| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -3.08% | 192.16% |
| Max Drawdown | -65.46% | -64.23% |
| Sharpe | 0.08 | 0.4 |
| Sortino | 0.12 | 0.59 |
| Payoff Ratio | 1.25 | 0.96 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.07 | 1.09 |
| CPC Index | 0.53 | 0.52 |
| Tail Ratio | 1.04 | 1.02 |
| Outlier Win Ratio | 24.94 | 3.58 |
| Outlier Loss Ratio | 4.16 | 3.77 |
| Volatility (ann.) | 18.76% | 33.0% |
| R^2 | 0.32 | 0.32 |
| Calmar | -0.01 | 0.58 |
| Skew | 1.96 | 0.39 |
| Kurtosis | 62.24 | 9.05 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.59% |
| Expected Yearly % | -0.78% | 30.74% |
| Kelly Criterion | -5.94% | -1.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -2.81% |
| Expected Shortfall (cVaR) | -1.61% | -2.81% |
| Year | 11767767:ETHUSD | 11767767:ethusd:triple_med_gx:lsma170_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.02 | 71.51 | -70.10 | + |
| 2023 | 91.16 | 2.87 | 0.03 | - |
| 2024 | 45.75 | -35.37 | -0.77 | - |
| 2025 | 5.94 | -15.00 | -2.53 | - |
| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| MTD | -5.11% | -8.28% |
| 3M | -9.64% | -5.16% |
| 6M | 41.5% | 95.03% |
| YTD | -15.0% | 5.94% |
| 1Y | -18.25% | 43.62% |
| 3Y (ann.) | -18.41% | 32.06% |
| 5Y (ann.) | -0.92% | 37.18% |
| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| Max Drawdown | -65.46% | -64.23% |
| Longest DD Days | 623.0 | 515.0 |
| Avg. Drawdown | -6.74% | -8.54% |
| Avg. Drawdown Days | 52.0 | 28.0 |
| Recovery Factor | -0.05 | 2.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-19 | 2025-11-04 | -65.46 | 623 |
| 2022-12-14 | 2024-02-14 | -24.03 | 427 |
| 2022-06-16 | 2022-06-20 | -16.43 | 4 |
| 2022-08-19 | 2022-10-25 | -11.06 | 67 |
| 2022-06-15 | 2022-06-15 | -7.82 | 0 |
| 2022-07-20 | 2022-07-27 | -6.43 | 7 |
| 2022-06-20 | 2022-07-13 | -4.83 | 23 |
| 2022-10-27 | 2022-10-29 | -4.36 | 2 |
| 2022-07-19 | 2022-07-20 | -3.23 | 1 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| Metric | 11767767:ethusd:triple_med_gx:lsma170_10 | 11767767:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 23.72% | 27.26% |
| Worst Week | -14.31% | -21.87% |
| Best Month | 47.36% | 56.93% |
| Worst Month | -21.32% | -32.24% |
| Best Year | 71.51% | 91.16% |
| Worst Year | -35.37% | -1.02% |
| Avg. Up Day | 1.46% | 1.49% |
| Avg. Down Day | -1.17% | -1.56% |
| Avg. Up Week | 5.53% | 9.21% |
| Avg. Down Week | -4.19% | -7.31% |
| Avg. Up Month | 15.05% | 24.85% |
| Avg. Down Month | -7.87% | -9.63% |
| Win Days % | 41.17% | 50.52% |
| Win Month % | 39.47% | 47.62% |
| Win Week % | 46.02% | 52.49% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 50.0% | 75.0% |