| Metric | 11890046:ethusd:triple_med_gx:lsma50_25 | 11890046:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -57.17% | 16.06% |
| Max Drawdown | -63.35% | -63.95% |
| Sharpe | -1.12 | 0.26 |
| Sortino | -1.34 | 0.37 |
| Payoff Ratio | 0.89 | 0.85 |
| Profit Factor | 0.64 | 1.04 |
| Common Sense Ratio | 0.43 | 1.06 |
| CPC Index | 0.23 | 0.45 |
| Tail Ratio | 0.66 | 1.02 |
| Outlier Win Ratio | 41.09 | 2.88 |
| Outlier Loss Ratio | 3.55 | 3.31 |
| Volatility (ann.) | 14.22% | 35.34% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.78 | 0.2 |
| Skew | -3.84 | -0.05 |
| Kurtosis | 67.13 | 8.2 |
| Expected Daily % | -0.05% | 0.01% |
| Expected Monthly % | -5.16% | 0.94% |
| Expected Yearly % | -34.56% | 7.73% |
| Kelly Criterion | -27.81% | -7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -3.02% |
| Expected Shortfall (cVaR) | -1.27% | -3.02% |
| Year | 11890046:ETHUSD | 11890046:ethusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -38.48 | 3.19 | - |
| 2025 | 31.97 | -30.38 | -0.95 | - |
| Metric | 11890046:ethusd:triple_med_gx:lsma50_25 | 11890046:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 8.3% | 73.76% |
| 6M | -8.74% | 98.28% |
| YTD | -30.38% | 31.97% |
| 1Y | -47.96% | 74.9% |
| 3Y (ann.) | -49.2% | 12.63% |
| 5Y (ann.) | -49.2% | 12.63% |
| Metric | 11890046:ethusd:triple_med_gx:lsma50_25 | 11890046:ETHUSD |
|---|---|---|
| Max Drawdown | -63.35% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -63.35% | -13.15% |
| Avg. Drawdown Days | 452.0 | 37.0 |
| Recovery Factor | -0.9 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -63.35 | 452 |
| Metric | 11890046:ethusd:triple_med_gx:lsma50_25 | 11890046:ETHUSD |
|---|---|---|
| Best Day | 7.65% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 8.73% | 27.26% |
| Worst Week | -23.12% | -20.52% |
| Best Month | 5.71% | 48.75% |
| Worst Month | -23.97% | -32.24% |
| Best Year | -30.38% | 31.97% |
| Worst Year | -38.48% | -12.05% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -1.25% | -1.33% |
| Avg. Up Week | 2.45% | 7.56% |
| Avg. Down Week | -6.25% | -7.81% |
| Avg. Up Month | 4.1% | 35.71% |
| Avg. Down Month | -10.54% | -12.9% |
| Win Days % | 39.88% | 50.85% |
| Win Month % | 33.33% | 37.5% |
| Win Week % | 45.45% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |