| Metric | 11887287:ethusd:triple_med_gx:lsma35_125 | 11887287:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -23.91% | -58.12% |
| Max Drawdown | -37.62% | -63.26% |
| Sharpe | -0.59 | -1.06 |
| Sortino | -0.79 | -1.45 |
| Payoff Ratio | 0.97 | 0.98 |
| Profit Factor | 0.86 | 0.86 |
| Common Sense Ratio | 0.78 | 0.78 |
| CPC Index | 0.38 | 0.41 |
| Tail Ratio | 0.91 | 0.91 |
| Outlier Win Ratio | 20.17 | 3.73 |
| Outlier Loss Ratio | 3.54 | 3.15 |
| Volatility (ann.) | 39.83% | 70.8% |
| R^2 | 0.31 | 0.31 |
| Calmar | -0.72 | -1.0 |
| Skew | -0.61 | 0.16 |
| Kurtosis | 17.95 | 2.76 |
| Expected Daily % | -0.09% | -0.27% |
| Expected Monthly % | -2.45% | -7.61% |
| Expected Yearly % | -12.77% | -35.28% |
| Kelly Criterion | -11.38% | -2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.49% | -6.3% |
| Expected Shortfall (cVaR) | -3.49% | -6.3% |
| Year | 11887287:ETHUSD | 11887287:ethusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | 3.69 | -0.29 | + |
| 2025 | -52.05 | -26.61 | 0.51 | + |
| Metric | 11887287:ethusd:triple_med_gx:lsma35_125 | 11887287:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -18.8% | -51.11% |
| 6M | -26.61% | -34.52% |
| YTD | -26.61% | -52.05% |
| 1Y | -23.91% | -58.12% |
| 3Y (ann.) | -27.06% | -63.41% |
| 5Y (ann.) | -27.06% | -63.41% |
| Metric | 11887287:ethusd:triple_med_gx:lsma35_125 | 11887287:ETHUSD |
|---|---|---|
| Max Drawdown | -37.62% | -63.26% |
| Longest DD Days | 231.0 | 183.0 |
| Avg. Drawdown | -14.88% | -26.77% |
| Avg. Drawdown Days | 90.0 | 78.0 |
| Recovery Factor | -0.64 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -37.62 | 231 |
| 2024-07-16 | 2024-08-23 | -6.83 | 38 |
| 2024-07-11 | 2024-07-12 | -0.18 | 1 |
| Metric | 11887287:ethusd:triple_med_gx:lsma35_125 | 11887287:ETHUSD |
|---|---|---|
| Best Day | 13.68% | 14.6% |
| Worst Day | -14.77% | -14.77% |
| Best Week | 9.07% | 18.08% |
| Worst Week | -15.98% | -20.52% |
| Best Month | 10.13% | 47.37% |
| Worst Month | -19.94% | -32.24% |
| Best Year | 3.69% | -12.66% |
| Worst Year | -26.61% | -52.05% |
| Avg. Up Day | 2.62% | 2.63% |
| Avg. Down Day | -2.69% | -2.69% |
| Avg. Up Week | 4.95% | 6.1% |
| Avg. Down Week | -6.36% | -8.79% |
| Avg. Up Month | 0.81% | 3.52% |
| Avg. Down Month | -12.34% | -18.46% |
| Win Days % | 45.1% | 49.05% |
| Win Month % | 50.0% | 18.18% |
| Win Week % | 47.37% | 44.68% |
| Win Quarter % | 50.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |