| Metric | 11890036:ethusd:triple_med_gx:lsma45_25 | 11890036:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -48.69% | 16.06% |
| Max Drawdown | -52.95% | -63.95% |
| Sharpe | -0.95 | 0.26 |
| Sortino | -1.14 | 0.37 |
| Payoff Ratio | 0.85 | 0.82 |
| Profit Factor | 0.68 | 1.04 |
| Common Sense Ratio | 0.49 | 1.06 |
| CPC Index | 0.24 | 0.43 |
| Tail Ratio | 0.72 | 1.02 |
| Outlier Win Ratio | 44.63 | 2.83 |
| Outlier Loss Ratio | 3.52 | 3.22 |
| Volatility (ann.) | 13.15% | 35.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.78 | 0.2 |
| Skew | -4.32 | -0.05 |
| Kurtosis | 85.4 | 8.2 |
| Expected Daily % | -0.04% | 0.01% |
| Expected Monthly % | -4.08% | 0.94% |
| Expected Yearly % | -28.37% | 7.73% |
| Kelly Criterion | -27.12% | -9.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -3.02% |
| Expected Shortfall (cVaR) | -1.17% | -3.02% |
| Year | 11890036:ETHUSD | 11890036:ethusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -23.72 | 1.97 | - |
| 2025 | 31.97 | -32.73 | -1.02 | - |
| Metric | 11890036:ethusd:triple_med_gx:lsma45_25 | 11890036:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -0.82% | 73.76% |
| 6M | -2.95% | 98.28% |
| YTD | -32.73% | 31.97% |
| 1Y | -45.29% | 74.9% |
| 3Y (ann.) | -41.31% | 12.63% |
| 5Y (ann.) | -41.31% | 12.63% |
| Metric | 11890036:ethusd:triple_med_gx:lsma45_25 | 11890036:ETHUSD |
|---|---|---|
| Max Drawdown | -52.95% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -52.95% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.92 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -52.95 | 452 |
| Metric | 11890036:ethusd:triple_med_gx:lsma45_25 | 11890036:ETHUSD |
|---|---|---|
| Best Day | 7.65% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 9.13% | 27.26% |
| Worst Week | -22.84% | -20.52% |
| Best Month | 6.43% | 48.75% |
| Worst Month | -31.11% | -32.24% |
| Best Year | -23.72% | 31.97% |
| Worst Year | -32.73% | -12.05% |
| Avg. Up Day | 1.07% | 1.1% |
| Avg. Down Day | -1.26% | -1.34% |
| Avg. Up Week | 3.16% | 9.77% |
| Avg. Down Week | -5.88% | -7.51% |
| Avg. Up Month | 5.43% | 35.71% |
| Avg. Down Month | -10.96% | -11.59% |
| Win Days % | 41.44% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 39.53% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |