| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 53.17% | 80.27% |
| Max Drawdown | -30.73% | -64.23% |
| Sharpe | 0.34 | 0.29 |
| Sortino | 0.54 | 0.43 |
| Payoff Ratio | 1.24 | 1.14 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.82 | 1.05 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 43.35 | 3.05 |
| Outlier Loss Ratio | 4.46 | 3.12 |
| Volatility (ann.) | 10.91% | 33.39% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.43 | 0.29 |
| Skew | 5.01 | 0.3 |
| Kurtosis | 160.41 | 8.74 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.0% | 1.38% |
| Expected Yearly % | 11.25% | 15.87% |
| Kelly Criterion | 2.04% | 6.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.85% |
| Expected Shortfall (cVaR) | -0.93% | -2.85% |
| Year | 11850560:ETHUSD | 11850560:ethusd:triple_med_gx:lsma80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 31.45 | -0.81 | + |
| 2023 | 91.16 | 26.52 | 0.29 | - |
| 2024 | 45.75 | -0.89 | -0.02 | - |
| 2025 | 5.94 | -7.08 | -1.19 | - |
| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| MTD | -3.69% | -8.28% |
| 3M | -5.1% | -5.16% |
| 6M | 9.33% | 95.03% |
| YTD | -7.08% | 5.94% |
| 1Y | -6.11% | 43.62% |
| 3Y (ann.) | 7.95% | 32.06% |
| 5Y (ann.) | 13.16% | 18.63% |
| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| Max Drawdown | -30.73% | -64.23% |
| Longest DD Days | 516.0 | 515.0 |
| Avg. Drawdown | -3.33% | -11.1% |
| Avg. Drawdown Days | 26.0 | 41.0 |
| Recovery Factor | 1.73 | 1.25 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-11-04 | -30.73 | 516 |
| 2024-03-05 | 2024-05-20 | -14.98 | 76 |
| 2022-05-31 | 2022-07-04 | -8.57 | 34 |
| 2022-05-26 | 2022-05-30 | -8.02 | 3 |
| 2022-10-06 | 2022-11-30 | -6.73 | 54 |
| 2023-04-26 | 2023-07-13 | -6.08 | 77 |
| 2022-08-05 | 2022-08-10 | -5.69 | 5 |
| 2023-12-28 | 2024-02-12 | -5.47 | 46 |
| 2023-08-02 | 2023-10-20 | -5.38 | 79 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -5.61% | -14.0% |
| Best Week | 17.21% | 27.26% |
| Worst Week | -12.35% | -34.61% |
| Best Month | 19.21% | 56.93% |
| Worst Month | -14.05% | -44.86% |
| Best Year | 31.45% | 91.16% |
| Worst Year | -7.08% | -38.93% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.86% | -0.96% |
| Avg. Up Week | 4.79% | 7.14% |
| Avg. Down Week | -4.04% | -6.62% |
| Avg. Up Month | 6.77% | 27.55% |
| Avg. Down Month | -5.61% | -13.26% |
| Win Days % | 45.81% | 50.44% |
| Win Month % | 54.76% | 46.51% |
| Win Week % | 52.33% | 52.17% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 50.0% | 75.0% |