| Metric | 11916925:ethusd:triple_med_gx:lsma50_65 | 11916925:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -28.83% | 16.06% |
| Max Drawdown | -35.46% | -63.95% |
| Sharpe | -0.58 | 0.26 |
| Sortino | -0.72 | 0.37 |
| Payoff Ratio | 0.99 | 0.87 |
| Profit Factor | 0.72 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.27 | 0.46 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 68.31 | 2.59 |
| Outlier Loss Ratio | 3.72 | 2.98 |
| Volatility (ann.) | 10.65% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.67 | 0.2 |
| Skew | -5.75 | -0.05 |
| Kurtosis | 174.89 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.1% | 0.94% |
| Expected Yearly % | -15.64% | 7.73% |
| Kelly Criterion | -25.09% | -5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.02% |
| Expected Shortfall (cVaR) | -0.93% | -3.02% |
| Year | 11916925:ETHUSD | 11916925:ethusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -3.77 | 0.31 | + |
| 2025 | 31.97 | -26.04 | -0.81 | - |
| Metric | 11916925:ethusd:triple_med_gx:lsma50_65 | 11916925:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -11.04% | 73.76% |
| 6M | -8.09% | 98.28% |
| YTD | -26.04% | 31.97% |
| 1Y | -28.94% | 74.9% |
| 3Y (ann.) | -23.79% | 12.63% |
| 5Y (ann.) | -23.79% | 12.63% |
| Metric | 11916925:ethusd:triple_med_gx:lsma50_65 | 11916925:ETHUSD |
|---|---|---|
| Max Drawdown | -35.46% | -63.95% |
| Longest DD Days | 264.0 | 235.0 |
| Avg. Drawdown | -7.55% | -13.15% |
| Avg. Drawdown Days | 71.0 | 37.0 |
| Recovery Factor | -0.81 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-09-01 | -35.46 | 264 |
| 2024-07-31 | 2024-09-04 | -4.15 | 35 |
| 2024-09-04 | 2024-12-04 | -3.22 | 90 |
| 2024-06-06 | 2024-07-11 | -2.12 | 35 |
| 2024-07-31 | 2024-07-31 | -0.18 | 0 |
| 2024-12-10 | 2024-12-10 | -0.18 | 0 |
| Metric | 11916925:ethusd:triple_med_gx:lsma50_65 | 11916925:ETHUSD |
|---|---|---|
| Best Day | 7.65% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 8.54% | 27.26% |
| Worst Week | -15.51% | -20.52% |
| Best Month | 5.24% | 48.75% |
| Worst Month | -15.54% | -32.24% |
| Best Year | -3.77% | 31.97% |
| Worst Year | -26.04% | -12.05% |
| Avg. Up Day | 1.16% | 1.2% |
| Avg. Down Day | -1.18% | -1.39% |
| Avg. Up Week | 2.89% | 9.12% |
| Avg. Down Week | -3.11% | -8.02% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -3.82% | -8.13% |
| Win Days % | 37.91% | 50.85% |
| Win Month % | 13.33% | 37.5% |
| Win Week % | 36.59% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |