| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.49% | 80.27% |
| Max Drawdown | -33.53% | -64.23% |
| Sharpe | 0.21 | 0.29 |
| Sortino | 0.32 | 0.43 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | 0.21 | 1.05 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 0.19 | 1.0 |
| Outlier Win Ratio | 54.16 | 2.95 |
| Outlier Loss Ratio | 4.23 | 2.98 |
| Volatility (ann.) | 10.2% | 33.39% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.2 | 0.29 |
| Skew | 5.46 | 0.3 |
| Kurtosis | 211.11 | 8.74 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.51% | 1.38% |
| Expected Yearly % | 5.63% | 15.87% |
| Kelly Criterion | -0.19% | 8.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.85% |
| Expected Shortfall (cVaR) | -0.87% | -2.85% |
| Year | 11850565:ETHUSD | 11850565:ethusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 33.44 | -0.86 | + |
| 2023 | 91.16 | 20.34 | 0.22 | - |
| 2024 | 45.75 | -9.17 | -0.20 | - |
| 2025 | 5.94 | -14.65 | -2.47 | - |
| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| MTD | -3.69% | -8.28% |
| 3M | -5.97% | -5.16% |
| 6M | -4.57% | 95.03% |
| YTD | -14.65% | 5.94% |
| 1Y | -15.63% | 43.62% |
| 3Y (ann.) | -0.38% | 32.06% |
| 5Y (ann.) | 6.56% | 18.63% |
| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| Max Drawdown | -33.53% | -64.23% |
| Longest DD Days | 513.0 | 515.0 |
| Avg. Drawdown | -3.57% | -11.1% |
| Avg. Drawdown Days | 30.0 | 41.0 |
| Recovery Factor | 0.73 | 1.25 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-11-04 | -33.53 | 513 |
| 2024-03-05 | 2024-05-20 | -13.57 | 76 |
| 2023-02-04 | 2023-04-26 | -10.33 | 80 |
| 2022-10-06 | 2022-12-02 | -9.80 | 57 |
| 2022-05-31 | 2022-07-04 | -7.97 | 34 |
| 2023-06-23 | 2023-07-13 | -5.80 | 19 |
| 2023-04-26 | 2023-06-23 | -5.75 | 57 |
| 2023-12-28 | 2024-01-30 | -4.94 | 33 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2022-05-27 | 2022-05-28 | -2.52 | 0 |
| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.72% | -14.0% |
| Best Week | 17.21% | 27.26% |
| Worst Week | -9.99% | -34.61% |
| Best Month | 15.6% | 56.93% |
| Worst Month | -14.32% | -44.86% |
| Best Year | 33.44% | 91.16% |
| Worst Year | -14.65% | -38.93% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -0.88% | -0.98% |
| Avg. Up Week | 4.85% | 7.41% |
| Avg. Down Week | -4.43% | -7.42% |
| Avg. Up Month | 7.16% | 25.92% |
| Avg. Down Month | -5.51% | -13.95% |
| Win Days % | 43.46% | 50.44% |
| Win Month % | 50.0% | 46.51% |
| Win Week % | 50.65% | 52.17% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |