| Metric | 11889825:ethusd:triple_med_gx:lsma295_25 | 11889825:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | -38.54% | 16.06% |
| Max Drawdown | -52.32% | -63.95% |
| Sharpe | -0.52 | 0.26 |
| Sortino | -0.7 | 0.37 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.87 | 1.04 |
| Common Sense Ratio | 0.82 | 1.06 |
| CPC Index | 0.37 | 0.48 |
| Tail Ratio | 0.94 | 1.02 |
| Outlier Win Ratio | 21.7 | 3.12 |
| Outlier Loss Ratio | 3.88 | 3.41 |
| Volatility (ann.) | 16.13% | 35.34% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.62 | 0.2 |
| Skew | -0.57 | -0.05 |
| Kurtosis | 15.74 | 8.2 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.0% | 0.94% |
| Expected Yearly % | -21.61% | 7.73% |
| Kelly Criterion | -11.45% | -3.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.02% |
| Expected Shortfall (cVaR) | -1.41% | -3.02% |
| Year | 11889825:ETHUSD | 11889825:ethusd:triple_med_gx:lsma295_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -26.63 | 2.21 | - |
| 2025 | 31.97 | -16.24 | -0.51 | - |
| Metric | 11889825:ethusd:triple_med_gx:lsma295_25 | 11889825:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 0.66% | 73.76% |
| 6M | -2.43% | 98.28% |
| YTD | -16.24% | 31.97% |
| 1Y | -13.8% | 74.9% |
| 3Y (ann.) | -32.22% | 12.63% |
| 5Y (ann.) | -32.22% | 12.63% |
| Metric | 11889825:ethusd:triple_med_gx:lsma295_25 | 11889825:ETHUSD |
|---|---|---|
| Max Drawdown | -52.32% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -17.72% | -13.15% |
| Avg. Drawdown Days | 151.0 | 37.0 |
| Recovery Factor | -0.74 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -52.32 | 452 |
| 2024-06-04 | 2024-06-05 | -0.81 | 1 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 11889825:ethusd:triple_med_gx:lsma295_25 | 11889825:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.3% |
| Worst Day | -6.2% | -14.0% |
| Best Week | 12.74% | 27.26% |
| Worst Week | -14.67% | -20.52% |
| Best Month | 10.88% | 48.75% |
| Worst Month | -14.16% | -32.24% |
| Best Year | -16.24% | 31.97% |
| Worst Year | -26.63% | -12.05% |
| Avg. Up Day | 1.1% | 1.11% |
| Avg. Down Day | -1.17% | -1.23% |
| Avg. Up Week | 5.32% | 8.7% |
| Avg. Down Week | -5.97% | -8.81% |
| Avg. Up Month | 7.65% | 35.16% |
| Avg. Down Month | -8.65% | -12.9% |
| Win Days % | 46.03% | 50.85% |
| Win Month % | 35.71% | 37.5% |
| Win Week % | 38.64% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |