| Metric | 11913688:ethusd:triple_med_gx:lsma100_60 | 11913688:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -17.14% | 16.06% |
| Max Drawdown | -25.62% | -63.95% |
| Sharpe | -0.26 | 0.26 |
| Sortino | -0.36 | 0.37 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 0.91 | 1.04 |
| Common Sense Ratio | 0.83 | 1.06 |
| CPC Index | 0.41 | 0.55 |
| Tail Ratio | 0.91 | 1.02 |
| Outlier Win Ratio | 40.55 | 2.93 |
| Outlier Loss Ratio | 3.88 | 3.22 |
| Volatility (ann.) | 11.7% | 35.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.54 | 0.2 |
| Skew | -0.83 | -0.05 |
| Kurtosis | 25.67 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.17% | 0.94% |
| Expected Yearly % | -8.97% | 7.73% |
| Kelly Criterion | -10.71% | 3.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -3.02% |
| Expected Shortfall (cVaR) | -1.02% | -3.02% |
| Year | 11913688:ETHUSD | 11913688:ethusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -10.05 | 0.83 | + |
| 2025 | 31.97 | -7.88 | -0.25 | - |
| Metric | 11913688:ethusd:triple_med_gx:lsma100_60 | 11913688:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -1.52% | 73.76% |
| 6M | 3.32% | 98.28% |
| YTD | -7.88% | 31.97% |
| 1Y | -8.22% | 74.9% |
| 3Y (ann.) | -13.94% | 12.63% |
| 5Y (ann.) | -13.94% | 12.63% |
| Metric | 11913688:ethusd:triple_med_gx:lsma100_60 | 11913688:ETHUSD |
|---|---|---|
| Max Drawdown | -25.62% | -63.95% |
| Longest DD Days | 430.0 | 235.0 |
| Avg. Drawdown | -13.33% | -13.15% |
| Avg. Drawdown Days | 228.0 | 37.0 |
| Recovery Factor | -0.67 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-27 | 2025-09-01 | -25.62 | 430 |
| 2024-06-01 | 2024-06-27 | -1.04 | 26 |
| Metric | 11913688:ethusd:triple_med_gx:lsma100_60 | 11913688:ETHUSD |
|---|---|---|
| Best Day | 4.58% | 12.3% |
| Worst Day | -5.67% | -14.0% |
| Best Week | 10.93% | 27.26% |
| Worst Week | -14.0% | -20.52% |
| Best Month | 10.93% | 48.75% |
| Worst Month | -16.0% | -32.24% |
| Best Year | -7.88% | 31.97% |
| Worst Year | -10.05% | -12.05% |
| Avg. Up Day | 1.21% | 1.23% |
| Avg. Down Day | -1.15% | -1.19% |
| Avg. Up Week | 3.84% | 8.21% |
| Avg. Down Week | -4.2% | -7.04% |
| Avg. Up Month | 1.76% | 48.06% |
| Avg. Down Month | -8.28% | -13.86% |
| Win Days % | 43.31% | 50.85% |
| Win Month % | 46.67% | 37.5% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |