| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 27.43% | 221.88% |
| Max Drawdown | -23.08% | -64.23% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.47 | 0.63 |
| Payoff Ratio | 1.33 | 1.29 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.1 |
| CPC Index | 0.67 | 0.7 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 82.78 | 2.74 |
| Outlier Loss Ratio | 4.4 | 2.79 |
| Volatility (ann.) | 7.06% | 32.36% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.32 | 0.65 |
| Skew | 2.92 | 0.32 |
| Kurtosis | 105.58 | 8.97 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.82% |
| Expected Yearly % | 6.25% | 33.94% |
| Kelly Criterion | -0.48% | 12.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.75% |
| Expected Shortfall (cVaR) | -0.6% | -2.75% |
| Year | 11849485:ETHUSD | 11849485:ethusd:triple_med_gx:lsma100_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 1.66 | 0.18 | - |
| 2023 | 91.16 | 30.96 | 0.34 | - |
| 2024 | 45.75 | -6.88 | -0.15 | - |
| 2025 | 5.94 | 2.79 | 0.47 | - |
| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 10.99% | -5.16% |
| 6M | 2.59% | 95.03% |
| YTD | 2.79% | 5.94% |
| 1Y | 8.97% | 43.62% |
| 3Y (ann.) | 7.34% | 32.06% |
| 5Y (ann.) | 7.45% | 41.43% |
| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| Max Drawdown | -23.08% | -64.23% |
| Longest DD Days | 552.0 | 515.0 |
| Avg. Drawdown | -3.37% | -7.64% |
| Avg. Drawdown Days | 54.0 | 26.0 |
| Recovery Factor | 1.19 | 3.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-30 | 2025-11-04 | -23.08 | 552 |
| 2022-06-29 | 2022-08-08 | -7.96 | 39 |
| 2023-11-10 | 2023-12-27 | -7.43 | 47 |
| 2023-12-28 | 2024-04-27 | -6.36 | 121 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-09-30 | 2023-02-01 | -4.00 | 124 |
| 2023-07-01 | 2023-10-20 | -3.85 | 111 |
| 2023-02-02 | 2023-03-28 | -2.22 | 54 |
| 2023-06-28 | 2023-06-29 | -1.32 | 0 |
| 2023-10-22 | 2023-11-09 | -1.17 | 18 |
| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| Best Day | 7.18% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 8.86% | 27.26% |
| Worst Week | -10.5% | -21.87% |
| Best Month | 9.11% | 56.93% |
| Worst Month | -13.3% | -32.24% |
| Best Year | 30.96% | 91.16% |
| Worst Year | -6.88% | 5.94% |
| Avg. Up Day | 1.1% | 1.14% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 2.96% | 7.35% |
| Avg. Down Week | -1.92% | -5.89% |
| Avg. Up Month | 4.34% | 10.95% |
| Avg. Down Month | -2.73% | -9.33% |
| Win Days % | 42.55% | 50.6% |
| Win Month % | 51.43% | 47.62% |
| Win Week % | 46.55% | 52.78% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 100.0% |