| Metric | 11966025:ethusd:triple_med_gx:lsma130_115 | 11966025:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -7.14% | 16.06% |
| Max Drawdown | -17.45% | -63.95% |
| Sharpe | -0.09 | 0.26 |
| Sortino | -0.13 | 0.37 |
| Payoff Ratio | 1.03 | 0.92 |
| Profit Factor | 0.94 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.44 | 0.49 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 74.46 | 2.52 |
| Outlier Loss Ratio | 2.48 | 2.83 |
| Volatility (ann.) | 10.7% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.33 | 0.2 |
| Skew | 3.47 | -0.05 |
| Kurtosis | 157.42 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.46% | 0.94% |
| Expected Yearly % | -3.64% | 7.73% |
| Kelly Criterion | -6.96% | -2.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.02% |
| Expected Shortfall (cVaR) | -0.92% | -3.02% |
| Year | 11966025:ETHUSD | 11966025:ethusd:triple_med_gx:lsma130_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.74 | 0.39 | + |
| 2025 | 31.97 | -2.52 | -0.08 | - |
| Metric | 11966025:ethusd:triple_med_gx:lsma130_115 | 11966025:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 3.01% | 73.76% |
| 6M | 3.66% | 98.28% |
| YTD | -2.52% | 31.97% |
| 1Y | -7.68% | 74.9% |
| 3Y (ann.) | -5.75% | 12.63% |
| 5Y (ann.) | -5.75% | 12.63% |
| Metric | 11966025:ethusd:triple_med_gx:lsma130_115 | 11966025:ETHUSD |
|---|---|---|
| Max Drawdown | -17.45% | -63.95% |
| Longest DD Days | 367.0 | 235.0 |
| Avg. Drawdown | -8.81% | -13.15% |
| Avg. Drawdown Days | 184.0 | 37.0 |
| Recovery Factor | -0.41 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-29 | 2025-09-01 | -17.45 | 367 |
| 2024-08-28 | 2024-08-28 | -0.18 | 0 |
| Metric | 11966025:ethusd:triple_med_gx:lsma130_115 | 11966025:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 7.63% | 27.26% |
| Worst Week | -8.24% | -20.52% |
| Best Month | 7.63% | 48.75% |
| Worst Month | -5.46% | -32.24% |
| Best Year | -2.52% | 31.97% |
| Worst Year | -4.74% | -12.05% |
| Avg. Up Day | 1.58% | 1.6% |
| Avg. Down Day | -1.52% | -1.73% |
| Avg. Up Week | 4.11% | 15.19% |
| Avg. Down Week | -3.68% | -8.68% |
| Avg. Up Month | 7.63% | 48.75% |
| Avg. Down Month | -2.87% | -13.74% |
| Win Days % | 45.63% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |