| Metric | 11949505:ethusd:triple_med_gx:lsma120_100 | 11949505:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -3.47% | 16.06% |
| Max Drawdown | -19.71% | -63.95% |
| Sharpe | -0.04 | 0.26 |
| Sortino | -0.06 | 0.37 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.98 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.45 | 0.48 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 72.79 | 2.64 |
| Outlier Loss Ratio | 3.4 | 2.81 |
| Volatility (ann.) | 8.33% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.14 | 0.2 |
| Skew | -0.99 | -0.05 |
| Kurtosis | 55.45 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.22% | 0.94% |
| Expected Yearly % | -1.75% | 7.73% |
| Kelly Criterion | -6.34% | -3.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -3.02% |
| Expected Shortfall (cVaR) | -0.72% | -3.02% |
| Year | 11949505:ETHUSD | 11949505:ethusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 6.97 | -0.58 | + |
| 2025 | 31.97 | -9.76 | -0.31 | - |
| Metric | 11949505:ethusd:triple_med_gx:lsma120_100 | 11949505:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.32% | 73.76% |
| 6M | -0.11% | 98.28% |
| YTD | -9.76% | 31.97% |
| 1Y | -4.27% | 74.9% |
| 3Y (ann.) | -2.78% | 12.63% |
| 5Y (ann.) | -2.78% | 12.63% |
| Metric | 11949505:ethusd:triple_med_gx:lsma120_100 | 11949505:ETHUSD |
|---|---|---|
| Max Drawdown | -19.71% | -63.95% |
| Longest DD Days | 293.0 | 235.0 |
| Avg. Drawdown | -4.0% | -13.15% |
| Avg. Drawdown Days | 53.0 | 37.0 |
| Recovery Factor | -0.18 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-09-01 | -19.71 | 293 |
| 2024-10-21 | 2024-11-11 | -4.91 | 21 |
| 2024-07-19 | 2024-09-20 | -3.30 | 63 |
| 2024-09-22 | 2024-10-20 | -1.52 | 28 |
| 2024-07-01 | 2024-07-18 | -1.39 | 17 |
| 2024-09-21 | 2024-09-21 | -0.67 | 0 |
| 2024-09-20 | 2024-09-20 | -0.32 | 0 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11949505:ethusd:triple_med_gx:lsma120_100 | 11949505:ETHUSD |
|---|---|---|
| Best Day | 4.34% | 12.3% |
| Worst Day | -5.29% | -14.0% |
| Best Week | 8.85% | 27.26% |
| Worst Week | -13.22% | -20.52% |
| Best Month | 8.85% | 48.75% |
| Worst Month | -9.88% | -32.24% |
| Best Year | 6.97% | 31.97% |
| Worst Year | -9.76% | -12.05% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -1.12% | -1.19% |
| Avg. Up Week | 4.09% | 9.34% |
| Avg. Down Week | -4.64% | -9.15% |
| Avg. Up Month | 6.24% | 33.21% |
| Avg. Down Month | -5.45% | -16.97% |
| Win Days % | 48.37% | 50.85% |
| Win Month % | 53.33% | 37.5% |
| Win Week % | 52.17% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |