| Metric | 11890052:ethusd:triple_med_gx:lsma35_25 | 11890052:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -15.33% | 16.06% |
| Max Drawdown | -27.13% | -63.95% |
| Sharpe | -0.31 | 0.26 |
| Sortino | -0.38 | 0.37 |
| Payoff Ratio | 1.07 | 0.92 |
| Profit Factor | 0.81 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.34 | 0.49 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 84.23 | 2.47 |
| Outlier Loss Ratio | 3.89 | 2.69 |
| Volatility (ann.) | 9.25% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.46 | 0.2 |
| Skew | -9.46 | -0.05 |
| Kurtosis | 271.3 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.03% | 0.94% |
| Expected Yearly % | -7.98% | 7.73% |
| Kelly Criterion | -18.41% | -2.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -3.02% |
| Expected Shortfall (cVaR) | -0.8% | -3.02% |
| Year | 11890052:ETHUSD | 11890052:ethusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -3.12 | 0.26 | + |
| 2025 | 31.97 | -12.60 | -0.39 | - |
| Metric | 11890052:ethusd:triple_med_gx:lsma35_25 | 11890052:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -1.86% | 73.76% |
| 6M | 10.81% | 98.28% |
| YTD | -12.6% | 31.97% |
| 1Y | -12.87% | 74.9% |
| 3Y (ann.) | -12.44% | 12.63% |
| 5Y (ann.) | -12.44% | 12.63% |
| Metric | 11890052:ethusd:triple_med_gx:lsma35_25 | 11890052:ETHUSD |
|---|---|---|
| Max Drawdown | -27.13% | -63.95% |
| Longest DD Days | 258.0 | 235.0 |
| Avg. Drawdown | -9.22% | -13.15% |
| Avg. Drawdown Days | 112.0 | 37.0 |
| Recovery Factor | -0.56 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-09-01 | -27.13 | 258 |
| 2024-07-31 | 2024-12-15 | -5.43 | 137 |
| 2024-06-06 | 2024-07-31 | -2.86 | 55 |
| 2024-12-16 | 2024-12-16 | -1.45 | 0 |
| Metric | 11890052:ethusd:triple_med_gx:lsma35_25 | 11890052:ETHUSD |
|---|---|---|
| Best Day | 4.34% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 13.41% | 27.26% |
| Worst Week | -20.29% | -20.52% |
| Best Month | 15.77% | 48.75% |
| Worst Month | -19.75% | -32.24% |
| Best Year | -3.12% | 31.97% |
| Worst Year | -12.6% | -12.05% |
| Avg. Up Day | 1.08% | 1.13% |
| Avg. Down Day | -1.02% | -1.23% |
| Avg. Up Week | 4.03% | 9.14% |
| Avg. Down Week | -3.04% | -7.15% |
| Avg. Up Month | 4.79% | 33.06% |
| Avg. Down Month | -4.45% | -10.72% |
| Win Days % | 38.93% | 50.85% |
| Win Month % | 30.77% | 37.5% |
| Win Week % | 38.24% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |