| Metric | 11908595:ethusd:triple_med_gx:lsma155_50 | 11908595:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -20.56% | 16.06% |
| Max Drawdown | -34.78% | -63.95% |
| Sharpe | -0.43 | 0.26 |
| Sortino | -0.55 | 0.37 |
| Payoff Ratio | 0.89 | 0.88 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | 0.7 | 1.06 |
| CPC Index | 0.36 | 0.46 |
| Tail Ratio | 0.84 | 1.02 |
| Outlier Win Ratio | 54.95 | 2.74 |
| Outlier Loss Ratio | 3.29 | 3.0 |
| Volatility (ann.) | 9.66% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.48 | 0.2 |
| Skew | -1.88 | -0.05 |
| Kurtosis | 36.7 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.43% | 0.94% |
| Expected Yearly % | -10.87% | 7.73% |
| Kelly Criterion | -11.06% | -5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -3.02% |
| Expected Shortfall (cVaR) | -0.84% | -3.02% |
| Year | 11908595:ETHUSD | 11908595:ethusd:triple_med_gx:lsma155_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -9.16 | 0.76 | + |
| 2025 | 31.97 | -12.55 | -0.39 | - |
| Metric | 11908595:ethusd:triple_med_gx:lsma155_50 | 11908595:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 6.72% | 73.76% |
| 6M | 0.54% | 98.28% |
| YTD | -12.55% | 31.97% |
| 1Y | -18.28% | 74.9% |
| 3Y (ann.) | -16.79% | 12.63% |
| 5Y (ann.) | -16.79% | 12.63% |
| Metric | 11908595:ethusd:triple_med_gx:lsma155_50 | 11908595:ETHUSD |
|---|---|---|
| Max Drawdown | -34.78% | -63.95% |
| Longest DD Days | 372.0 | 235.0 |
| Avg. Drawdown | -8.05% | -13.15% |
| Avg. Drawdown Days | 82.0 | 37.0 |
| Recovery Factor | -0.59 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -34.78 | 372 |
| 2024-07-17 | 2024-08-23 | -2.95 | 37 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11908595:ethusd:triple_med_gx:lsma155_50 | 11908595:ETHUSD |
|---|---|---|
| Best Day | 4.22% | 12.3% |
| Worst Day | -5.67% | -14.0% |
| Best Week | 18.77% | 27.26% |
| Worst Week | -13.55% | -20.52% |
| Best Month | 15.35% | 48.75% |
| Worst Month | -13.99% | -32.24% |
| Best Year | -9.16% | 31.97% |
| Worst Year | -12.55% | -12.05% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -1.15% | -1.18% |
| Avg. Up Week | 6.7% | 9.85% |
| Avg. Down Week | -5.74% | -8.37% |
| Avg. Up Month | 15.35% | 48.75% |
| Avg. Down Month | -7.89% | -19.08% |
| Win Days % | 47.69% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 40.0% | 53.73% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |