| Metric | 11898488:ethusd:triple_med_gx:lsma50_40 | 11898488:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -14.41% | 16.06% |
| Max Drawdown | -25.67% | -63.95% |
| Sharpe | -0.28 | 0.26 |
| Sortino | -0.39 | 0.37 |
| Payoff Ratio | 1.16 | 0.85 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.36 | 0.45 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 74.97 | 2.51 |
| Outlier Loss Ratio | 4.08 | 2.7 |
| Volatility (ann.) | 9.36% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.46 | 0.2 |
| Skew | 0.43 | -0.05 |
| Kurtosis | 138.54 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.97% | 0.94% |
| Expected Yearly % | -7.48% | 7.73% |
| Kelly Criterion | -17.48% | -7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -3.02% |
| Expected Shortfall (cVaR) | -0.81% | -3.02% |
| Year | 11898488:ETHUSD | 11898488:ethusd:triple_med_gx:lsma50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.49 | 0.70 | + |
| 2025 | 31.97 | -6.47 | -0.20 | - |
| Metric | 11898488:ethusd:triple_med_gx:lsma50_40 | 11898488:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 0.44% | 73.76% |
| 6M | -5.71% | 98.28% |
| YTD | -6.47% | 31.97% |
| 1Y | -15.62% | 74.9% |
| 3Y (ann.) | -11.69% | 12.63% |
| 5Y (ann.) | -11.69% | 12.63% |
| Metric | 11898488:ethusd:triple_med_gx:lsma50_40 | 11898488:ETHUSD |
|---|---|---|
| Max Drawdown | -25.67% | -63.95% |
| Longest DD Days | 382.0 | 235.0 |
| Avg. Drawdown | -5.53% | -13.15% |
| Avg. Drawdown Days | 87.0 | 37.0 |
| Recovery Factor | -0.56 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-09-01 | -25.67 | 382 |
| 2024-06-22 | 2024-08-01 | -1.07 | 40 |
| 2024-06-07 | 2024-06-19 | -0.48 | 11 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 11898488:ethusd:triple_med_gx:lsma50_40 | 11898488:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 8.99% | 27.26% |
| Worst Week | -8.27% | -20.52% |
| Best Month | 7.91% | 48.75% |
| Worst Month | -9.97% | -32.24% |
| Best Year | -6.47% | 31.97% |
| Worst Year | -8.49% | -12.05% |
| Avg. Up Day | 1.17% | 1.22% |
| Avg. Down Day | -1.01% | -1.44% |
| Avg. Up Week | 2.43% | 7.03% |
| Avg. Down Week | -1.87% | -7.26% |
| Avg. Up Month | 5.93% | 29.88% |
| Avg. Down Month | -2.96% | -13.06% |
| Win Days % | 36.97% | 50.85% |
| Win Month % | 33.33% | 37.5% |
| Win Week % | 36.84% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |