| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 99.94% | 223.25% |
| Max Drawdown | -32.74% | -64.23% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.62 | 0.63 |
| Payoff Ratio | 1.16 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.54 | 1.1 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.33 | 1.02 |
| Outlier Win Ratio | 28.39 | 3.55 |
| Outlier Loss Ratio | 3.56 | 3.63 |
| Volatility (ann.) | 16.36% | 32.75% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.69 | 0.64 |
| Skew | 2.43 | 0.37 |
| Kurtosis | 50.22 | 8.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.83% |
| Expected Yearly % | 18.91% | 34.09% |
| Kelly Criterion | 3.58% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.78% |
| Expected Shortfall (cVaR) | -1.39% | -2.78% |
| Year | 11820480:ETHUSD | 11820480:ethusd:triple_med_gx:lsma175_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 63.31 | 6.65 | + |
| 2023 | 91.16 | 14.50 | 0.16 | - |
| 2024 | 45.75 | -8.70 | -0.19 | - |
| 2025 | 5.94 | 17.11 | 2.88 | + |
| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.57% | -5.16% |
| 6M | 19.86% | 95.03% |
| YTD | 17.11% | 5.94% |
| 1Y | 15.24% | 43.62% |
| 3Y (ann.) | 7.03% | 32.06% |
| 5Y (ann.) | 22.7% | 41.41% |
| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| Max Drawdown | -32.74% | -64.23% |
| Longest DD Days | 622.0 | 515.0 |
| Avg. Drawdown | -4.9% | -8.1% |
| Avg. Drawdown Days | 38.0 | 27.0 |
| Recovery Factor | 3.05 | 3.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-21 | 2025-11-04 | -32.74 | 622 |
| 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 |
| 2022-06-20 | 2022-06-24 | -8.94 | 3 |
| 2023-05-19 | 2023-12-21 | -8.81 | 215 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-10-27 | 2022-10-29 | -4.36 | 2 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-01-14 | 2024-02-14 | -4.15 | 31 |
| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 16.14% | 27.26% |
| Worst Week | -9.75% | -21.87% |
| Best Month | 21.16% | 56.93% |
| Worst Month | -9.18% | -32.24% |
| Best Year | 63.31% | 91.16% |
| Worst Year | -8.7% | 5.94% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.19% | -1.31% |
| Avg. Up Week | 5.16% | 7.77% |
| Avg. Down Week | -3.17% | -5.44% |
| Avg. Up Month | 10.02% | 26.36% |
| Avg. Down Month | -3.91% | -11.28% |
| Win Days % | 48.21% | 50.58% |
| Win Month % | 51.35% | 47.62% |
| Win Week % | 52.56% | 52.49% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 100.0% |