| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 71.7% | 140.45% |
| Max Drawdown | -47.88% | -64.23% |
| Sharpe | 0.3 | 0.36 |
| Sortino | 0.47 | 0.52 |
| Payoff Ratio | 1.2 | 1.06 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 21.96 | 3.58 |
| Outlier Loss Ratio | 4.13 | 3.98 |
| Volatility (ann.) | 19.46% | 33.22% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.36 | 0.46 |
| Skew | 2.42 | 0.34 |
| Kurtosis | 49.96 | 8.97 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.11% |
| Expected Yearly % | 14.47% | 24.53% |
| Kelly Criterion | 0.31% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -2.83% |
| Expected Shortfall (cVaR) | -1.66% | -2.83% |
| Year | 11781939:ETHUSD | 11781939:ethusd:triple_med_gx:lsma180_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 34.14 | -1.84 | + |
| 2023 | 91.16 | 15.96 | 0.18 | - |
| 2024 | 45.75 | 8.19 | 0.18 | - |
| 2025 | 5.94 | 2.03 | 0.34 | - |
| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -3.39% | -5.16% |
| 6M | 50.92% | 95.03% |
| YTD | 2.03% | 5.94% |
| 1Y | -4.35% | 43.62% |
| 3Y (ann.) | 5.44% | 32.06% |
| 5Y (ann.) | 17.23% | 29.44% |
| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| Max Drawdown | -47.88% | -64.23% |
| Longest DD Days | 509.0 | 515.0 |
| Avg. Drawdown | -6.75% | -9.45% |
| Avg. Drawdown Days | 37.0 | 33.0 |
| Recovery Factor | 1.5 | 2.19 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-11-04 | -47.88 | 509 |
| 2022-06-12 | 2022-07-22 | -37.83 | 39 |
| 2023-05-06 | 2023-12-14 | -13.97 | 222 |
| 2022-12-14 | 2023-01-14 | -12.90 | 31 |
| 2024-03-22 | 2024-05-20 | -11.97 | 59 |
| 2023-12-15 | 2024-02-14 | -10.58 | 61 |
| 2022-08-25 | 2022-08-30 | -9.60 | 4 |
| 2022-07-22 | 2022-07-27 | -8.42 | 5 |
| 2023-02-16 | 2023-04-13 | -7.60 | 55 |
| 2022-08-30 | 2022-09-23 | -6.36 | 23 |
| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -8.68% | -14.0% |
| Best Week | 24.75% | 27.26% |
| Worst Week | -26.0% | -26.0% |
| Best Month | 47.46% | 56.93% |
| Worst Month | -22.43% | -32.24% |
| Best Year | 34.14% | 91.16% |
| Worst Year | 2.03% | -18.54% |
| Avg. Up Day | 1.4% | 1.42% |
| Avg. Down Day | -1.17% | -1.34% |
| Avg. Up Week | 5.93% | 9.17% |
| Avg. Down Week | -3.63% | -7.92% |
| Avg. Up Month | 17.25% | 24.72% |
| Avg. Down Month | -6.77% | -10.17% |
| Win Days % | 45.67% | 50.49% |
| Win Month % | 40.0% | 47.62% |
| Win Week % | 45.9% | 52.49% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 75.0% |