| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 43.69% | 266.95% |
| Max Drawdown | -31.11% | -64.23% |
| Sharpe | 0.26 | 0.46 |
| Sortino | 0.41 | 0.67 |
| Payoff Ratio | 1.33 | 1.15 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.27 | 1.11 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.16 | 1.03 |
| Outlier Win Ratio | 29.51 | 3.36 |
| Outlier Loss Ratio | 4.64 | 3.38 |
| Volatility (ann.) | 13.87% | 32.69% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.36 | 0.73 |
| Skew | 1.73 | 0.38 |
| Kurtosis | 52.34 | 9.03 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.87% | 3.14% |
| Expected Yearly % | 9.49% | 38.41% |
| Kelly Criterion | -2.17% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.77% |
| Expected Shortfall (cVaR) | -1.18% | -2.77% |
| Year | 11786810:ETHUSD | 11786810:ethusd:triple_med_gx:lsma220_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 9.74 | 0.40 | - |
| 2023 | 91.16 | 19.04 | 0.21 | - |
| 2024 | 45.75 | 38.52 | 0.84 | - |
| 2025 | 5.94 | -20.60 | -3.47 | - |
| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -11.36% | -5.16% |
| 6M | -9.6% | 95.03% |
| YTD | -20.6% | 5.94% |
| 1Y | -15.34% | 43.62% |
| 3Y (ann.) | 12.8% | 32.06% |
| 5Y (ann.) | 11.32% | 46.89% |
| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| Max Drawdown | -31.11% | -64.23% |
| Longest DD Days | 525.0 | 515.0 |
| Avg. Drawdown | -5.52% | -7.75% |
| Avg. Drawdown Days | 45.0 | 26.0 |
| Recovery Factor | 1.4 | 4.16 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2025-11-04 | -31.11 | 525 |
| 2022-09-15 | 2023-01-20 | -23.09 | 127 |
| 2023-05-13 | 2024-03-04 | -22.99 | 296 |
| 2022-07-22 | 2022-08-25 | -8.42 | 33 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-08-26 | 2022-09-09 | -6.24 | 13 |
| 2024-03-23 | 2024-05-04 | -5.76 | 41 |
| 2023-01-26 | 2023-03-17 | -5.28 | 49 |
| 2022-06-19 | 2022-06-19 | -4.92 | 0 |
| 2022-06-20 | 2022-07-20 | -4.83 | 29 |
| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 16.79% | 27.36% |
| Worst Week | -10.06% | -21.87% |
| Best Month | 24.98% | 56.93% |
| Worst Month | -14.31% | -32.24% |
| Best Year | 38.52% | 91.16% |
| Worst Year | -20.6% | 5.94% |
| Avg. Up Day | 1.21% | 1.25% |
| Avg. Down Day | -0.91% | -1.08% |
| Avg. Up Week | 4.15% | 9.09% |
| Avg. Down Week | -2.73% | -6.51% |
| Avg. Up Month | 9.76% | 25.06% |
| Avg. Down Month | -6.56% | -9.14% |
| Win Days % | 41.7% | 50.61% |
| Win Month % | 52.5% | 50.0% |
| Win Week % | 46.34% | 52.78% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 75.0% | 100.0% |