| Metric | 11917530:ethusd:triple_med_gx:lsma100_65 | 11917530:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -18.63% | 16.06% |
| Max Drawdown | -25.69% | -63.95% |
| Sharpe | -0.33 | 0.26 |
| Sortino | -0.44 | 0.37 |
| Payoff Ratio | 1.07 | 1.0 |
| Profit Factor | 0.88 | 1.04 |
| Common Sense Ratio | 0.52 | 1.06 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 0.59 | 1.02 |
| Outlier Win Ratio | 47.69 | 2.86 |
| Outlier Loss Ratio | 3.77 | 3.16 |
| Volatility (ann.) | 10.65% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.59 | 0.2 |
| Skew | -1.15 | -0.05 |
| Kurtosis | 28.13 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.28% | 0.94% |
| Expected Yearly % | -9.79% | 7.73% |
| Kelly Criterion | -10.89% | 1.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.02% |
| Expected Shortfall (cVaR) | -0.93% | -3.02% |
| Year | 11917530:ETHUSD | 11917530:ethusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -2.44 | 0.20 | + |
| 2025 | 31.97 | -16.60 | -0.52 | - |
| Metric | 11917530:ethusd:triple_med_gx:lsma100_65 | 11917530:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -1.37% | 73.76% |
| 6M | -2.71% | 98.28% |
| YTD | -16.6% | 31.97% |
| 1Y | -15.68% | 74.9% |
| 3Y (ann.) | -15.18% | 12.63% |
| 5Y (ann.) | -15.18% | 12.63% |
| Metric | 11917530:ethusd:triple_med_gx:lsma100_65 | 11917530:ETHUSD |
|---|---|---|
| Max Drawdown | -25.69% | -63.95% |
| Longest DD Days | 425.0 | 235.0 |
| Avg. Drawdown | -9.66% | -13.15% |
| Avg. Drawdown Days | 151.0 | 37.0 |
| Recovery Factor | -0.73 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2025-09-01 | -25.69 | 425 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2024-06-01 | 2024-06-27 | -0.49 | 26 |
| Metric | 11917530:ethusd:triple_med_gx:lsma100_65 | 11917530:ETHUSD |
|---|---|---|
| Best Day | 3.94% | 12.3% |
| Worst Day | -5.67% | -14.0% |
| Best Week | 10.51% | 27.26% |
| Worst Week | -16.45% | -20.52% |
| Best Month | 11.05% | 48.75% |
| Worst Month | -16.45% | -32.24% |
| Best Year | -2.44% | 31.97% |
| Worst Year | -16.6% | -12.05% |
| Avg. Up Day | 1.21% | 1.24% |
| Avg. Down Day | -1.13% | -1.24% |
| Avg. Up Week | 3.21% | 9.64% |
| Avg. Down Week | -3.41% | -7.56% |
| Avg. Up Month | 2.53% | 45.7% |
| Avg. Down Month | -7.1% | -10.53% |
| Win Days % | 42.56% | 50.85% |
| Win Month % | 46.67% | 37.5% |
| Win Week % | 36.67% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |