.97% |
| Worst Year | -13.65% | -12.05% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -1.01% | -1.13% |
| Avg. Up Week | 2.72% | 8.8% |
| Avg. Down Week | -3.73% | -6.78% |
| Avg. Up Month | 4.76% | 38.29% |
| Avg. Down Month | -4.61% | -11.59% |
| Win Days % | 40.97% | 50.85% |
| Win Month % | 28.57% | 37.5% |
| Win Week % | 42.42% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |