| Metric | 11854166:ethusd:triple_med_gx:lsma115_120 | 11854166:ETHUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.21% | 302.68% |
| Max Drawdown | -19.5% | -64.23% |
| Sharpe | 0.18 | 0.49 |
| Sortino | 0.23 | 0.73 |
| Payoff Ratio | 1.41 | 1.14 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | NaN | 1.12 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 168.66 | 2.33 |
| Outlier Loss Ratio | 4.61 | 2.44 |
| Volatility (ann.) | 5.65% | 32.87% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.17 | 0.85 |
| Skew | -20.19 | 0.39 |
| Kurtosis | 1167.03 | 9.17 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.27% | 3.54% |
| Expected Yearly % | 2.69% | 41.66% |
| Kelly Criterion | -0.35% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.79% |
| Expected Shortfall (cVaR) | -0.48% | -2.79% |
| Year | 11854166:ETHUSD | 11854166:ethusd:triple_med_gx:lsma115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | -3.51 | -0.37 | - |
| 2023 | 91.16 | 19.50 | 0.21 | - |
| 2024 | 45.75 | -10.61 | -0.23 | - |
| 2025 | 31.97 | 7.89 | 0.25 | - |
| Metric | 11854166:ethusd:triple_med_gx:lsma115_120 | 11854166:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 4.68% | 73.76% |
| 6M | 7.34% | 98.28% |
| YTD | 7.89% | 31.97% |
| 1Y | 4.1% | 74.9% |
| 3Y (ann.) | 2.91% | 41.37% |
| 5Y (ann.) | 3.37% | 54.37% |
| Metric | 11854166:ethusd:triple_med_gx:lsma115_120 | 11854166:ETHUSD |
|---|---|---|
| Max Drawdown | -19.5% | -64.23% |
| Longest DD Days | 407.0 | 515.0 |
| Avg. Drawdown | -2.32% | -7.72% |
| Avg. Drawdown Days | 53.0 | 25.0 |
| Recovery Factor | 0.57 | 4.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-09-01 | -19.50 | 407 |
| 2022-08-08 | 2023-04-23 | -6.93 | 257 |
| 2023-11-17 | 2024-02-14 | -2.93 | 89 |
| 2024-04-29 | 2024-05-03 | -2.10 | 4 |
| 2023-08-14 | 2023-10-22 | -1.66 | 69 |
| 2023-04-23 | 2023-05-15 | -1.45 | 21 |
| 2023-10-23 | 2023-10-23 | -0.99 | 0 |
| 2023-07-31 | 2023-08-08 | -0.93 | 8 |
| 2023-11-06 | 2023-11-17 | -0.80 | 10 |
| 2022-07-03 | 2022-08-08 | -0.52 | 35 |
| Metric | 11854166:ethusd:triple_med_gx:lsma115_120 | 11854166:ETHUSD |
|---|---|---|
| Best Day | 4.45% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 8.0% | 27.26% |
| Worst Week | -14.65% | -21.87% |
| Best Month | 7.34% | 56.93% |
| Worst Month | -15.75% | -32.24% |
| Best Year | 19.5% | 91.16% |
| Worst Year | -10.61% | 9.51% |
| Avg. Up Day | 0.99% | 1.07% |
| Avg. Down Day | -0.7% | -0.93% |
| Avg. Up Week | 2.71% | 7.23% |
| Avg. Down Week | -2.68% | -5.38% |
| Avg. Up Month | 3.72% | 15.85% |
| Avg. Down Month | -2.73% | -9.83% |
| Win Days % | 41.24% | 50.7% |
| Win Month % | 46.88% | 52.5% |
| Win Week % | 48.89% | 54.07% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 50.0% | 100.0% |