| Metric | 11783407:ethusd:triple_med_gx:lsma220_40 | 11783407:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 96.22% | 160.95% |
| Max Drawdown | -18.56% | -64.23% |
| Sharpe | 0.48 | 0.41 |
| Sortino | 0.78 | 0.6 |
| Payoff Ratio | 1.43 | 1.18 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.54 | 1.11 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.29 | 1.03 |
| Outlier Win Ratio | 30.86 | 3.45 |
| Outlier Loss Ratio | 4.68 | 3.37 |
| Volatility (ann.) | 13.77% | 32.74% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.35 | 0.59 |
| Skew | 2.66 | 0.35 |
| Kurtosis | 51.76 | 9.29 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.84% | 2.63% |
| Expected Yearly % | 18.35% | 27.1% |
| Kelly Criterion | 0.74% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.78% |
| Expected Shortfall (cVaR) | -1.17% | -2.78% |
| Year | 11783407:ETHUSD | 11783407:ethusd:triple_med_gx:lsma220_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 18.96 | 0.78 | - |
| 2023 | 91.16 | 5.23 | 0.06 | - |
| 2024 | 45.75 | 47.84 | 1.05 | + |
| 2025 | -24.66 | 6.03 | -0.24 | + |
| Metric | 11783407:ethusd:triple_med_gx:lsma220_40 | 11783407:ETHUSD |
|---|---|---|
| MTD | -0.95% | -0.81% |
| 3M | 6.98% | 21.99% |
| 6M | 10.47% | -30.79% |
| YTD | 6.03% | -24.66% |
| 1Y | 40.36% | -27.95% |
| 3Y (ann.) | 23.8% | 36.13% |
| 5Y (ann.) | 25.14% | 37.59% |
| Metric | 11783407:ethusd:triple_med_gx:lsma220_40 | 11783407:ETHUSD |
|---|---|---|
| Max Drawdown | -18.56% | -64.23% |
| Longest DD Days | 299.0 | 464.0 |
| Avg. Drawdown | -5.54% | -7.47% |
| Avg. Drawdown Days | 36.0 | 26.0 |
| Recovery Factor | 5.18 | 2.51 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-10-29 | -18.56 | 231 |
| 2022-10-25 | 2023-04-13 | -17.84 | 170 |
| 2023-05-09 | 2024-03-03 | -12.09 | 299 |
| 2025-01-24 | 2025-03-02 | -10.66 | 37 |
| 2025-03-03 | 2025-05-21 | -10.00 | 78 |
| 2024-12-24 | 2025-01-15 | -9.71 | 22 |
| 2024-11-12 | 2024-12-24 | -9.49 | 42 |
| 2022-07-22 | 2022-08-23 | -7.47 | 32 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-10-29 | 2024-11-06 | -6.59 | 7 |
| Metric | 11783407:ethusd:triple_med_gx:lsma220_40 | 11783407:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 18.38% | 27.36% |
| Worst Week | -17.19% | -21.87% |
| Best Month | 18.38% | 56.93% |
| Worst Month | -8.78% | -32.24% |
| Best Year | 47.84% | 91.16% |
| Worst Year | 5.23% | -24.66% |
| Avg. Up Day | 1.3% | 1.34% |
| Avg. Down Day | -0.91% | -1.14% |
| Avg. Up Week | 3.29% | 8.87% |
| Avg. Down Week | -3.09% | -6.83% |
| Avg. Up Month | 6.85% | 23.75% |
| Avg. Down Month | -2.45% | -9.62% |
| Win Days % | 41.64% | 50.38% |
| Win Month % | 54.05% | 51.35% |
| Win Week % | 58.16% | 52.5% |
| Win Quarter % | 69.23% | 61.54% |
| Win Year % | 100.0% | 75.0% |