| Metric | 11917681:ethusd:triple_med_gx:lsma105_65 | 11917681:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -30.88% | 16.06% |
| Max Drawdown | -41.09% | -63.95% |
| Sharpe | -0.59 | 0.26 |
| Sortino | -0.76 | 0.37 |
| Payoff Ratio | 1.04 | 0.95 |
| Profit Factor | 0.8 | 1.04 |
| Common Sense Ratio | 0.73 | 1.06 |
| CPC Index | 0.35 | 0.51 |
| Tail Ratio | 0.91 | 1.02 |
| Outlier Win Ratio | 45.13 | 2.94 |
| Outlier Loss Ratio | 3.76 | 3.19 |
| Volatility (ann.) | 11.46% | 35.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.62 | 0.2 |
| Skew | -1.61 | -0.05 |
| Kurtosis | 28.59 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.28% | 0.94% |
| Expected Yearly % | -16.86% | 7.73% |
| Kelly Criterion | -14.8% | -0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -3.02% |
| Expected Shortfall (cVaR) | -1.01% | -3.02% |
| Year | 11917681:ETHUSD | 11917681:ethusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -18.89 | 1.57 | - |
| 2025 | 31.97 | -14.77 | -0.46 | - |
| Metric | 11917681:ethusd:triple_med_gx:lsma105_65 | 11917681:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 8.8% | 73.76% |
| 6M | 3.16% | 98.28% |
| YTD | -14.77% | 31.97% |
| 1Y | -22.89% | 74.9% |
| 3Y (ann.) | -25.54% | 12.63% |
| 5Y (ann.) | -25.54% | 12.63% |
| Metric | 11917681:ethusd:triple_med_gx:lsma105_65 | 11917681:ETHUSD |
|---|---|---|
| Max Drawdown | -41.09% | -63.95% |
| Longest DD Days | 426.0 | 235.0 |
| Avg. Drawdown | -11.16% | -13.15% |
| Avg. Drawdown Days | 114.0 | 37.0 |
| Recovery Factor | -0.75 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-09-01 | -41.09 | 426 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2024-06-02 | 2024-06-27 | -0.72 | 25 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 11917681:ethusd:triple_med_gx:lsma105_65 | 11917681:ETHUSD |
|---|---|---|
| Best Day | 3.94% | 12.3% |
| Worst Day | -6.12% | -14.0% |
| Best Week | 8.94% | 27.26% |
| Worst Week | -16.91% | -20.52% |
| Best Month | 12.97% | 48.75% |
| Worst Month | -15.96% | -32.24% |
| Best Year | -14.77% | 31.97% |
| Worst Year | -18.89% | -12.05% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.13% | -1.25% |
| Avg. Up Week | 4.6% | 8.2% |
| Avg. Down Week | -4.74% | -8.6% |
| Avg. Up Month | 7.78% | 26.13% |
| Avg. Down Month | -6.35% | -11.87% |
| Win Days % | 41.45% | 50.85% |
| Win Month % | 26.67% | 37.5% |
| Win Week % | 40.62% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |