| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 12.67% | 95.91% |
| Max Drawdown | -43.94% | -64.23% |
| Sharpe | 0.13 | 0.31 |
| Sortino | 0.2 | 0.46 |
| Payoff Ratio | 1.21 | 1.04 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 38.28 | 3.16 |
| Outlier Loss Ratio | 4.13 | 3.33 |
| Volatility (ann.) | 12.77% | 33.31% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.08 | 0.34 |
| Skew | 2.27 | 0.32 |
| Kurtosis | 66.82 | 8.9 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.28% | 1.61% |
| Expected Yearly % | 3.03% | 18.31% |
| Kelly Criterion | -3.14% | 2.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.84% |
| Expected Shortfall (cVaR) | -1.09% | -2.84% |
| Year | 11800963:ETHUSD | 11800963:ethusd:triple_med_gx:lsma180_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.63 | 13.30 | -0.40 | + |
| 2023 | 91.16 | 17.42 | 0.19 | - |
| 2024 | 45.75 | 7.77 | 0.17 | - |
| 2025 | 5.94 | -21.41 | -3.61 | - |
| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 6.37% | -5.16% |
| 6M | -1.58% | 95.03% |
| YTD | -21.41% | 5.94% |
| 1Y | -28.06% | 43.62% |
| 3Y (ann.) | 2.21% | 32.06% |
| 5Y (ann.) | 3.56% | 21.81% |
| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| Max Drawdown | -43.94% | -64.23% |
| Longest DD Days | 416.0 | 515.0 |
| Avg. Drawdown | -4.02% | -9.92% |
| Avg. Drawdown Days | 31.0 | 38.0 |
| Recovery Factor | 0.29 | 1.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2025-11-04 | -43.94 | 416 |
| 2022-07-22 | 2022-07-28 | -15.89 | 5 |
| 2022-08-25 | 2023-01-20 | -14.15 | 148 |
| 2022-06-18 | 2022-06-19 | -12.37 | 1 |
| 2023-06-17 | 2024-02-27 | -12.13 | 255 |
| 2023-01-21 | 2023-03-17 | -5.71 | 55 |
| 2022-06-20 | 2022-07-21 | -4.83 | 31 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-07-01 | 2024-09-09 | -4.09 | 70 |
| 2024-03-05 | 2024-04-18 | -4.00 | 43 |
| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 13.62% | 27.26% |
| Worst Week | -15.24% | -34.61% |
| Best Month | 13.38% | 56.93% |
| Worst Month | -13.93% | -40.58% |
| Best Year | 17.42% | 91.16% |
| Worst Year | -21.41% | -33.63% |
| Avg. Up Day | 1.23% | 1.26% |
| Avg. Down Day | -1.01% | -1.21% |
| Avg. Up Week | 3.72% | 8.4% |
| Avg. Down Week | -2.65% | -7.0% |
| Avg. Up Month | 5.59% | 24.88% |
| Avg. Down Month | -4.54% | -10.13% |
| Win Days % | 43.45% | 50.46% |
| Win Month % | 47.5% | 47.62% |
| Win Week % | 46.74% | 52.2% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |