| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -4.02% | 101.29% |
| Max Drawdown | -38.31% | -64.23% |
| Sharpe | 0.04 | 0.32 |
| Sortino | 0.05 | 0.46 |
| Payoff Ratio | 1.09 | 0.97 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.5 | 0.51 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 52.5 | 2.98 |
| Outlier Loss Ratio | 3.54 | 3.12 |
| Volatility (ann.) | 11.98% | 33.29% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.03 | 0.35 |
| Skew | -0.59 | 0.32 |
| Kurtosis | 131.02 | 8.9 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.1% | 1.68% |
| Expected Yearly % | -1.02% | 19.11% |
| Kelly Criterion | -6.09% | -0.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.84% |
| Expected Shortfall (cVaR) | -1.03% | -2.84% |
| Year | 11838309:ETHUSD | 11838309:ethusd:triple_med_gx:lsma135_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 10.15 | -0.32 | + |
| 2023 | 91.16 | 11.38 | 0.12 | - |
| 2024 | 45.75 | -5.90 | -0.13 | - |
| 2025 | 5.94 | -16.86 | -2.84 | - |
| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -3.46% | -5.16% |
| 6M | 0.5% | 95.03% |
| YTD | -16.86% | 5.94% |
| 1Y | -15.74% | 43.62% |
| 3Y (ann.) | -3.96% | 32.06% |
| 5Y (ann.) | -1.19% | 22.74% |
| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| Max Drawdown | -38.31% | -64.23% |
| Longest DD Days | 567.0 | 515.0 |
| Avg. Drawdown | -7.67% | -10.23% |
| Avg. Drawdown Days | 95.0 | 39.0 |
| Recovery Factor | -0.1 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-15 | 2025-11-04 | -38.31 | 567 |
| 2022-06-12 | 2022-10-25 | -22.72 | 134 |
| 2023-04-14 | 2024-01-10 | -11.15 | 271 |
| 2023-02-20 | 2023-04-13 | -6.00 | 51 |
| 2024-01-11 | 2024-02-11 | -5.14 | 30 |
| 2024-02-13 | 2024-04-14 | -3.02 | 61 |
| 2022-12-14 | 2023-01-14 | -2.87 | 30 |
| 2024-02-11 | 2024-02-12 | -1.77 | 1 |
| 2022-12-12 | 2022-12-13 | -0.43 | 0 |
| 2024-02-13 | 2024-02-13 | -0.31 | 0 |
| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 15.29% | 27.26% |
| Worst Week | -15.85% | -34.61% |
| Best Month | 15.29% | 56.93% |
| Worst Month | -15.85% | -38.95% |
| Best Year | 11.38% | 91.16% |
| Worst Year | -16.86% | -31.8% |
| Avg. Up Day | 1.23% | 1.26% |
| Avg. Down Day | -1.13% | -1.3% |
| Avg. Up Week | 4.41% | 9.33% |
| Avg. Down Week | -4.05% | -7.92% |
| Avg. Up Month | 6.1% | 24.41% |
| Avg. Down Month | -5.91% | -11.27% |
| Win Days % | 44.65% | 50.45% |
| Win Month % | 52.63% | 47.62% |
| Win Week % | 47.06% | 52.2% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |