| Metric | 11963924:ethusd:triple_med_gx:lsma30_115 | 11963924:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -23.63% | 16.06% |
| Max Drawdown | -36.51% | -63.95% |
| Sharpe | -0.15 | 0.26 |
| Sortino | -0.21 | 0.37 |
| Payoff Ratio | 0.92 | 0.89 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.44 | 0.47 |
| Tail Ratio | 1.0 | 1.02 |
| Outlier Win Ratio | 17.97 | 3.19 |
| Outlier Loss Ratio | 3.53 | 3.72 |
| Volatility (ann.) | 20.89% | 35.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.53 | 0.2 |
| Skew | -0.4 | -0.05 |
| Kurtosis | 39.34 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.67% | 0.94% |
| Expected Yearly % | -12.61% | 7.73% |
| Kelly Criterion | -4.58% | -4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.02% |
| Expected Shortfall (cVaR) | -1.81% | -3.02% |
| Year | 11963924:ETHUSD | 11963924:ethusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -19.52 | 1.62 | - |
| 2025 | 31.97 | -5.11 | -0.16 | - |
| Metric | 11963924:ethusd:triple_med_gx:lsma30_115 | 11963924:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 4.08% | 73.76% |
| 6M | -10.22% | 98.28% |
| YTD | -5.11% | 31.97% |
| 1Y | -10.38% | 74.9% |
| 3Y (ann.) | -19.37% | 12.63% |
| 5Y (ann.) | -19.37% | 12.63% |
| Metric | 11963924:ethusd:triple_med_gx:lsma30_115 | 11963924:ETHUSD |
|---|---|---|
| Max Drawdown | -36.51% | -63.95% |
| Longest DD Days | 395.0 | 235.0 |
| Avg. Drawdown | -9.83% | -13.15% |
| Avg. Drawdown Days | 85.0 | 37.0 |
| Recovery Factor | -0.65 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-09-01 | -36.51 | 395 |
| 2024-06-07 | 2024-07-09 | -9.11 | 31 |
| 2024-08-01 | 2024-08-01 | -2.36 | 0 |
| 2024-07-09 | 2024-07-10 | -0.99 | 0 |
| 2024-07-10 | 2024-07-11 | -0.18 | 1 |
| Metric | 11963924:ethusd:triple_med_gx:lsma30_115 | 11963924:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 14.89% | 27.26% |
| Worst Week | -13.88% | -20.52% |
| Best Month | 11.65% | 48.75% |
| Worst Month | -17.01% | -32.24% |
| Best Year | -5.11% | 31.97% |
| Worst Year | -19.52% | -12.05% |
| Avg. Up Day | 1.24% | 1.25% |
| Avg. Down Day | -1.35% | -1.4% |
| Avg. Up Week | 4.24% | 5.72% |
| Avg. Down Week | -6.43% | -8.41% |
| Avg. Up Month | 6.14% | 22.07% |
| Avg. Down Month | -9.11% | -15.7% |
| Win Days % | 50.0% | 50.85% |
| Win Month % | 46.67% | 37.5% |
| Win Week % | 53.85% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |