| Metric | 11917540:ethusd:triple_med_gx:lsma120_65 | 11917540:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -39.71% | 16.06% |
| Max Drawdown | -45.82% | -63.95% |
| Sharpe | -0.68 | 0.26 |
| Sortino | -0.83 | 0.37 |
| Payoff Ratio | 1.01 | 0.93 |
| Profit Factor | 0.76 | 1.04 |
| Common Sense Ratio | 0.7 | 1.06 |
| CPC Index | 0.32 | 0.49 |
| Tail Ratio | 0.92 | 1.02 |
| Outlier Win Ratio | 41.11 | 2.93 |
| Outlier Loss Ratio | 3.5 | 3.22 |
| Volatility (ann.) | 13.48% | 35.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.73 | 0.2 |
| Skew | -4.56 | -0.05 |
| Kurtosis | 74.62 | 8.2 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.11% | 0.94% |
| Expected Yearly % | -22.35% | 7.73% |
| Kelly Criterion | -17.3% | -2.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.02% |
| Expected Shortfall (cVaR) | -1.19% | -3.02% |
| Year | 11917540:ETHUSD | 11917540:ethusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -6.53 | 0.54 | + |
| 2025 | 31.97 | -35.49 | -1.11 | - |
| Metric | 11917540:ethusd:triple_med_gx:lsma120_65 | 11917540:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 0.85% | 73.76% |
| 6M | 2.01% | 98.28% |
| YTD | -35.49% | 31.97% |
| 1Y | -36.94% | 74.9% |
| 3Y (ann.) | -33.24% | 12.63% |
| 5Y (ann.) | -33.24% | 12.63% |
| Metric | 11917540:ethusd:triple_med_gx:lsma120_65 | 11917540:ETHUSD |
|---|---|---|
| Max Drawdown | -45.82% | -63.95% |
| Longest DD Days | 425.0 | 235.0 |
| Avg. Drawdown | -12.53% | -13.15% |
| Avg. Drawdown Days | 113.0 | 37.0 |
| Recovery Factor | -0.87 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2025-09-01 | -45.82 | 425 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2024-06-02 | 2024-06-27 | -1.45 | 25 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 11917540:ethusd:triple_med_gx:lsma120_65 | 11917540:ETHUSD |
|---|---|---|
| Best Day | 3.94% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 10.51% | 27.26% |
| Worst Week | -24.92% | -20.52% |
| Best Month | 8.36% | 48.75% |
| Worst Month | -36.56% | -32.24% |
| Best Year | -6.53% | 31.97% |
| Worst Year | -35.49% | -12.05% |
| Avg. Up Day | 1.24% | 1.25% |
| Avg. Down Day | -1.22% | -1.35% |
| Avg. Up Week | 3.37% | 8.46% |
| Avg. Down Week | -4.75% | -8.46% |
| Avg. Up Month | 5.89% | 44.87% |
| Avg. Down Month | -10.58% | -10.42% |
| Win Days % | 40.97% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 35.48% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |