| Metric | 11890042:ethusd:triple_med_gx:lsma55_25 | 11890042:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -54.05% | 16.06% |
| Max Drawdown | -61.96% | -63.95% |
| Sharpe | -0.95 | 0.26 |
| Sortino | -1.18 | 0.37 |
| Payoff Ratio | 0.95 | 0.92 |
| Profit Factor | 0.7 | 1.04 |
| Common Sense Ratio | 0.54 | 1.06 |
| CPC Index | 0.27 | 0.49 |
| Tail Ratio | 0.77 | 1.02 |
| Outlier Win Ratio | 34.42 | 2.96 |
| Outlier Loss Ratio | 3.76 | 3.38 |
| Volatility (ann.) | 15.07% | 35.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.75 | 0.2 |
| Skew | -3.01 | -0.05 |
| Kurtosis | 55.58 | 8.2 |
| Expected Daily % | -0.04% | 0.01% |
| Expected Monthly % | -4.74% | 0.94% |
| Expected Yearly % | -32.22% | 7.73% |
| Kelly Criterion | -22.72% | -2.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.02% |
| Expected Shortfall (cVaR) | -1.34% | -3.02% |
| Year | 11890042:ETHUSD | 11890042:ethusd:triple_med_gx:lsma55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -33.92 | 2.81 | - |
| 2025 | 31.97 | -30.47 | -0.95 | - |
| Metric | 11890042:ethusd:triple_med_gx:lsma55_25 | 11890042:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.7% | 73.76% |
| 6M | -1.84% | 98.28% |
| YTD | -30.47% | 31.97% |
| 1Y | -45.63% | 74.9% |
| 3Y (ann.) | -46.27% | 12.63% |
| 5Y (ann.) | -46.27% | 12.63% |
| Metric | 11890042:ethusd:triple_med_gx:lsma55_25 | 11890042:ETHUSD |
|---|---|---|
| Max Drawdown | -61.96% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -61.96% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.87 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -61.96 | 452 |
| Metric | 11890042:ethusd:triple_med_gx:lsma55_25 | 11890042:ETHUSD |
|---|---|---|
| Best Day | 7.85% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 8.73% | 27.26% |
| Worst Week | -19.6% | -20.52% |
| Best Month | 10.93% | 48.75% |
| Worst Month | -29.12% | -32.24% |
| Best Year | -30.47% | 31.97% |
| Worst Year | -33.92% | -12.05% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -1.22% | -1.29% |
| Avg. Up Week | 2.65% | 7.19% |
| Avg. Down Week | -6.43% | -8.07% |
| Avg. Up Month | 8.5% | 29.88% |
| Avg. Down Month | -8.73% | -11.57% |
| Win Days % | 40.05% | 50.85% |
| Win Month % | 21.43% | 37.5% |
| Win Week % | 46.67% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |