| Metric | 11768822:ethusd:triple_med_gx:lsma55_15 | 11768822:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 45.0% | 20.67% |
| Max Drawdown | -24.11% | -64.23% |
| Sharpe | 0.32 | 0.21 |
| Sortino | 0.48 | 0.31 |
| Payoff Ratio | 1.27 | 0.94 |
| Profit Factor | 1.14 | 1.04 |
| Common Sense Ratio | 1.89 | 1.04 |
| CPC Index | 0.63 | 0.49 |
| Tail Ratio | 1.65 | 1.0 |
| Outlier Win Ratio | 39.49 | 3.07 |
| Outlier Loss Ratio | 4.65 | 3.26 |
| Volatility (ann.) | 11.64% | 33.53% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.53 | 0.1 |
| Skew | 1.76 | 0.25 |
| Kurtosis | 73.54 | 8.88 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.98% | 0.5% |
| Expected Yearly % | 9.73% | 4.81% |
| Kelly Criterion | -1.15% | -2.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.87% |
| Expected Shortfall (cVaR) | -0.99% | -2.87% |
| Year | 11768822:ETHUSD | 11768822:ethusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.51 | 26.71 | -0.63 | + |
| 2023 | 91.16 | 1.83 | 0.02 | - |
| 2024 | 45.75 | -5.26 | -0.11 | - |
| 2025 | -24.66 | 18.62 | -0.75 | + |
| Metric | 11768822:ethusd:triple_med_gx:lsma55_15 | 11768822:ETHUSD |
|---|---|---|
| MTD | 0.66% | -0.81% |
| 3M | 31.33% | 21.99% |
| 6M | 16.36% | -30.79% |
| YTD | 18.62% | -24.66% |
| 1Y | 24.32% | -27.95% |
| 3Y (ann.) | 13.43% | 36.13% |
| 5Y (ann.) | 12.76% | 6.26% |
| Metric | 11768822:ethusd:triple_med_gx:lsma55_15 | 11768822:ETHUSD |
|---|---|---|
| Max Drawdown | -24.11% | -64.23% |
| Longest DD Days | 644.0 | 464.0 |
| Avg. Drawdown | -4.61% | -9.45% |
| Avg. Drawdown Days | 45.0 | 46.0 |
| Recovery Factor | 1.87 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-21 | -24.11 | 155 |
| 2023-03-02 | 2024-12-05 | -18.63 | 644 |
| 2022-11-08 | 2023-02-07 | -11.88 | 91 |
| 2022-09-13 | 2022-10-25 | -9.92 | 42 |
| 2022-08-21 | 2022-09-09 | -8.42 | 18 |
| 2022-05-26 | 2022-07-13 | -7.54 | 47 |
| 2024-12-05 | 2024-12-17 | -6.63 | 11 |
| 2022-07-28 | 2022-08-10 | -6.63 | 13 |
| 2023-02-21 | 2023-03-01 | -4.13 | 7 |
| 2022-07-14 | 2022-07-14 | -3.06 | 0 |
| Metric | 11768822:ethusd:triple_med_gx:lsma55_15 | 11768822:ETHUSD |
|---|---|---|
| Best Day | 10.45% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 14.25% | 27.26% |
| Worst Week | -9.76% | -34.61% |
| Best Month | 21.08% | 56.93% |
| Worst Month | -8.63% | -44.86% |
| Best Year | 26.71% | 91.16% |
| Worst Year | -5.26% | -42.51% |
| Avg. Up Day | 1.16% | 1.2% |
| Avg. Down Day | -0.91% | -1.27% |
| Avg. Up Week | 4.05% | 7.82% |
| Avg. Down Week | -3.27% | -7.09% |
| Avg. Up Month | 7.04% | 23.4% |
| Avg. Down Month | -4.3% | -12.21% |
| Win Days % | 43.45% | 50.21% |
| Win Month % | 54.05% | 47.37% |
| Win Week % | 49.0% | 51.52% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |