| Metric | 11803429:ethusd:triple_med_gx:lsma85_110 | 11803429:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 200.02% | -16.74% |
| Max Drawdown | -45.12% | -71.78% |
| Sharpe | 1.06 | 0.28 |
| Sortino | 1.83 | 0.4 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | 1.54 | 1.01 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 1.14 | 0.97 |
| Outlier Win Ratio | 18.69 | 3.67 |
| Outlier Loss Ratio | 3.99 | 3.17 |
| Volatility (ann.) | 37.44% | 70.85% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.86 | -0.07 |
| Skew | 2.26 | 0.25 |
| Kurtosis | 23.89 | 4.69 |
| Expected Daily % | 0.09% | -0.02% |
| Expected Monthly % | 2.72% | -0.45% |
| Expected Yearly % | 31.61% | -4.48% |
| Kelly Criterion | 9.55% | 9.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.11% | -6.05% |
| Expected Shortfall (cVaR) | -3.11% | -6.05% |
| Year | 11803429:ETHUSD | 11803429:ethusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.18 | 29.21 | -0.47 | + |
| 2023 | 91.16 | 60.49 | 0.66 | - |
| 2024 | 45.75 | 64.10 | 1.40 | + |
| 2025 | -20.98 | -11.84 | 0.56 | + |
| Metric | 11803429:ethusd:triple_med_gx:lsma85_110 | 11803429:ETHUSD |
|---|---|---|
| MTD | 10.26% | 46.71% |
| 3M | 2.08% | 5.57% |
| 6M | -11.84% | -20.81% |
| YTD | -11.84% | -20.98% |
| 1Y | -25.24% | -31.47% |
| 3Y (ann.) | 51.79% | 13.69% |
| 5Y (ann.) | 38.66% | -5.3% |
| Metric | 11803429:ethusd:triple_med_gx:lsma85_110 | 11803429:ETHUSD |
|---|---|---|
| Max Drawdown | -45.12% | -71.78% |
| Longest DD Days | 366.0 | 699.0 |
| Avg. Drawdown | -5.48% | -23.66% |
| Avg. Drawdown Days | 35.0 | 152.0 |
| Recovery Factor | 4.43 | -0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-28 | 2025-05-29 | -45.12 | 366 |
| 2022-02-10 | 2022-07-18 | -29.83 | 158 |
| 2022-07-25 | 2022-07-27 | -9.87 | 2 |
| 2024-03-05 | 2024-05-20 | -9.86 | 76 |
| 2023-05-29 | 2023-11-09 | -8.91 | 164 |
| 2022-07-29 | 2022-08-05 | -6.78 | 7 |
| 2024-01-03 | 2024-01-10 | -6.52 | 7 |
| 2022-10-06 | 2023-01-11 | -6.22 | 97 |
| 2023-01-21 | 2023-04-04 | -6.16 | 73 |
| 2023-01-17 | 2023-01-20 | -4.16 | 3 |
| Metric | 11803429:ethusd:triple_med_gx:lsma85_110 | 11803429:ETHUSD |
|---|---|---|
| Best Day | 19.2% | 21.85% |
| Worst Day | -12.48% | -17.59% |
| Best Week | 24.75% | 27.26% |
| Worst Week | -13.77% | -34.61% |
| Best Month | 37.76% | 56.93% |
| Worst Month | -14.52% | -44.86% |
| Best Year | 64.1% | 91.16% |
| Worst Year | -11.84% | -62.18% |
| Avg. Up Day | 2.71% | 2.73% |
| Avg. Down Day | -2.16% | -2.23% |
| Avg. Up Week | 6.74% | 7.68% |
| Avg. Down Week | -5.11% | -6.04% |
| Avg. Up Month | 13.47% | 20.06% |
| Avg. Down Month | -7.37% | -11.06% |
| Win Days % | 49.61% | 50.41% |
| Win Month % | 62.96% | 48.78% |
| Win Week % | 57.53% | 49.16% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 50.0% |