| Metric | 11779311:ethusd:triple_med_gx:lsma210_30 | 11779311:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 129.89% | 161.7% |
| Max Drawdown | -30.87% | -64.23% |
| Sharpe | 0.48 | 0.41 |
| Sortino | 0.77 | 0.6 |
| Payoff Ratio | 1.25 | 1.0 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.38 | 1.11 |
| CPC Index | 0.67 | 0.54 |
| Tail Ratio | 1.18 | 1.03 |
| Outlier Win Ratio | 21.07 | 3.55 |
| Outlier Loss Ratio | 4.33 | 3.63 |
| Volatility (ann.) | 17.59% | 32.74% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.03 | 0.59 |
| Skew | 2.35 | 0.35 |
| Kurtosis | 43.58 | 9.29 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.28% | 2.63% |
| Expected Yearly % | 23.13% | 27.19% |
| Kelly Criterion | 2.85% | 0.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.78% |
| Expected Shortfall (cVaR) | -1.49% | -2.78% |
| Year | 11779311:ETHUSD | 11779311:ethusd:triple_med_gx:lsma210_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 62.49 | 2.57 | + |
| 2023 | 91.16 | -4.98 | -0.05 | - |
| 2024 | 45.75 | 23.44 | 0.51 | - |
| 2025 | -24.45 | 20.63 | -0.84 | + |
| Metric | 11779311:ethusd:triple_med_gx:lsma210_30 | 11779311:ETHUSD |
|---|---|---|
| MTD | -8.32% | -0.52% |
| 3M | 19.41% | 22.34% |
| 6M | 15.91% | -30.59% |
| YTD | 20.63% | -24.45% |
| 1Y | 26.87% | -29.31% |
| 3Y (ann.) | 28.35% | 30.67% |
| 5Y (ann.) | 31.91% | 37.73% |
| Metric | 11779311:ethusd:triple_med_gx:lsma210_30 | 11779311:ETHUSD |
|---|---|---|
| Max Drawdown | -30.87% | -64.23% |
| Longest DD Days | 286.0 | 465.0 |
| Avg. Drawdown | -6.27% | -7.47% |
| Avg. Drawdown Days | 31.0 | 26.0 |
| Recovery Factor | 4.21 | 2.52 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2024-12-11 | -30.87 | 286 |
| 2025-01-30 | 2025-05-10 | -27.79 | 99 |
| 2023-06-22 | 2024-02-28 | -19.65 | 251 |
| 2024-12-19 | 2025-01-15 | -16.30 | 27 |
| 2025-05-23 | 2025-06-20 | -14.71 | 27 |
| 2022-07-28 | 2022-10-25 | -13.08 | 88 |
| 2022-11-05 | 2023-01-12 | -9.79 | 68 |
| 2023-01-12 | 2023-05-24 | -7.79 | 132 |
| 2022-07-19 | 2022-07-22 | -7.08 | 3 |
| 2022-07-22 | 2022-07-28 | -6.31 | 6 |
| Metric | 11779311:ethusd:triple_med_gx:lsma210_30 | 11779311:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 23.05% | 27.36% |
| Worst Week | -11.5% | -21.87% |
| Best Month | 39.15% | 56.93% |
| Worst Month | -17.68% | -32.24% |
| Best Year | 62.49% | 91.16% |
| Worst Year | -4.98% | -24.45% |
| Avg. Up Day | 1.24% | 1.26% |
| Avg. Down Day | -0.99% | -1.26% |
| Avg. Up Week | 4.61% | 8.75% |
| Avg. Down Week | -3.61% | -7.59% |
| Avg. Up Month | 11.68% | 22.39% |
| Avg. Down Month | -8.69% | -11.03% |
| Win Days % | 45.94% | 50.38% |
| Win Month % | 59.46% | 51.35% |
| Win Week % | 56.2% | 52.5% |
| Win Quarter % | 69.23% | 61.54% |
| Win Year % | 75.0% | 75.0% |