| Metric | 11939493:ethusd:triple_med_gx:lsma80_90 | 11939493:ETHUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | -18.49% | 16.06% |
| Max Drawdown | -53.96% | -63.95% |
| Sharpe | -0.01 | 0.26 |
| Sortino | -0.01 | 0.37 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 0.98 | 1.06 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | 0.98 | 1.02 |
| Outlier Win Ratio | 10.74 | 3.73 |
| Outlier Loss Ratio | 4.1 | 4.32 |
| Volatility (ann.) | 27.6% | 35.34% |
| R^2 | 0.61 | 0.61 |
| Calmar | -0.28 | 0.2 |
| Skew | -0.29 | -0.05 |
| Kurtosis | 20.53 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.27% | 0.94% |
| Expected Yearly % | -9.72% | 7.73% |
| Kelly Criterion | -2.09% | 0.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.38% | -3.02% |
| Expected Shortfall (cVaR) | -2.38% | -3.02% |
| Year | 11939493:ETHUSD | 11939493:ethusd:triple_med_gx:lsma80_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -18.91 | 1.57 | - |
| 2025 | 31.97 | 0.51 | 0.02 | - |
| Metric | 11939493:ethusd:triple_med_gx:lsma80_90 | 11939493:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 20.09% | 73.76% |
| 6M | 12.14% | 98.28% |
| YTD | 0.51% | 31.97% |
| 1Y | 30.65% | 74.9% |
| 3Y (ann.) | -15.07% | 12.63% |
| 5Y (ann.) | -15.07% | 12.63% |
| Metric | 11939493:ethusd:triple_med_gx:lsma80_90 | 11939493:ETHUSD |
|---|---|---|
| Max Drawdown | -53.96% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -18.43% | -13.15% |
| Avg. Drawdown Days | 151.0 | 37.0 |
| Recovery Factor | -0.34 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -53.96 | 452 |
| 2024-06-03 | 2024-06-04 | -0.69 | 1 |
| 2024-06-04 | 2024-06-05 | -0.63 | 0 |
| Metric | 11939493:ethusd:triple_med_gx:lsma80_90 | 11939493:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 29.25% | 27.26% |
| Worst Week | -20.52% | -20.52% |
| Best Month | 29.58% | 48.75% |
| Worst Month | -24.4% | -32.24% |
| Best Year | 0.51% | 31.97% |
| Worst Year | -18.91% | -12.05% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.35% | -1.38% |
| Avg. Up Week | 6.29% | 7.72% |
| Avg. Down Week | -7.61% | -8.62% |
| Avg. Up Month | 15.44% | 26.8% |
| Avg. Down Month | -13.84% | -14.27% |
| Win Days % | 49.11% | 50.85% |
| Win Month % | 43.75% | 37.5% |
| Win Week % | 53.85% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |