| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 96.35% | 223.25% |
| Max Drawdown | -32.74% | -64.23% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.61 | 0.63 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.8 | 1.1 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 1.54 | 1.02 |
| Outlier Win Ratio | 30.33 | 3.47 |
| Outlier Loss Ratio | 3.38 | 3.63 |
| Volatility (ann.) | 16.18% | 32.75% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.67 | 0.64 |
| Skew | 2.36 | 0.37 |
| Kurtosis | 55.99 | 8.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.62% | 2.83% |
| Expected Yearly % | 18.37% | 34.09% |
| Kelly Criterion | 4.15% | 2.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.78% |
| Expected Shortfall (cVaR) | -1.38% | -2.78% |
| Year | 11820477:ETHUSD | 11820477:ethusd:triple_med_gx:lsma165_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 49.90 | 5.24 | + |
| 2023 | 91.16 | 8.49 | 0.09 | - |
| 2024 | 45.75 | -7.70 | -0.17 | - |
| 2025 | 5.94 | 30.81 | 5.19 | + |
| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.49% | -5.16% |
| 6M | 25.25% | 95.03% |
| YTD | 30.81% | 5.94% |
| 1Y | 30.68% | 43.62% |
| 3Y (ann.) | 9.41% | 32.06% |
| 5Y (ann.) | 22.05% | 41.41% |
| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| Max Drawdown | -32.74% | -64.23% |
| Longest DD Days | 498.0 | 515.0 |
| Avg. Drawdown | -6.14% | -8.1% |
| Avg. Drawdown Days | 47.0 | 27.0 |
| Recovery Factor | 2.94 | 3.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-13 | 2025-08-24 | -32.74 | 498 |
| 2022-08-25 | 2022-10-25 | -16.59 | 61 |
| 2025-08-24 | 2025-11-04 | -15.90 | 71 |
| 2022-07-22 | 2022-07-28 | -15.89 | 5 |
| 2022-06-17 | 2022-06-19 | -13.44 | 2 |
| 2023-05-19 | 2024-01-10 | -8.13 | 235 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-01-11 | 2024-02-14 | -7.04 | 34 |
| 2022-06-20 | 2022-07-18 | -4.83 | 28 |
| 2022-10-27 | 2022-10-29 | -4.36 | 2 |
| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 16.14% | 27.26% |
| Worst Week | -9.34% | -21.87% |
| Best Month | 22.5% | 56.93% |
| Worst Month | -9.63% | -32.24% |
| Best Year | 49.9% | 91.16% |
| Worst Year | -7.7% | 5.94% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.25% | -1.37% |
| Avg. Up Week | 4.88% | 7.38% |
| Avg. Down Week | -3.36% | -6.49% |
| Avg. Up Month | 9.75% | 25.79% |
| Avg. Down Month | -4.09% | -10.69% |
| Win Days % | 49.59% | 50.58% |
| Win Month % | 51.43% | 47.62% |
| Win Week % | 54.79% | 52.49% |
| Win Quarter % | 64.29% | 53.33% |
| Win Year % | 75.0% | 100.0% |