| Metric | 11993897:ethusd:triple_med_gx:lsma50_145 | 11993897:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -35.69% | -52.1% |
| Max Drawdown | -37.87% | -63.95% |
| Sharpe | -0.71 | -0.38 |
| Sortino | -0.87 | -0.52 |
| Payoff Ratio | 0.97 | 0.91 |
| Profit Factor | 0.78 | 0.94 |
| Common Sense Ratio | 0.69 | 0.87 |
| CPC Index | 0.32 | 0.42 |
| Tail Ratio | 0.89 | 0.92 |
| Outlier Win Ratio | 28.39 | 2.91 |
| Outlier Loss Ratio | 3.8 | 3.35 |
| Volatility (ann.) | 15.35% | 35.66% |
| R^2 | 0.18 | 0.18 |
| Calmar | -1.01 | -0.86 |
| Skew | -3.64 | -0.34 |
| Kurtosis | 57.88 | 8.95 |
| Expected Daily % | -0.03% | -0.06% |
| Expected Monthly % | -3.61% | -5.95% |
| Expected Yearly % | -19.81% | -30.79% |
| Kelly Criterion | -17.19% | -6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.11% |
| Expected Shortfall (cVaR) | -1.35% | -3.11% |
| Year | 11993897:ETHUSD | 11993897:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -25.99 | 2.16 | - |
| 2025 | -45.53 | -13.11 | 0.29 | + |
| Metric | 11993897:ethusd:triple_med_gx:lsma50_145 | 11993897:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -16.25% | -41.03% |
| 6M | -22.44% | -31.24% |
| YTD | -13.11% | -45.53% |
| 1Y | -35.69% | -52.1% |
| 3Y (ann.) | -38.27% | -55.26% |
| 5Y (ann.) | -38.27% | -55.26% |
| Metric | 11993897:ethusd:triple_med_gx:lsma50_145 | 11993897:ETHUSD |
|---|---|---|
| Max Drawdown | -37.87% | -63.95% |
| Longest DD Days | 329.0 | 182.0 |
| Avg. Drawdown | -37.87% | -17.79% |
| Avg. Drawdown Days | 329.0 | 47.0 |
| Recovery Factor | -0.94 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-05-01 | -37.87 | 329 |
| Metric | 11993897:ethusd:triple_med_gx:lsma50_145 | 11993897:ETHUSD |
|---|---|---|
| Best Day | 5.61% | 12.24% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 8.44% | 18.08% |
| Worst Week | -18.14% | -20.52% |
| Best Month | 3.75% | 47.37% |
| Worst Month | -15.5% | -32.24% |
| Best Year | -13.11% | -12.05% |
| Worst Year | -25.99% | -45.53% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.21% | -1.32% |
| Avg. Up Week | 2.96% | 7.96% |
| Avg. Down Week | -5.78% | -9.05% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -7.85% | -13.56% |
| Win Days % | 42.21% | 49.36% |
| Win Month % | 27.27% | 25.0% |
| Win Week % | 41.94% | 46.94% |
| Win Quarter % | 0.0% | 20.0% |
| Win Year % | 0.0% | 0.0% |