| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 4.96% | 80.27% |
| Max Drawdown | -13.18% | -64.23% |
| Sharpe | 0.1 | 0.29 |
| Sortino | 0.14 | 0.43 |
| Payoff Ratio | 1.38 | 1.13 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 129.07 | 2.51 |
| Outlier Loss Ratio | 4.94 | 2.62 |
| Volatility (ann.) | 4.96% | 33.39% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.11 | 0.29 |
| Skew | 1.65 | 0.3 |
| Kurtosis | 104.38 | 8.74 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.11% | 1.38% |
| Expected Yearly % | 1.22% | 15.87% |
| Kelly Criterion | -3.85% | 6.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.85% |
| Expected Shortfall (cVaR) | -0.43% | -2.85% |
| Year | 11802256:ETHUSD | 11802256:ethusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | -2.17 | 0.06 | + |
| 2023 | 91.16 | -1.22 | -0.01 | - |
| 2024 | 45.75 | 15.75 | 0.34 | - |
| 2025 | 5.94 | -6.16 | -1.04 | - |
| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| MTD | -5.1% | -8.28% |
| 3M | -7.64% | -5.16% |
| 6M | 2.64% | 95.03% |
| YTD | -6.16% | 5.94% |
| 1Y | -8.45% | 43.62% |
| 3Y (ann.) | 1.68% | 32.06% |
| 5Y (ann.) | 1.41% | 18.63% |
| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| Max Drawdown | -13.18% | -64.23% |
| Longest DD Days | 584.0 | 515.0 |
| Avg. Drawdown | -2.29% | -11.1% |
| Avg. Drawdown Days | 62.0 | 41.0 |
| Recovery Factor | 0.38 | 1.25 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-25 | 2025-11-04 | -13.18 | 374 |
| 2022-07-08 | 2024-02-12 | -9.24 | 584 |
| 2024-03-10 | 2024-03-24 | -5.65 | 14 |
| 2022-06-02 | 2022-07-07 | -3.33 | 35 |
| 2024-09-23 | 2024-10-07 | -1.91 | 13 |
| 2024-07-26 | 2024-07-28 | -1.48 | 2 |
| 2024-05-04 | 2024-05-05 | -1.41 | 0 |
| 2024-05-06 | 2024-07-05 | -1.15 | 60 |
| 2024-10-11 | 2024-10-25 | -0.74 | 13 |
| 2024-10-07 | 2024-10-11 | -0.73 | 4 |
| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| Best Day | 4.72% | 16.51% |
| Worst Day | -3.8% | -14.0% |
| Best Week | 6.88% | 27.26% |
| Worst Week | -5.1% | -34.61% |
| Best Month | 6.88% | 56.93% |
| Worst Month | -5.1% | -44.86% |
| Best Year | 15.75% | 91.16% |
| Worst Year | -6.16% | -38.93% |
| Avg. Up Day | 0.95% | 0.99% |
| Avg. Down Day | -0.69% | -0.87% |
| Avg. Up Week | 2.11% | 8.28% |
| Avg. Down Week | -1.37% | -5.98% |
| Avg. Up Month | 1.81% | 22.23% |
| Avg. Down Month | -2.39% | -14.06% |
| Win Days % | 39.86% | 50.44% |
| Win Month % | 54.84% | 46.51% |
| Win Week % | 43.86% | 52.17% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 25.0% | 75.0% |