| Metric | 11855712:ethusd:triple_med_gx:lsma130_125 | 11855712:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 0.51% | 153.49% |
| Max Drawdown | -23.49% | -64.23% |
| Sharpe | 0.03 | 0.38 |
| Sortino | 0.08 | 0.55 |
| Payoff Ratio | 2.19 | 2.08 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | NaN | 1.09 |
| CPC Index | 0.6 | 1.12 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 202.09 | 2.19 |
| Outlier Loss Ratio | 4.92 | 2.44 |
| Volatility (ann.) | 5.86% | 33.48% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.01 | 0.51 |
| Skew | 33.18 | 0.33 |
| Kurtosis | 1730.05 | 8.96 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.29% |
| Expected Yearly % | 0.13% | 26.18% |
| Kelly Criterion | -7.31% | 26.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.85% |
| Expected Shortfall (cVaR) | -0.5% | -2.85% |
| Year | 11855712:ETHUSD | 11855712:ethusd:triple_med_gx:lsma130_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | 11.92 | -0.38 | + |
| 2023 | 91.16 | -6.57 | -0.07 | - |
| 2024 | 45.75 | 13.66 | 0.30 | - |
| 2025 | 31.97 | -15.42 | -0.48 | - |
| Metric | 11855712:ethusd:triple_med_gx:lsma130_125 | 11855712:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -13.27% | 73.76% |
| 6M | -15.11% | 98.28% |
| YTD | -15.42% | 31.97% |
| 1Y | -20.42% | 74.9% |
| 3Y (ann.) | -2.37% | 41.37% |
| 5Y (ann.) | 0.16% | 32.92% |
| Metric | 11855712:ethusd:triple_med_gx:lsma130_125 | 11855712:ETHUSD |
|---|---|---|
| Max Drawdown | -23.49% | -64.23% |
| Longest DD Days | 513.0 | 515.0 |
| Avg. Drawdown | -5.96% | -9.55% |
| Avg. Drawdown Days | 174.0 | 36.0 |
| Recovery Factor | 0.02 | 2.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-09-01 | -23.49 | 434 |
| 2022-12-24 | 2024-05-20 | -7.26 | 513 |
| 2022-09-03 | 2022-10-23 | -1.95 | 50 |
| 2022-10-24 | 2022-11-04 | -1.54 | 11 |
| 2022-07-24 | 2022-08-29 | -0.95 | 36 |
| 2022-12-12 | 2022-12-13 | -0.56 | 1 |
| Metric | 11855712:ethusd:triple_med_gx:lsma130_125 | 11855712:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -3.75% | -14.0% |
| Best Week | 19.58% | 27.26% |
| Worst Week | -4.86% | -34.61% |
| Best Month | 22.69% | 56.93% |
| Worst Month | -8.31% | -44.86% |
| Best Year | 13.66% | 91.16% |
| Worst Year | -15.42% | -31.06% |
| Avg. Up Day | 1.62% | 1.74% |
| Avg. Down Day | -0.74% | -0.84% |
| Avg. Up Week | 3.76% | 9.69% |
| Avg. Down Week | -1.16% | -5.01% |
| Avg. Up Month | 5.84% | 10.01% |
| Avg. Down Month | -1.82% | -7.93% |
| Win Days % | 26.28% | 50.58% |
| Win Month % | 32.35% | 53.66% |
| Win Week % | 31.11% | 53.71% |
| Win Quarter % | 38.46% | 57.14% |
| Win Year % | 50.0% | 75.0% |