| Metric | 11917519:ethusd:triple_med_gx:lsma90_65 | 11917519:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -22.25% | 16.06% |
| Max Drawdown | -26.79% | -63.95% |
| Sharpe | -0.45 | 0.26 |
| Sortino | -0.6 | 0.37 |
| Payoff Ratio | 1.05 | 0.96 |
| Profit Factor | 0.82 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.36 | 0.51 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 55.02 | 2.76 |
| Outlier Loss Ratio | 3.67 | 3.15 |
| Volatility (ann.) | 9.97% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.68 | 0.2 |
| Skew | -1.43 | -0.05 |
| Kurtosis | 32.68 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.56% | 0.94% |
| Expected Yearly % | -11.82% | 7.73% |
| Kelly Criterion | -15.02% | -0.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -3.02% |
| Expected Shortfall (cVaR) | -0.87% | -3.02% |
| Year | 11917519:ETHUSD | 11917519:ethusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 0.64 | -0.05 | + |
| 2025 | 31.97 | -22.74 | -0.71 | - |
| Metric | 11917519:ethusd:triple_med_gx:lsma90_65 | 11917519:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -7.28% | 73.76% |
| 6M | -10.89% | 98.28% |
| YTD | -22.74% | 31.97% |
| 1Y | -21.1% | 74.9% |
| 3Y (ann.) | -18.21% | 12.63% |
| 5Y (ann.) | -18.21% | 12.63% |
| Metric | 11917519:ethusd:triple_med_gx:lsma90_65 | 11917519:ETHUSD |
|---|---|---|
| Max Drawdown | -26.79% | -63.95% |
| Longest DD Days | 215.0 | 235.0 |
| Avg. Drawdown | -10.79% | -13.15% |
| Avg. Drawdown Days | 107.0 | 37.0 |
| Recovery Factor | -0.83 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-09-01 | -26.79 | 215 |
| 2024-07-23 | 2025-01-28 | -13.30 | 188 |
| 2024-06-27 | 2024-07-23 | -2.81 | 25 |
| 2024-06-26 | 2024-06-27 | -0.27 | 0 |
| Metric | 11917519:ethusd:triple_med_gx:lsma90_65 | 11917519:ETHUSD |
|---|---|---|
| Best Day | 3.94% | 12.3% |
| Worst Day | -5.67% | -14.0% |
| Best Week | 10.51% | 27.26% |
| Worst Week | -11.92% | -20.52% |
| Best Month | 10.04% | 48.75% |
| Worst Month | -11.92% | -32.24% |
| Best Year | 0.64% | 31.97% |
| Worst Year | -22.74% | -12.05% |
| Avg. Up Day | 1.25% | 1.27% |
| Avg. Down Day | -1.19% | -1.32% |
| Avg. Up Week | 3.77% | 10.19% |
| Avg. Down Week | -3.38% | -6.83% |
| Avg. Up Month | 2.45% | 45.7% |
| Avg. Down Month | -4.87% | -9.18% |
| Win Days % | 41.06% | 50.85% |
| Win Month % | 33.33% | 37.5% |
| Win Week % | 35.71% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |