| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 11.9% | 220.98% |
| Max Drawdown | -35.11% | -64.23% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.19 | 0.63 |
| Payoff Ratio | 1.25 | 1.06 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.54 | 1.1 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.46 | 1.02 |
| Outlier Win Ratio | 42.96 | 3.11 |
| Outlier Loss Ratio | 4.42 | 3.25 |
| Volatility (ann.) | 11.04% | 32.27% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.1 | 0.65 |
| Skew | 0.28 | 0.32 |
| Kurtosis | 76.68 | 9.13 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.82% |
| Expected Yearly % | 2.85% | 33.85% |
| Kelly Criterion | -3.64% | 4.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.74% |
| Expected Shortfall (cVaR) | -0.95% | -2.74% |
| Year | 11800998:ETHUSD | 11800998:ethusd:triple_med_gx:lsma265_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 8.74 | -13.34 | -1.53 | - |
| 2023 | 91.16 | 8.29 | 0.09 | - |
| 2024 | 45.75 | 26.44 | 0.58 | - |
| 2025 | 5.94 | -5.69 | -0.96 | - |
| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 16.95% | -5.16% |
| 6M | 11.44% | 95.03% |
| YTD | -5.69% | 5.94% |
| 1Y | -8.89% | 43.62% |
| 3Y (ann.) | 9.3% | 32.06% |
| 5Y (ann.) | 3.41% | 41.63% |
| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| Max Drawdown | -35.11% | -64.23% |
| Longest DD Days | 584.0 | 515.0 |
| Avg. Drawdown | -4.35% | -8.05% |
| Avg. Drawdown Days | 64.0 | 27.0 |
| Recovery Factor | 0.34 | 3.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-11-04 | -35.11 | 480 |
| 2022-07-22 | 2024-02-27 | -24.12 | 584 |
| 2024-03-05 | 2024-03-11 | -5.05 | 6 |
| 2024-06-20 | 2024-07-11 | -4.03 | 20 |
| 2024-03-23 | 2024-04-18 | -2.31 | 25 |
| 2024-04-19 | 2024-04-19 | -2.09 | 0 |
| 2024-04-19 | 2024-05-26 | -1.86 | 37 |
| 2024-02-27 | 2024-02-28 | -0.95 | 0 |
| 2024-03-04 | 2024-03-04 | -0.62 | 0 |
| 2024-05-26 | 2024-05-27 | -0.49 | 0 |
| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 14.29% | 27.26% |
| Worst Week | -10.46% | -21.87% |
| Best Month | 19.36% | 56.93% |
| Worst Month | -9.09% | -32.24% |
| Best Year | 26.44% | 91.16% |
| Worst Year | -13.34% | 5.94% |
| Avg. Up Day | 1.14% | 1.18% |
| Avg. Down Day | -0.91% | -1.11% |
| Avg. Up Week | 3.53% | 8.62% |
| Avg. Down Week | -2.82% | -6.78% |
| Avg. Up Month | 6.5% | 18.05% |
| Avg. Down Month | -3.94% | -10.94% |
| Win Days % | 42.34% | 50.66% |
| Win Month % | 42.11% | 47.62% |
| Win Week % | 47.73% | 52.51% |
| Win Quarter % | 50.0% | 53.33% |
| Win Year % | 50.0% | 100.0% |