| Metric | 11958506:ethusd:triple_med_gx:lsma85_110 | 11958506:ETHUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -13.84% | 16.06% |
| Max Drawdown | -39.54% | -63.95% |
| Sharpe | 0.01 | 0.26 |
| Sortino | 0.01 | 0.37 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.5 | 0.53 |
| Tail Ratio | 0.97 | 1.02 |
| Outlier Win Ratio | 12.31 | 3.5 |
| Outlier Loss Ratio | 3.85 | 3.93 |
| Volatility (ann.) | 25.03% | 35.34% |
| R^2 | 0.5 | 0.5 |
| Calmar | -0.28 | 0.2 |
| Skew | -0.03 | -0.05 |
| Kurtosis | 25.29 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.93% | 0.94% |
| Expected Yearly % | -7.18% | 7.73% |
| Kelly Criterion | -1.23% | 1.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -3.02% |
| Expected Shortfall (cVaR) | -2.15% | -3.02% |
| Year | 11958506:ETHUSD | 11958506:ethusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -16.05 | 1.33 | - |
| 2025 | 31.97 | 2.63 | 0.08 | - |
| Metric | 11958506:ethusd:triple_med_gx:lsma85_110 | 11958506:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 23.28% | 73.76% |
| 6M | -4.34% | 98.28% |
| YTD | 2.63% | 31.97% |
| 1Y | 17.18% | 74.9% |
| 3Y (ann.) | -11.22% | 12.63% |
| 5Y (ann.) | -11.22% | 12.63% |
| Metric | 11958506:ethusd:triple_med_gx:lsma85_110 | 11958506:ETHUSD |
|---|---|---|
| Max Drawdown | -39.54% | -63.95% |
| Longest DD Days | 193.0 | 235.0 |
| Avg. Drawdown | -33.52% | -13.15% |
| Avg. Drawdown Days | 150.0 | 37.0 |
| Recovery Factor | -0.35 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-09-01 | -39.54 | 182 |
| 2024-06-05 | 2024-12-16 | -37.85 | 193 |
| 2024-12-16 | 2025-03-02 | -23.17 | 75 |
| Metric | 11958506:ethusd:triple_med_gx:lsma85_110 | 11958506:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 15.22% | 27.26% |
| Worst Week | -13.61% | -20.52% |
| Best Month | 23.96% | 48.75% |
| Worst Month | -16.37% | -32.24% |
| Best Year | 2.63% | 31.97% |
| Worst Year | -16.05% | -12.05% |
| Avg. Up Day | 1.3% | 1.3% |
| Avg. Down Day | -1.29% | -1.3% |
| Avg. Up Week | 4.93% | 6.41% |
| Avg. Down Week | -5.48% | -7.74% |
| Avg. Up Month | 9.5% | 26.8% |
| Avg. Down Month | -14.18% | -12.36% |
| Win Days % | 49.24% | 50.85% |
| Win Month % | 56.25% | 37.5% |
| Win Week % | 51.06% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |