| Metric | 11951727:ethusd:triple_med_gx:lsma55_105 | 11951727:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -45.98% | 16.06% |
| Max Drawdown | -51.05% | -63.95% |
| Sharpe | -0.82 | 0.26 |
| Sortino | -1.01 | 0.37 |
| Payoff Ratio | 0.86 | 0.82 |
| Profit Factor | 0.72 | 1.04 |
| Common Sense Ratio | 0.56 | 1.06 |
| CPC Index | 0.27 | 0.44 |
| Tail Ratio | 0.78 | 1.02 |
| Outlier Win Ratio | 39.24 | 2.86 |
| Outlier Loss Ratio | 3.54 | 3.23 |
| Volatility (ann.) | 13.75% | 35.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.76 | 0.2 |
| Skew | -3.79 | -0.05 |
| Kurtosis | 74.94 | 8.2 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.78% | 0.94% |
| Expected Yearly % | -26.5% | 7.73% |
| Kelly Criterion | -21.36% | -8.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.02% |
| Expected Shortfall (cVaR) | -1.21% | -3.02% |
| Year | 11951727:ETHUSD | 11951727:ethusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -25.44 | 2.11 | - |
| 2025 | 31.97 | -27.54 | -0.86 | - |
| Metric | 11951727:ethusd:triple_med_gx:lsma55_105 | 11951727:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 7.23% | 73.76% |
| 6M | -22.39% | 98.28% |
| YTD | -27.54% | 31.97% |
| 1Y | -37.99% | 74.9% |
| 3Y (ann.) | -38.85% | 12.63% |
| 5Y (ann.) | -38.85% | 12.63% |
| Metric | 11951727:ethusd:triple_med_gx:lsma55_105 | 11951727:ETHUSD |
|---|---|---|
| Max Drawdown | -51.05% | -63.95% |
| Longest DD Days | 452.0 | 235.0 |
| Avg. Drawdown | -25.62% | -13.15% |
| Avg. Drawdown Days | 226.0 | 37.0 |
| Recovery Factor | -0.9 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -51.05 | 452 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11951727:ethusd:triple_med_gx:lsma55_105 | 11951727:ETHUSD |
|---|---|---|
| Best Day | 7.85% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 12.09% | 27.26% |
| Worst Week | -18.54% | -20.52% |
| Best Month | 9.63% | 48.75% |
| Worst Month | -16.66% | -32.24% |
| Best Year | -25.44% | 31.97% |
| Worst Year | -27.54% | -12.05% |
| Avg. Up Day | 1.04% | 1.06% |
| Avg. Down Day | -1.21% | -1.29% |
| Avg. Up Week | 3.33% | 7.18% |
| Avg. Down Week | -6.42% | -7.78% |
| Avg. Up Month | 8.84% | 33.06% |
| Avg. Down Month | -7.68% | -12.9% |
| Win Days % | 43.87% | 50.85% |
| Win Month % | 26.67% | 37.5% |
| Win Week % | 45.71% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |