| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -24.88% | 140.45% |
| Max Drawdown | -71.58% | -64.23% |
| Sharpe | -0.01 | 0.36 |
| Sortino | -0.02 | 0.52 |
| Payoff Ratio | 1.18 | 0.98 |
| Profit Factor | 1.0 | 1.06 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.5 | 0.52 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 21.29 | 3.57 |
| Outlier Loss Ratio | 4.2 | 3.95 |
| Volatility (ann.) | 19.45% | 33.22% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.11 | 0.46 |
| Skew | 1.07 | 0.34 |
| Kurtosis | 37.97 | 8.97 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.68% | 2.11% |
| Expected Yearly % | -6.9% | 24.53% |
| Kelly Criterion | -5.73% | -0.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -2.83% |
| Expected Shortfall (cVaR) | -1.68% | -2.83% |
| Year | 11770211:ETHUSD | 11770211:ethusd:triple_med_gx:lsma180_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 24.47 | -1.32 | + |
| 2023 | 91.16 | 15.92 | 0.17 | - |
| 2024 | 45.75 | -24.16 | -0.53 | - |
| 2025 | 5.94 | -31.35 | -5.28 | - |
| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| MTD | -3.94% | -8.28% |
| 3M | -0.19% | -5.16% |
| 6M | 42.46% | 95.03% |
| YTD | -31.35% | 5.94% |
| 1Y | -33.7% | 43.62% |
| 3Y (ann.) | -17.76% | 32.06% |
| 5Y (ann.) | -8.07% | 29.44% |
| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| Max Drawdown | -71.58% | -64.23% |
| Longest DD Days | 620.0 | 515.0 |
| Avg. Drawdown | -10.09% | -9.45% |
| Avg. Drawdown Days | 60.0 | 33.0 |
| Recovery Factor | -0.35 | 2.19 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-22 | 2025-11-04 | -71.58 | 620 |
| 2022-06-12 | 2022-07-18 | -29.79 | 35 |
| 2022-08-11 | 2022-10-29 | -22.63 | 78 |
| 2022-07-23 | 2022-07-27 | -14.68 | 4 |
| 2022-12-14 | 2023-01-14 | -13.22 | 30 |
| 2023-02-16 | 2023-12-07 | -10.88 | 294 |
| 2024-01-11 | 2024-02-14 | -8.30 | 34 |
| 2022-07-20 | 2022-07-23 | -7.08 | 2 |
| 2023-12-22 | 2024-01-10 | -6.55 | 18 |
| 2023-12-13 | 2023-12-21 | -4.60 | 7 |
| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 24.25% | 27.26% |
| Worst Week | -26.6% | -26.0% |
| Best Month | 42.94% | 56.93% |
| Worst Month | -21.42% | -32.24% |
| Best Year | 24.47% | 91.16% |
| Worst Year | -31.35% | -18.54% |
| Avg. Up Day | 1.38% | 1.4% |
| Avg. Down Day | -1.17% | -1.44% |
| Avg. Up Week | 5.54% | 9.94% |
| Avg. Down Week | -4.81% | -7.91% |
| Avg. Up Month | 12.9% | 25.07% |
| Avg. Down Month | -9.69% | -10.29% |
| Win Days % | 42.8% | 50.49% |
| Win Month % | 41.46% | 47.62% |
| Win Week % | 47.41% | 52.49% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 50.0% | 75.0% |