| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -17.22% | 95.91% |
| Max Drawdown | -41.39% | -64.23% |
| Sharpe | -0.13 | 0.31 |
| Sortino | -0.16 | 0.46 |
| Payoff Ratio | 1.01 | 0.89 |
| Profit Factor | 0.91 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.39 | 0.47 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 98.94 | 2.62 |
| Outlier Loss Ratio | 3.45 | 2.72 |
| Volatility (ann.) | 8.25% | 33.31% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.13 | 0.34 |
| Skew | -6.97 | 0.32 |
| Kurtosis | 310.12 | 8.9 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.45% | 1.61% |
| Expected Yearly % | -4.62% | 18.31% |
| Kelly Criterion | -14.15% | -5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.84% |
| Expected Shortfall (cVaR) | -0.71% | -2.84% |
| Year | 11843320:ETHUSD | 11843320:ethusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.63 | 8.09 | -0.24 | + |
| 2023 | 91.16 | 14.31 | 0.16 | - |
| 2024 | 45.75 | -19.21 | -0.42 | - |
| 2025 | 5.94 | -17.08 | -2.88 | - |
| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -0.35% | -5.16% |
| 6M | 1.77% | 95.03% |
| YTD | -17.08% | 5.94% |
| 1Y | -17.08% | 43.62% |
| 3Y (ann.) | -7.7% | 32.06% |
| 5Y (ann.) | -5.4% | 21.81% |
| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| Max Drawdown | -41.39% | -64.23% |
| Longest DD Days | 599.0 | 515.0 |
| Avg. Drawdown | -5.33% | -9.92% |
| Avg. Drawdown Days | 76.0 | 38.0 |
| Recovery Factor | -0.42 | 1.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-11-04 | -41.39 | 599 |
| 2023-04-11 | 2023-11-09 | -9.80 | 212 |
| 2022-06-12 | 2022-07-18 | -6.20 | 36 |
| 2022-09-20 | 2023-01-12 | -5.86 | 114 |
| 2023-12-08 | 2024-01-10 | -3.54 | 33 |
| 2022-07-19 | 2022-09-16 | -3.23 | 59 |
| 2022-09-17 | 2022-09-19 | -3.23 | 2 |
| 2023-11-24 | 2023-12-07 | -1.92 | 12 |
| 2023-02-21 | 2023-04-10 | -1.60 | 48 |
| 2024-02-11 | 2024-03-13 | -1.18 | 30 |
| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| Best Day | 7.65% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 12.41% | 27.26% |
| Worst Week | -14.31% | -34.61% |
| Best Month | 16.94% | 56.93% |
| Worst Month | -14.31% | -40.58% |
| Best Year | 14.31% | 91.16% |
| Worst Year | -19.21% | -33.63% |
| Avg. Up Day | 1.08% | 1.11% |
| Avg. Down Day | -1.06% | -1.25% |
| Avg. Up Week | 3.11% | 9.46% |
| Avg. Down Week | -3.91% | -7.79% |
| Avg. Up Month | 3.48% | 22.23% |
| Avg. Down Month | -4.59% | -10.83% |
| Win Days % | 42.59% | 50.46% |
| Win Month % | 50.0% | 47.62% |
| Win Week % | 48.33% | 52.2% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |