| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 54.07% | 233.44% |
| Max Drawdown | -28.82% | -64.23% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.47 | 0.64 |
| Payoff Ratio | 1.33 | 1.12 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.44 | 1.1 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.29 | 1.02 |
| Outlier Win Ratio | 31.81 | 3.35 |
| Outlier Loss Ratio | 4.28 | 3.35 |
| Volatility (ann.) | 13.15% | 32.23% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.48 | 0.68 |
| Skew | 0.64 | 0.33 |
| Kurtosis | 46.32 | 9.17 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.98% |
| Expected Yearly % | 11.41% | 35.13% |
| Kelly Criterion | -0.84% | 6.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.74% |
| Expected Shortfall (cVaR) | -1.12% | -2.74% |
| Year | 11786701:ETHUSD | 11786701:ethusd:triple_med_gx:lsma280_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 12.97 | -12.99 | -1.00 | - |
| 2023 | 91.16 | 8.12 | 0.09 | - |
| 2024 | 45.75 | 68.92 | 1.51 | + |
| 2025 | 5.94 | -3.06 | -0.51 | - |
| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -2.33% | -5.16% |
| 6M | 18.14% | 95.03% |
| YTD | -3.06% | 5.94% |
| 1Y | 19.0% | 43.62% |
| 3Y (ann.) | 22.79% | 32.06% |
| 5Y (ann.) | 13.82% | 43.42% |
| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| Max Drawdown | -28.82% | -64.23% |
| Longest DD Days | 294.0 | 515.0 |
| Avg. Drawdown | -6.77% | -7.92% |
| Avg. Drawdown Days | 50.0 | 27.0 |
| Recovery Factor | 1.88 | 3.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-10-02 | -28.82 | 251 |
| 2022-07-22 | 2023-04-13 | -25.49 | 264 |
| 2023-05-08 | 2024-02-27 | -17.17 | 294 |
| 2024-03-12 | 2024-06-18 | -12.57 | 98 |
| 2025-10-08 | 2025-11-04 | -12.08 | 26 |
| 2024-08-09 | 2024-11-11 | -10.08 | 94 |
| 2024-11-12 | 2024-12-11 | -9.42 | 29 |
| 2024-12-24 | 2025-01-15 | -7.37 | 22 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-03-05 | 2024-03-06 | -4.71 | 0 |
| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 17.54% | 27.26% |
| Worst Week | -9.09% | -21.87% |
| Best Month | 18.99% | 58.72% |
| Worst Month | -12.4% | -32.24% |
| Best Year | 68.92% | 91.16% |
| Worst Year | -12.99% | 5.94% |
| Avg. Up Day | 1.28% | 1.31% |
| Avg. Down Day | -0.96% | -1.17% |
| Avg. Up Week | 3.51% | 8.22% |
| Avg. Down Week | -3.27% | -7.92% |
| Avg. Up Month | 7.14% | 23.58% |
| Avg. Down Month | -5.35% | -8.89% |
| Win Days % | 42.37% | 50.7% |
| Win Month % | 56.41% | 48.78% |
| Win Week % | 55.34% | 52.81% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |