| Metric | 11855978:ethusd:triple_med_gx:lsma90_125 | 11855978:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 20.79% | 126.45% |
| Max Drawdown | -32.99% | -64.23% |
| Sharpe | 0.19 | 0.35 |
| Sortino | 0.3 | 0.51 |
| Payoff Ratio | 1.24 | 1.16 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 0.97 | 1.01 |
| Outlier Win Ratio | 49.02 | 3.0 |
| Outlier Loss Ratio | 4.36 | 3.09 |
| Volatility (ann.) | 10.67% | 33.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.18 | 0.44 |
| Skew | 4.95 | 0.32 |
| Kurtosis | 182.65 | 8.89 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.01% |
| Expected Yearly % | 4.84% | 22.67% |
| Kelly Criterion | -1.86% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.86% |
| Expected Shortfall (cVaR) | -0.91% | -2.86% |
| Year | 11855978:ETHUSD | 11855978:ethusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 15.82 | -0.41 | + |
| 2023 | 91.16 | -1.56 | -0.02 | - |
| 2024 | 45.75 | -0.91 | -0.02 | - |
| 2025 | 31.97 | 6.91 | 0.22 | - |
| Metric | 11855978:ethusd:triple_med_gx:lsma90_125 | 11855978:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 21.77% | 73.76% |
| 6M | 16.77% | 98.28% |
| YTD | 6.91% | 31.97% |
| 1Y | 4.65% | 74.9% |
| 3Y (ann.) | 0.29% | 41.37% |
| 5Y (ann.) | 5.94% | 28.38% |
| Metric | 11855978:ethusd:triple_med_gx:lsma90_125 | 11855978:ETHUSD |
|---|---|---|
| Max Drawdown | -32.99% | -64.23% |
| Longest DD Days | 653.0 | 515.0 |
| Avg. Drawdown | -6.38% | -10.46% |
| Avg. Drawdown Days | 103.0 | 39.0 |
| Recovery Factor | 0.63 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -32.99 | 448 |
| 2022-08-06 | 2024-05-20 | -21.32 | 653 |
| 2022-05-31 | 2022-07-06 | -9.85 | 36 |
| 2022-08-05 | 2022-08-05 | -2.93 | 0 |
| 2022-07-07 | 2022-07-07 | -1.81 | 0 |
| 2022-05-29 | 2022-05-29 | -0.41 | 0 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-07 | 2024-06-08 | -0.18 | 0 |
| 2022-05-28 | 2022-05-28 | -0.18 | 0 |
| 2022-08-04 | 2022-08-05 | -0.18 | 0 |
| Metric | 11855978:ethusd:triple_med_gx:lsma90_125 | 11855978:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 18.68% | 27.26% |
| Worst Week | -11.88% | -34.61% |
| Best Month | 21.0% | 56.93% |
| Worst Month | -12.49% | -44.86% |
| Best Year | 15.82% | 91.16% |
| Worst Year | -1.56% | -38.42% |
| Avg. Up Day | 1.11% | 1.14% |
| Avg. Down Day | -0.9% | -0.99% |
| Avg. Up Week | 3.9% | 7.31% |
| Avg. Down Week | -3.64% | -6.51% |
| Avg. Up Month | 8.44% | 23.23% |
| Avg. Down Month | -4.99% | -12.67% |
| Win Days % | 43.68% | 50.54% |
| Win Month % | 46.15% | 51.22% |
| Win Week % | 51.95% | 53.71% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |