| Metric | 11928506:ethusd:triple_med_gx:lsma155_75 | 11928506:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -20.4% | 16.06% |
| Max Drawdown | -37.63% | -63.95% |
| Sharpe | -0.39 | 0.26 |
| Sortino | -0.5 | 0.37 |
| Payoff Ratio | 0.88 | 0.87 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | 0.69 | 1.06 |
| CPC Index | 0.36 | 0.46 |
| Tail Ratio | 0.82 | 1.02 |
| Outlier Win Ratio | 55.17 | 2.74 |
| Outlier Loss Ratio | 3.1 | 3.0 |
| Volatility (ann.) | 10.28% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.44 | 0.2 |
| Skew | -2.81 | -0.05 |
| Kurtosis | 52.65 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.42% | 0.94% |
| Expected Yearly % | -10.78% | 7.73% |
| Kelly Criterion | -10.17% | -5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -3.02% |
| Expected Shortfall (cVaR) | -0.9% | -3.02% |
| Year | 11928506:ETHUSD | 11928506:ethusd:triple_med_gx:lsma155_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -10.74 | 0.89 | + |
| 2025 | 31.97 | -10.83 | -0.34 | - |
| Metric | 11928506:ethusd:triple_med_gx:lsma155_75 | 11928506:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.21% | 73.76% |
| 6M | 11.61% | 98.28% |
| YTD | -10.83% | 31.97% |
| 1Y | -15.63% | 74.9% |
| 3Y (ann.) | -16.66% | 12.63% |
| 5Y (ann.) | -16.66% | 12.63% |
| Metric | 11928506:ethusd:triple_med_gx:lsma155_75 | 11928506:ETHUSD |
|---|---|---|
| Max Drawdown | -37.63% | -63.95% |
| Longest DD Days | 372.0 | 235.0 |
| Avg. Drawdown | -10.42% | -13.15% |
| Avg. Drawdown Days | 102.0 | 37.0 |
| Recovery Factor | -0.54 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -37.63 | 372 |
| 2024-07-17 | 2024-08-23 | -3.55 | 37 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-16 | 2024-07-17 | -0.18 | 0 |
| Metric | 11928506:ethusd:triple_med_gx:lsma155_75 | 11928506:ETHUSD |
|---|---|---|
| Best Day | 4.22% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 18.76% | 27.26% |
| Worst Week | -15.98% | -20.52% |
| Best Month | 18.76% | 48.75% |
| Worst Month | -18.49% | -32.24% |
| Best Year | -10.74% | 31.97% |
| Worst Year | -10.83% | -12.05% |
| Avg. Up Day | 1.06% | 1.06% |
| Avg. Down Day | -1.21% | -1.22% |
| Avg. Up Week | 8.83% | 9.2% |
| Avg. Down Week | -5.91% | -7.78% |
| Avg. Up Month | 18.76% | 48.75% |
| Avg. Down Month | -7.09% | -16.43% |
| Win Days % | 48.54% | 50.85% |
| Win Month % | 22.22% | 37.5% |
| Win Week % | 28.57% | 53.73% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |