| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 44.57% | 221.88% |
| Max Drawdown | -28.43% | -64.23% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.42 | 0.63 |
| Payoff Ratio | 1.31 | 1.17 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.34 | 1.1 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.22 | 1.02 |
| Outlier Win Ratio | 29.64 | 3.35 |
| Outlier Loss Ratio | 4.67 | 3.37 |
| Volatility (ann.) | 13.25% | 32.36% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.41 | 0.65 |
| Skew | 1.02 | 0.32 |
| Kurtosis | 43.33 | 8.97 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.82% |
| Expected Yearly % | 9.65% | 33.94% |
| Kelly Criterion | -2.26% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.75% |
| Expected Shortfall (cVaR) | -1.13% | -2.75% |
| Year | 11786815:ETHUSD | 11786815:ethusd:triple_med_gx:lsma235_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | -2.44 | -0.27 | - |
| 2023 | 91.16 | 20.19 | 0.22 | - |
| 2024 | 45.75 | 41.04 | 0.90 | - |
| 2025 | 5.94 | -12.58 | -2.12 | - |
| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -7.18% | -5.16% |
| 6M | -3.62% | 95.03% |
| YTD | -12.58% | 5.94% |
| 1Y | -4.67% | 43.62% |
| 3Y (ann.) | 17.08% | 32.06% |
| 5Y (ann.) | 11.55% | 41.43% |
| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| Max Drawdown | -28.43% | -64.23% |
| Longest DD Days | 509.0 | 515.0 |
| Avg. Drawdown | -5.01% | -7.64% |
| Avg. Drawdown Days | 41.0 | 26.0 |
| Recovery Factor | 1.57 | 3.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-11-04 | -28.43 | 509 |
| 2023-05-13 | 2024-03-04 | -25.40 | 296 |
| 2022-09-15 | 2023-01-20 | -21.76 | 127 |
| 2022-07-22 | 2022-08-11 | -8.42 | 19 |
| 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 |
| 2024-03-05 | 2024-03-06 | -4.71 | 0 |
| 2023-03-18 | 2023-04-13 | -3.75 | 26 |
| 2024-03-08 | 2024-03-20 | -3.27 | 11 |
| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 12.91% | 27.26% |
| Worst Week | -11.81% | -21.87% |
| Best Month | 24.19% | 56.93% |
| Worst Month | -16.14% | -32.24% |
| Best Year | 41.04% | 91.16% |
| Worst Year | -12.58% | 5.94% |
| Avg. Up Day | 1.18% | 1.21% |
| Avg. Down Day | -0.9% | -1.04% |
| Avg. Up Week | 3.89% | 8.94% |
| Avg. Down Week | -2.8% | -6.73% |
| Avg. Up Month | 8.69% | 25.6% |
| Avg. Down Month | -6.42% | -11.32% |
| Win Days % | 42.05% | 50.6% |
| Win Month % | 58.97% | 47.62% |
| Win Week % | 46.28% | 52.78% |
| Win Quarter % | 35.71% | 53.33% |
| Win Year % | 50.0% | 100.0% |