| Metric | 11936416:ethusd:triple_med_gx:lsma100_85 | 11936416:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 3.54% | 16.06% |
| Max Drawdown | -15.78% | -63.95% |
| Sharpe | 0.13 | 0.26 |
| Sortino | 0.23 | 0.37 |
| Payoff Ratio | 1.44 | 1.46 |
| Profit Factor | 1.1 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.77 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 100.51 | 2.42 |
| Outlier Loss Ratio | 3.68 | 2.55 |
| Volatility (ann.) | 7.89% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.18 | 0.2 |
| Skew | 13.76 | -0.05 |
| Kurtosis | 451.51 | 8.2 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.22% | 0.94% |
| Expected Yearly % | 1.75% | 7.73% |
| Kelly Criterion | -1.99% | 17.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -3.02% |
| Expected Shortfall (cVaR) | -0.68% | -3.02% |
| Year | 11936416:ETHUSD | 11936416:ethusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -3.32 | 0.28 | + |
| 2025 | 31.97 | 7.09 | 0.22 | - |
| Metric | 11936416:ethusd:triple_med_gx:lsma100_85 | 11936416:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 5.55% | 73.76% |
| 6M | 8.45% | 98.28% |
| YTD | 7.09% | 31.97% |
| 1Y | 0.22% | 74.9% |
| 3Y (ann.) | 2.81% | 12.63% |
| 5Y (ann.) | 2.81% | 12.63% |
| Metric | 11936416:ethusd:triple_med_gx:lsma100_85 | 11936416:ETHUSD |
|---|---|---|
| Max Drawdown | -15.78% | -63.95% |
| Longest DD Days | 315.0 | 235.0 |
| Avg. Drawdown | -4.7% | -13.15% |
| Avg. Drawdown Days | 88.0 | 37.0 |
| Recovery Factor | 0.22 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-20 | 2025-09-01 | -15.78 | 315 |
| 2024-07-15 | 2024-08-23 | -2.51 | 38 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-09-21 | 2024-09-21 | -0.18 | 0 |
| Metric | 11936416:ethusd:triple_med_gx:lsma100_85 | 11936416:ETHUSD |
|---|---|---|
| Best Day | 12.3% | 12.3% |
| Worst Day | -4.17% | -14.0% |
| Best Week | 5.87% | 27.26% |
| Worst Week | -8.34% | -20.52% |
| Best Month | 5.77% | 48.75% |
| Worst Month | -8.34% | -32.24% |
| Best Year | 7.09% | 31.97% |
| Worst Year | -3.32% | -12.05% |
| Avg. Up Day | 1.43% | 1.45% |
| Avg. Down Day | -0.99% | -0.99% |
| Avg. Up Week | 2.88% | 9.54% |
| Avg. Down Week | -4.23% | -7.34% |
| Avg. Up Month | 2.6% | 23.68% |
| Avg. Down Month | -4.16% | -3.35% |
| Win Days % | 39.78% | 50.85% |
| Win Month % | 63.64% | 37.5% |
| Win Week % | 60.0% | 53.73% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |