| Metric | 11916928:ethusd:triple_med_gx:lsma60_65 | 11916928:ETHUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -4.29% | 16.06% |
| Max Drawdown | -6.79% | -63.95% |
| Sharpe | -0.21 | 0.26 |
| Sortino | -0.34 | 0.37 |
| Payoff Ratio | 2.12 | 1.42 |
| Profit Factor | 0.85 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.47 | 0.75 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 200.47 | 2.0 |
| Outlier Loss Ratio | 5.98 | 2.38 |
| Volatility (ann.) | 3.83% | 35.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.51 | 0.2 |
| Skew | 5.79 | -0.05 |
| Kurtosis | 177.16 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.27% | 0.94% |
| Expected Yearly % | -2.17% | 7.73% |
| Kelly Criterion | -8.39% | 16.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -3.02% |
| Expected Shortfall (cVaR) | -0.33% | -3.02% |
| Year | 11916928:ETHUSD | 11916928:ethusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.51 | 0.37 | + |
| 2025 | 31.97 | 0.23 | 0.01 | - |
| Metric | 11916928:ethusd:triple_med_gx:lsma60_65 | 11916928:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 2.5% | 73.76% |
| 6M | 1.34% | 98.28% |
| YTD | 0.23% | 31.97% |
| 1Y | -3.35% | 74.9% |
| 3Y (ann.) | -3.44% | 12.63% |
| 5Y (ann.) | -3.44% | 12.63% |
| Metric | 11916928:ethusd:triple_med_gx:lsma60_65 | 11916928:ETHUSD |
|---|---|---|
| Max Drawdown | -6.79% | -63.95% |
| Longest DD Days | 451.0 | 235.0 |
| Avg. Drawdown | -6.79% | -13.15% |
| Avg. Drawdown Days | 451.0 | 37.0 |
| Recovery Factor | -0.63 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -6.79 | 451 |
| Metric | 11916928:ethusd:triple_med_gx:lsma60_65 | 11916928:ETHUSD |
|---|---|---|
| Best Day | 4.19% | 12.3% |
| Worst Day | -2.65% | -14.0% |
| Best Week | 4.02% | 27.26% |
| Worst Week | -2.95% | -20.52% |
| Best Month | 2.82% | 48.75% |
| Worst Month | -4.34% | -32.24% |
| Best Year | 0.23% | 31.97% |
| Worst Year | -4.51% | -12.05% |
| Avg. Up Day | 1.15% | 1.22% |
| Avg. Down Day | -0.55% | -0.86% |
| Avg. Up Week | 1.99% | 8.46% |
| Avg. Down Week | -1.32% | -7.29% |
| Avg. Up Month | 1.29% | 48.06% |
| Avg. Down Month | -2.26% | -6.56% |
| Win Days % | 26.39% | 50.85% |
| Win Month % | 46.15% | 37.5% |
| Win Week % | 37.04% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |