| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 7.83% | 70.65% |
| Max Drawdown | -20.18% | -64.23% |
| Sharpe | 0.11 | 0.28 |
| Sortino | 0.21 | 0.41 |
| Payoff Ratio | 1.49 | 1.34 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.61 | 0.7 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 109.35 | 2.51 |
| Outlier Loss Ratio | 5.14 | 2.68 |
| Volatility (ann.) | 6.98% | 33.39% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.11 | 0.26 |
| Skew | 17.67 | 0.3 |
| Kurtosis | 839.82 | 8.73 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.18% | 1.25% |
| Expected Yearly % | 1.9% | 14.3% |
| Kelly Criterion | -4.19% | 13.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.85% |
| Expected Shortfall (cVaR) | -0.6% | -2.85% |
| Year | 11802207:ETHUSD | 11802207:ethusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.18 | 3.95 | -0.09 | + |
| 2023 | 91.16 | -1.27 | -0.01 | - |
| 2024 | 45.75 | 22.17 | 0.48 | - |
| 2025 | 5.94 | -14.00 | -2.36 | - |
| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| MTD | -5.33% | -8.28% |
| 3M | -9.14% | -5.16% |
| 6M | -7.89% | 95.03% |
| YTD | -14.0% | 5.94% |
| 1Y | -17.61% | 43.62% |
| 3Y (ann.) | 1.57% | 32.06% |
| 5Y (ann.) | 2.21% | 16.73% |
| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| Max Drawdown | -20.18% | -64.23% |
| Longest DD Days | 544.0 | 515.0 |
| Avg. Drawdown | -3.4% | -9.84% |
| Avg. Drawdown Days | 77.0 | 44.0 |
| Recovery Factor | 0.39 | 1.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-11-04 | -20.18 | 393 |
| 2022-08-14 | 2024-02-09 | -11.75 | 544 |
| 2024-03-02 | 2024-04-08 | -4.52 | 37 |
| 2024-07-27 | 2024-10-07 | -2.46 | 72 |
| 2024-05-03 | 2024-05-20 | -1.89 | 17 |
| 2024-02-11 | 2024-03-01 | -1.86 | 19 |
| 2022-07-07 | 2022-07-07 | -1.81 | 0 |
| 2024-02-10 | 2024-02-11 | -1.14 | 1 |
| 2024-07-26 | 2024-07-26 | -0.67 | 0 |
| 2024-02-09 | 2024-02-10 | -0.60 | 0 |
| Metric | 11802207:ethusd:triple_med_gx:lsma75_65 | 11802207:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 16.09% | 27.26% |
| Worst Week | -6.58% | -34.61% |
| Best Month | 14.33% | 56.93% |
| Worst Month | -5.44% | -44.86% |
| Best Year | 22.17% | 91.16% |
| Worst Year | -14.0% | -42.18% |
| Avg. Up Day | 1.05% | 1.1% |
| Avg. Down Day | -0.7% | -0.82% |
| Avg. Up Week | 2.82% | 8.13% |
| Avg. Down Week | -1.76% | -5.71% |
| Avg. Up Month | 3.74% | 23.15% |
| Avg. Down Month | -3.02% | -7.18% |
| Win Days % | 37.58% | 50.41% |
| Win Month % | 47.06% | 46.51% |
| Win Week % | 44.12% | 52.17% |
| Win Quarter % | 57.14% | 53.33% |
| Win Year % | 50.0% | 75.0% |