| Metric | 11776092:ethusd:triple_med_gx:lsma170_25 | 11776092:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 72.6% | 112.35% |
| Max Drawdown | -32.16% | -64.23% |
| Sharpe | 0.35 | 0.35 |
| Sortino | 0.55 | 0.52 |
| Payoff Ratio | 1.25 | 1.02 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.41 | 1.09 |
| CPC Index | 0.64 | 0.54 |
| Tail Ratio | 1.23 | 1.03 |
| Outlier Win Ratio | 27.57 | 3.57 |
| Outlier Loss Ratio | 3.9 | 3.75 |
| Volatility (ann.) | 17.36% | 32.87% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.62 | 0.44 |
| Skew | 2.21 | 0.32 |
| Kurtosis | 48.58 | 9.19 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.49% | 2.06% |
| Expected Yearly % | 14.62% | 20.71% |
| Kelly Criterion | 0.38% | 1.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.8% |
| Expected Shortfall (cVaR) | -1.48% | -2.8% |
| Year | 11776092:ETHUSD | 11776092:ethusd:triple_med_gx:lsma170_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 1.16 | 45.56 | 39.18 | + |
| 2023 | 91.16 | -1.44 | -0.02 | - |
| 2024 | 45.75 | 2.29 | 0.05 | - |
| 2025 | -24.66 | 17.62 | -0.71 | + |
| Metric | 11776092:ethusd:triple_med_gx:lsma170_25 | 11776092:ETHUSD |
|---|---|---|
| MTD | -10.85% | -0.81% |
| 3M | 23.19% | 21.99% |
| 6M | 10.42% | -30.79% |
| YTD | 17.62% | -24.66% |
| 1Y | 17.52% | -27.95% |
| 3Y (ann.) | 28.61% | 36.13% |
| 5Y (ann.) | 19.87% | 28.42% |
| Metric | 11776092:ethusd:triple_med_gx:lsma170_25 | 11776092:ETHUSD |
|---|---|---|
| Max Drawdown | -32.16% | -64.23% |
| Longest DD Days | 444.0 | 464.0 |
| Avg. Drawdown | -6.15% | -8.1% |
| Avg. Drawdown Days | 41.0 | 28.0 |
| Recovery Factor | 2.26 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-21 | 2025-05-10 | -32.16 | 444 |
| 2022-06-16 | 2022-07-18 | -23.70 | 31 |
| 2022-12-14 | 2024-01-10 | -22.40 | 392 |
| 2025-06-06 | 2025-06-19 | -14.24 | 12 |
| 2022-08-13 | 2022-08-30 | -9.94 | 16 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-08-30 | 2022-08-31 | -6.03 | 0 |
| 2024-01-12 | 2024-02-14 | -6.02 | 32 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2022-10-27 | 2022-12-13 | -4.36 | 47 |
| Metric | 11776092:ethusd:triple_med_gx:lsma170_25 | 11776092:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 32.68% | 27.26% |
| Worst Week | -18.29% | -21.87% |
| Best Month | 49.31% | 56.93% |
| Worst Month | -18.29% | -32.24% |
| Best Year | 45.56% | 91.16% |
| Worst Year | -1.44% | -24.66% |
| Avg. Up Day | 1.48% | 1.5% |
| Avg. Down Day | -1.18% | -1.47% |
| Avg. Up Week | 6.21% | 8.92% |
| Avg. Down Week | -3.73% | -6.73% |
| Avg. Up Month | 15.73% | 22.28% |
| Avg. Down Month | -8.35% | -11.26% |
| Win Days % | 44.6% | 50.31% |
| Win Month % | 50.0% | 48.65% |
| Win Week % | 48.89% | 52.17% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 75.0% | 75.0% |