| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -0.88% | 80.32% |
| Max Drawdown | -37.85% | -64.23% |
| Sharpe | 0.04 | 0.29 |
| Sortino | 0.06 | 0.43 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | 0.31 | 1.05 |
| CPC Index | 0.52 | 0.62 |
| Tail Ratio | 0.3 | 1.0 |
| Outlier Win Ratio | 56.83 | 2.92 |
| Outlier Loss Ratio | 4.94 | 2.95 |
| Volatility (ann.) | 9.14% | 33.37% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.01 | 0.29 |
| Skew | 2.95 | 0.3 |
| Kurtosis | 122.14 | 8.74 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.02% | 1.38% |
| Expected Yearly % | -0.22% | 15.88% |
| Kelly Criterion | -6.81% | 8.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.85% |
| Expected Shortfall (cVaR) | -0.79% | -2.85% |
| Year | 11836294:ETHUSD | 11836294:ethusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.91 | 34.85 | -0.90 | + |
| 2023 | 91.16 | -10.10 | -0.11 | - |
| 2024 | 45.75 | -10.36 | -0.23 | - |
| 2025 | 5.94 | -8.79 | -1.48 | - |
| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| MTD | -0.01% | -8.28% |
| 3M | -4.19% | -5.16% |
| 6M | 7.81% | 95.03% |
| YTD | -8.79% | 5.94% |
| 1Y | -7.71% | 43.62% |
| 3Y (ann.) | -9.76% | 32.06% |
| 5Y (ann.) | -0.25% | 18.57% |
| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| Max Drawdown | -37.85% | -64.23% |
| Longest DD Days | 1005.0 | 515.0 |
| Avg. Drawdown | -4.42% | -9.21% |
| Avg. Drawdown Days | 86.0 | 41.0 |
| Recovery Factor | -0.02 | 1.25 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-02 | 2025-11-04 | -37.85 | 1005 |
| 2022-07-05 | 2022-09-10 | -7.53 | 66 |
| 2022-10-09 | 2023-01-04 | -5.48 | 86 |
| 2022-09-11 | 2022-09-26 | -2.64 | 15 |
| 2023-01-04 | 2023-02-01 | -2.38 | 28 |
| 2022-07-04 | 2022-07-04 | -1.82 | 0 |
| 2022-07-01 | 2022-07-02 | -1.62 | 0 |
| 2022-07-03 | 2022-07-03 | -0.78 | 0 |
| 2022-10-03 | 2022-10-04 | -0.60 | 0 |
| 2022-09-10 | 2022-09-10 | -0.50 | 0 |
| Metric | 11836294:ethusd:triple_med_gx:lsma80_105 | 11836294:ETHUSD |
|---|---|---|
| Best Day | 12.1% | 16.51% |
| Worst Day | -6.47% | -14.0% |
| Best Week | 12.15% | 27.26% |
| Worst Week | -11.05% | -34.61% |
| Best Month | 16.84% | 56.93% |
| Worst Month | -14.14% | -44.86% |
| Best Year | 34.85% | 91.16% |
| Worst Year | -10.36% | -38.91% |
| Avg. Up Day | 1.0% | 1.04% |
| Avg. Down Day | -0.79% | -0.88% |
| Avg. Up Week | 3.56% | 6.03% |
| Avg. Down Week | -2.8% | -6.06% |
| Avg. Up Month | 4.55% | 24.08% |
| Avg. Down Month | -4.64% | -9.25% |
| Win Days % | 40.24% | 50.45% |
| Win Month % | 45.24% | 46.51% |
| Win Week % | 44.21% | 52.17% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 25.0% | 75.0% |