| Metric | 11924274:ethusd:triple_med_gx:lsma160_70 | 11924274:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -23.76% | 16.06% |
| Max Drawdown | -36.4% | -63.95% |
| Sharpe | -0.47 | 0.26 |
| Sortino | -0.59 | 0.37 |
| Payoff Ratio | 0.89 | 0.89 |
| Profit Factor | 0.81 | 1.04 |
| Common Sense Ratio | 0.49 | 1.06 |
| CPC Index | 0.34 | 0.47 |
| Tail Ratio | 0.61 | 1.02 |
| Outlier Win Ratio | 55.33 | 2.76 |
| Outlier Loss Ratio | 3.32 | 3.11 |
| Volatility (ann.) | 10.43% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.54 | 0.2 |
| Skew | -2.75 | -0.05 |
| Kurtosis | 50.51 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.68% | 0.94% |
| Expected Yearly % | -12.68% | 7.73% |
| Kelly Criterion | -13.47% | -4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.02% |
| Expected Shortfall (cVaR) | -0.91% | -3.02% |
| Year | 11924274:ETHUSD | 11924274:ethusd:triple_med_gx:lsma160_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.23 | 0.93 | + |
| 2025 | 31.97 | -14.12 | -0.44 | - |
| Metric | 11924274:ethusd:triple_med_gx:lsma160_70 | 11924274:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.03% | 73.76% |
| 6M | 4.01% | 98.28% |
| YTD | -14.12% | 31.97% |
| 1Y | -19.66% | 74.9% |
| 3Y (ann.) | -19.48% | 12.63% |
| 5Y (ann.) | -19.48% | 12.63% |
| Metric | 11924274:ethusd:triple_med_gx:lsma160_70 | 11924274:ETHUSD |
|---|---|---|
| Max Drawdown | -36.4% | -63.95% |
| Longest DD Days | 372.0 | 235.0 |
| Avg. Drawdown | -8.34% | -13.15% |
| Avg. Drawdown Days | 82.0 | 37.0 |
| Recovery Factor | -0.65 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -36.40 | 372 |
| 2024-07-17 | 2024-08-23 | -3.57 | 36 |
| 2024-08-23 | 2024-08-23 | -0.82 | 0 |
| 2024-07-16 | 2024-07-17 | -0.58 | 0 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| Metric | 11924274:ethusd:triple_med_gx:lsma160_70 | 11924274:ETHUSD |
|---|---|---|
| Best Day | 4.22% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 18.01% | 27.26% |
| Worst Week | -15.98% | -20.52% |
| Best Month | 18.01% | 48.75% |
| Worst Month | -18.29% | -32.24% |
| Best Year | -11.23% | 31.97% |
| Worst Year | -14.12% | -12.05% |
| Avg. Up Day | 1.07% | 1.07% |
| Avg. Down Day | -1.21% | -1.2% |
| Avg. Up Week | 9.23% | 9.2% |
| Avg. Down Week | -5.66% | -7.34% |
| Avg. Up Month | 18.01% | 48.75% |
| Avg. Down Month | -7.1% | -16.43% |
| Win Days % | 46.7% | 50.85% |
| Win Month % | 30.0% | 37.5% |
| Win Week % | 26.67% | 53.73% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |