| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -20.86% | 50.74% |
| Max Drawdown | -49.47% | -64.23% |
| Sharpe | -0.11 | 0.26 |
| Sortino | -0.17 | 0.37 |
| Payoff Ratio | 1.25 | 1.0 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 0.07 | 1.03 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | 0.07 | 0.99 |
| Outlier Win Ratio | 54.71 | 2.92 |
| Outlier Loss Ratio | 4.8 | 3.09 |
| Volatility (ann.) | 10.16% | 33.8% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.13 | 0.19 |
| Skew | 2.2 | 0.2 |
| Kurtosis | 102.18 | 8.87 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.54% | 0.96% |
| Expected Yearly % | -5.68% | 10.8% |
| Kelly Criterion | -11.11% | 0.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.89% |
| Expected Shortfall (cVaR) | -0.88% | -2.89% |
| Year | 11774296:ETHUSD | 11774296:ethusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 21.54 | -0.44 | + |
| 2023 | 91.16 | -8.99 | -0.10 | - |
| 2024 | 45.75 | -25.86 | -0.57 | - |
| 2025 | 5.94 | -3.50 | -0.59 | - |
| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 19.98% | -5.16% |
| 6M | 12.68% | 95.03% |
| YTD | -3.5% | 5.94% |
| 1Y | -6.17% | 43.62% |
| 3Y (ann.) | -12.73% | 32.06% |
| 5Y (ann.) | -6.49% | 12.49% |
| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| Max Drawdown | -49.47% | -64.23% |
| Longest DD Days | 1069.0 | 609.0 |
| Avg. Drawdown | -5.85% | -10.56% |
| Avg. Drawdown Days | 94.0 | 60.0 |
| Recovery Factor | -0.42 | 0.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-01 | 2025-11-04 | -49.47 | 1069 |
| 2022-08-06 | 2022-09-22 | -8.20 | 47 |
| 2022-09-24 | 2022-11-30 | -4.11 | 67 |
| 2022-06-04 | 2022-07-07 | -3.93 | 33 |
| 2022-08-05 | 2022-08-05 | -2.93 | 0 |
| 2022-07-08 | 2022-07-13 | -2.78 | 5 |
| 2022-08-04 | 2022-08-05 | -2.50 | 0 |
| 2022-06-03 | 2022-06-03 | -0.79 | 0 |
| 2022-07-28 | 2022-07-28 | -0.59 | 0 |
| 2022-11-30 | 2022-11-30 | -0.23 | 0 |
| Metric | 11774296:ethusd:triple_med_gx:lsma35_25 | 11774296:ETHUSD |
|---|---|---|
| Best Day | 12.1% | 16.51% |
| Worst Day | -6.55% | -14.0% |
| Best Week | 12.91% | 27.26% |
| Worst Week | -7.1% | -34.61% |
| Best Month | 13.35% | 56.93% |
| Worst Month | -9.51% | -44.86% |
| Best Year | 21.54% | 91.16% |
| Worst Year | -25.86% | -48.93% |
| Avg. Up Day | 1.11% | 1.17% |
| Avg. Down Day | -0.89% | -1.18% |
| Avg. Up Week | 3.09% | 7.11% |
| Avg. Down Week | -2.95% | -6.49% |
| Avg. Up Month | 5.59% | 24.42% |
| Avg. Down Month | -4.11% | -10.84% |
| Win Days % | 38.17% | 50.46% |
| Win Month % | 40.0% | 46.51% |
| Win Week % | 44.26% | 51.61% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 25.0% | 75.0% |