| Metric | 11892056:ethusd:triple_med_gx:lsma35_25 | 11892056:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -19.26% | 16.06% |
| Max Drawdown | -21.79% | -63.95% |
| Sharpe | -0.75 | 0.26 |
| Sortino | -0.87 | 0.37 |
| Payoff Ratio | 0.76 | 0.77 |
| Profit Factor | 0.54 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.15 | 0.41 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 199.91 | 2.17 |
| Outlier Loss Ratio | 3.09 | 2.38 |
| Volatility (ann.) | 5.48% | 35.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.72 | 0.2 |
| Skew | -7.1 | -0.05 |
| Kurtosis | 145.09 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.33% | 0.94% |
| Expected Yearly % | -10.15% | 7.73% |
| Kelly Criterion | -46.69% | -12.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -3.02% |
| Expected Shortfall (cVaR) | -0.48% | -3.02% |
| Year | 11892056:ETHUSD | 11892056:ethusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -3.19 | 0.27 | + |
| 2025 | 31.97 | -16.60 | -0.52 | - |
| Metric | 11892056:ethusd:triple_med_gx:lsma35_25 | 11892056:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -6.28% | 73.76% |
| 6M | -12.06% | 98.28% |
| YTD | -16.6% | 31.97% |
| 1Y | -19.27% | 74.9% |
| 3Y (ann.) | -15.71% | 12.63% |
| 5Y (ann.) | -15.71% | 12.63% |
| Metric | 11892056:ethusd:triple_med_gx:lsma35_25 | 11892056:ETHUSD |
|---|---|---|
| Max Drawdown | -21.79% | -63.95% |
| Longest DD Days | 326.0 | 235.0 |
| Avg. Drawdown | -4.26% | -13.15% |
| Avg. Drawdown Days | 56.0 | 37.0 |
| Recovery Factor | -0.88 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-09 | 2025-09-01 | -21.79 | 326 |
| 2024-08-22 | 2024-09-02 | -3.14 | 10 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| 2024-10-08 | 2024-10-08 | -0.18 | 0 |
| 2024-08-22 | 2024-08-22 | -0.18 | 0 |
| 2024-10-08 | 2024-10-09 | -0.07 | 0 |
| Metric | 11892056:ethusd:triple_med_gx:lsma35_25 | 11892056:ETHUSD |
|---|---|---|
| Best Day | 3.29% | 12.3% |
| Worst Day | -5.2% | -14.0% |
| Best Week | 3.35% | 27.26% |
| Worst Week | -7.05% | -20.52% |
| Best Month | 2.96% | 48.75% |
| Worst Month | -7.33% | -32.24% |
| Best Year | -3.19% | 31.97% |
| Worst Year | -16.6% | -12.05% |
| Avg. Up Day | 0.88% | 0.94% |
| Avg. Down Day | -1.16% | -1.22% |
| Avg. Up Week | 1.3% | 10.85% |
| Avg. Down Week | -4.01% | -7.97% |
| Avg. Up Month | 2.21% | 25.44% |
| Avg. Down Month | -3.21% | -7.0% |
| Win Days % | 36.49% | 50.85% |
| Win Month % | 36.36% | 37.5% |
| Win Week % | 33.33% | 53.73% |
| Win Quarter % | 20.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |