| Metric | 11963953:ethusd:triple_med_gx:lsma95_115 | 11963953:ETHUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -28.46% | 16.06% |
| Max Drawdown | -46.56% | -63.95% |
| Sharpe | -0.16 | 0.26 |
| Sortino | -0.22 | 0.37 |
| Payoff Ratio | 0.98 | 0.96 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.46 | 0.51 |
| Tail Ratio | 0.98 | 1.02 |
| Outlier Win Ratio | 12.71 | 3.41 |
| Outlier Loss Ratio | 3.88 | 3.85 |
| Volatility (ann.) | 23.98% | 35.34% |
| R^2 | 0.46 | 0.46 |
| Calmar | -0.5 | 0.2 |
| Skew | -0.35 | -0.05 |
| Kurtosis | 26.44 | 8.2 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.07% | 0.94% |
| Expected Yearly % | -15.42% | 7.73% |
| Kelly Criterion | -3.65% | -0.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.07% | -3.02% |
| Expected Shortfall (cVaR) | -2.07% | -3.02% |
| Year | 11963953:ETHUSD | 11963953:ethusd:triple_med_gx:lsma95_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -17.01 | 1.41 | - |
| 2025 | 31.97 | -13.80 | -0.43 | - |
| Metric | 11963953:ethusd:triple_med_gx:lsma95_115 | 11963953:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 14.99% | 73.76% |
| 6M | -11.94% | 98.28% |
| YTD | -13.8% | 31.97% |
| 1Y | -12.47% | 74.9% |
| 3Y (ann.) | -23.47% | 12.63% |
| 5Y (ann.) | -23.47% | 12.63% |
| Metric | 11963953:ethusd:triple_med_gx:lsma95_115 | 11963953:ETHUSD |
|---|---|---|
| Max Drawdown | -46.56% | -63.95% |
| Longest DD Days | 395.0 | 235.0 |
| Avg. Drawdown | -14.8% | -13.15% |
| Avg. Drawdown Days | 108.0 | 37.0 |
| Recovery Factor | -0.61 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-09-01 | -46.56 | 395 |
| 2024-06-07 | 2024-07-14 | -9.90 | 36 |
| 2024-08-01 | 2024-08-01 | -2.36 | 0 |
| 2024-07-14 | 2024-07-14 | -0.39 | 0 |
| Metric | 11963953:ethusd:triple_med_gx:lsma95_115 | 11963953:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 18.08% | 27.26% |
| Worst Week | -13.88% | -20.52% |
| Best Month | 25.65% | 48.75% |
| Worst Month | -23.95% | -32.24% |
| Best Year | -13.8% | 31.97% |
| Worst Year | -17.01% | -12.05% |
| Avg. Up Day | 1.24% | 1.24% |
| Avg. Down Day | -1.26% | -1.29% |
| Avg. Up Week | 4.75% | 6.37% |
| Avg. Down Week | -6.2% | -7.06% |
| Avg. Up Month | 12.01% | 28.74% |
| Avg. Down Month | -10.71% | -13.59% |
| Win Days % | 48.73% | 50.85% |
| Win Month % | 43.75% | 37.5% |
| Win Week % | 52.17% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |