| Metric | 11783397:ethusd:triple_med_gx:lsma180_40 | 11783397:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 71.49% | 39.32% |
| Max Drawdown | -18.96% | -64.23% |
| Sharpe | 0.36 | 0.25 |
| Sortino | 0.6 | 0.36 |
| Payoff Ratio | 1.38 | 1.19 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 29.36 | 3.53 |
| Outlier Loss Ratio | 4.67 | 3.49 |
| Volatility (ann.) | 15.49% | 33.43% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.03 | 0.18 |
| Skew | 3.62 | 0.28 |
| Kurtosis | 75.99 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.47% | 0.9% |
| Expected Yearly % | 14.43% | 8.64% |
| Kelly Criterion | -1.58% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.86% |
| Expected Shortfall (cVaR) | -1.32% | -2.86% |
| Year | 11783397:ETHUSD | 11783397:ethusd:triple_med_gx:lsma180_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.63 | 22.29 | -0.66 | + |
| 2023 | 91.16 | -0.55 | -0.01 | - |
| 2024 | 45.75 | 45.63 | 1.00 | - |
| 2025 | -24.66 | -3.17 | 0.13 | + |
| Metric | 11783397:ethusd:triple_med_gx:lsma180_40 | 11783397:ETHUSD |
|---|---|---|
| MTD | -4.48% | -0.81% |
| 3M | 0.02% | 21.99% |
| 6M | 1.66% | -30.79% |
| YTD | -3.17% | -24.66% |
| 1Y | 14.98% | -27.95% |
| 3Y (ann.) | 23.34% | 36.13% |
| 5Y (ann.) | 19.46% | 11.55% |
| Metric | 11783397:ethusd:triple_med_gx:lsma180_40 | 11783397:ETHUSD |
|---|---|---|
| Max Drawdown | -18.96% | -64.23% |
| Longest DD Days | 369.0 | 464.0 |
| Avg. Drawdown | -4.64% | -9.89% |
| Avg. Drawdown Days | 28.0 | 40.0 |
| Recovery Factor | 3.77 | 0.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-23 | 2024-05-26 | -18.96 | 369 |
| 2022-10-30 | 2023-04-13 | -17.06 | 165 |
| 2025-02-07 | 2025-06-19 | -15.25 | 132 |
| 2022-08-24 | 2022-10-17 | -13.39 | 54 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2024-11-12 | 2025-01-15 | -13.09 | 64 |
| 2022-07-22 | 2022-07-27 | -7.47 | 5 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-09-17 | 2024-10-29 | -7.00 | 41 |
| 2024-10-29 | 2024-11-11 | -6.59 | 12 |
| Metric | 11783397:ethusd:triple_med_gx:lsma180_40 | 11783397:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 15.52% | 27.26% |
| Worst Week | -17.19% | -34.61% |
| Best Month | 21.52% | 56.93% |
| Worst Month | -11.08% | -40.58% |
| Best Year | 45.63% | 91.16% |
| Worst Year | -3.17% | -33.63% |
| Avg. Up Day | 1.35% | 1.4% |
| Avg. Down Day | -0.98% | -1.18% |
| Avg. Up Week | 3.54% | 8.69% |
| Avg. Down Week | -3.54% | -8.82% |
| Avg. Up Month | 8.49% | 26.26% |
| Avg. Down Month | -4.09% | -8.75% |
| Win Days % | 41.18% | 50.21% |
| Win Month % | 56.76% | 48.65% |
| Win Week % | 56.73% | 51.85% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |