| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 94.55% | 223.25% |
| Max Drawdown | -33.4% | -64.23% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.6 | 0.63 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.52 | 1.1 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 27.86 | 3.58 |
| Outlier Loss Ratio | 3.52 | 3.64 |
| Volatility (ann.) | 16.63% | 32.75% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.65 | 0.64 |
| Skew | 2.28 | 0.37 |
| Kurtosis | 47.77 | 8.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.6% | 2.83% |
| Expected Yearly % | 18.1% | 34.09% |
| Kelly Criterion | 3.02% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.78% |
| Expected Shortfall (cVaR) | -1.41% | -2.78% |
| Year | 11816146:ETHUSD | 11816146:ethusd:triple_med_gx:lsma175_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 58.17 | 6.11 | + |
| 2023 | 91.16 | 15.57 | 0.17 | - |
| 2024 | 45.75 | -0.06 | -0.00 | - |
| 2025 | 5.94 | 6.49 | 1.09 | + |
| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.44% | -5.16% |
| 6M | 17.14% | 95.03% |
| YTD | 6.49% | 5.94% |
| 1Y | 4.79% | 43.62% |
| 3Y (ann.) | 7.2% | 32.06% |
| 5Y (ann.) | 21.72% | 41.41% |
| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| Max Drawdown | -33.4% | -64.23% |
| Longest DD Days | 252.0 | 515.0 |
| Avg. Drawdown | -5.95% | -8.1% |
| Avg. Drawdown Days | 36.0 | 27.0 |
| Recovery Factor | 2.83 | 3.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-04 | -33.40 | 246 |
| 2024-06-23 | 2025-03-02 | -22.84 | 252 |
| 2022-08-25 | 2022-10-25 | -16.59 | 61 |
| 2022-07-22 | 2022-07-28 | -15.89 | 5 |
| 2022-06-17 | 2022-06-19 | -13.44 | 2 |
| 2023-04-14 | 2023-12-07 | -11.60 | 237 |
| 2024-02-21 | 2024-05-27 | -9.37 | 96 |
| 2022-06-20 | 2022-06-24 | -8.94 | 3 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-07-28 | 2022-08-23 | -5.57 | 26 |
| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 16.09% | 27.26% |
| Worst Week | -13.77% | -21.87% |
| Best Month | 22.93% | 56.93% |
| Worst Month | -10.47% | -32.24% |
| Best Year | 58.17% | 91.16% |
| Worst Year | -0.06% | 5.94% |
| Avg. Up Day | 1.4% | 1.41% |
| Avg. Down Day | -1.21% | -1.32% |
| Avg. Up Week | 5.5% | 8.14% |
| Avg. Down Week | -3.32% | -5.37% |
| Avg. Up Month | 9.21% | 24.1% |
| Avg. Down Month | -4.6% | -11.28% |
| Win Days % | 48.08% | 50.58% |
| Win Month % | 54.05% | 47.62% |
| Win Week % | 50.0% | 52.49% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 100.0% |