| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 70.3% | 102.58% |
| Max Drawdown | -19.41% | -64.23% |
| Sharpe | 0.36 | 0.34 |
| Sortino | 0.62 | 0.5 |
| Payoff Ratio | 1.4 | 1.21 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 29.81 | 3.51 |
| Outlier Loss Ratio | 4.65 | 3.44 |
| Volatility (ann.) | 15.27% | 33.12% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.99 | 0.41 |
| Skew | 4.1 | 0.35 |
| Kurtosis | 80.52 | 9.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.45% | 1.93% |
| Expected Yearly % | 14.24% | 19.3% |
| Kelly Criterion | -1.07% | 9.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.82% |
| Expected Shortfall (cVaR) | -1.3% | -2.82% |
| Year | 11783401:ETHUSD | 11783401:ethusd:triple_med_gx:lsma200_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.49 | 12.85 | -3.68 | + |
| 2023 | 91.16 | -2.83 | -0.03 | - |
| 2024 | 45.75 | 63.51 | 1.39 | + |
| 2025 | -24.66 | -5.01 | 0.20 | + |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| MTD | -4.05% | -0.81% |
| 3M | 0.06% | 21.99% |
| 6M | -0.28% | -30.79% |
| YTD | -5.01% | -24.66% |
| 1Y | 25.94% | -27.95% |
| 3Y (ann.) | 23.05% | 36.13% |
| 5Y (ann.) | 19.28% | 26.34% |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Max Drawdown | -19.41% | -64.23% |
| Longest DD Days | 493.0 | 464.0 |
| Avg. Drawdown | -5.22% | -8.35% |
| Avg. Drawdown Days | 32.0 | 29.0 |
| Recovery Factor | 3.62 | 1.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-30 | 2024-03-06 | -19.41 | 493 |
| 2024-03-11 | 2024-05-27 | -18.71 | 76 |
| 2025-01-24 | 2025-06-19 | -15.94 | 146 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2022-07-31 | 2022-08-31 | -10.20 | 30 |
| 2024-11-12 | 2024-12-24 | -9.49 | 42 |
| 2024-12-24 | 2025-01-15 | -9.02 | 21 |
| 2022-07-22 | 2022-07-31 | -7.47 | 8 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-09-02 | 2022-09-22 | -6.61 | 20 |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 16.09% | 27.26% |
| Worst Week | -17.19% | -21.87% |
| Best Month | 19.09% | 56.93% |
| Worst Month | -10.32% | -32.24% |
| Best Year | 63.51% | 91.16% |
| Worst Year | -5.01% | -24.66% |
| Avg. Up Day | 1.33% | 1.37% |
| Avg. Down Day | -0.95% | -1.13% |
| Avg. Up Week | 3.88% | 9.45% |
| Avg. Down Week | -3.24% | -7.23% |
| Avg. Up Month | 7.66% | 24.33% |
| Avg. Down Month | -4.36% | -10.67% |
| Win Days % | 41.01% | 50.26% |
| Win Month % | 59.46% | 48.65% |
| Win Week % | 53.92% | 52.17% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |