| Metric | 11862417:ethusd:triple_med_gx:lsma170_130 | 11862417:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 39.31% | 34.24% |
| Max Drawdown | -19.84% | -64.23% |
| Sharpe | 0.32 | 0.24 |
| Sortino | 0.58 | 0.35 |
| Payoff Ratio | 1.49 | 1.35 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 0.14 | 1.05 |
| CPC Index | 0.72 | 0.7 |
| Tail Ratio | 0.12 | 1.01 |
| Outlier Win Ratio | 52.12 | 2.88 |
| Outlier Loss Ratio | 5.03 | 3.06 |
| Volatility (ann.) | 10.13% | 33.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.58 | 0.16 |
| Skew | 9.1 | 0.27 |
| Kurtosis | 260.84 | 9.08 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.9% | 0.8% |
| Expected Yearly % | 8.64% | 7.64% |
| Kelly Criterion | 1.41% | 13.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.86% |
| Expected Shortfall (cVaR) | -0.86% | -2.86% |
| Year | 11862417:ETHUSD | 11862417:ethusd:triple_med_gx:lsma170_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.05 | -4.34 | 0.12 | + |
| 2023 | 91.16 | -3.22 | -0.04 | - |
| 2024 | 45.75 | 32.78 | 0.72 | - |
| 2025 | -24.66 | 13.33 | -0.54 | + |
| Metric | 11862417:ethusd:triple_med_gx:lsma170_130 | 11862417:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 4.64% | 21.99% |
| 6M | 22.88% | -30.79% |
| YTD | 13.33% | -24.66% |
| 1Y | 17.21% | -27.95% |
| 3Y (ann.) | 11.67% | 36.13% |
| 5Y (ann.) | 11.53% | 10.18% |
| Metric | 11862417:ethusd:triple_med_gx:lsma170_130 | 11862417:ETHUSD |
|---|---|---|
| Max Drawdown | -19.84% | -64.23% |
| Longest DD Days | 598.0 | 464.0 |
| Avg. Drawdown | -4.79% | -10.7% |
| Avg. Drawdown Days | 67.0 | 43.0 |
| Recovery Factor | 1.98 | 0.53 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2024-12-20 | -19.84 | 211 |
| 2022-09-30 | 2024-05-20 | -18.33 | 598 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2025-01-31 | 2025-04-19 | -6.73 | 77 |
| 2022-08-01 | 2022-08-02 | -3.33 | 0 |
| 2025-04-19 | 2025-04-21 | -2.82 | 1 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2022-08-02 | 2022-09-05 | -2.00 | 33 |
| 2024-12-30 | 2025-01-30 | -1.99 | 30 |
| 2025-04-21 | 2025-05-25 | -1.67 | 34 |
| Metric | 11862417:ethusd:triple_med_gx:lsma170_130 | 11862417:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -5.16% | -14.0% |
| Best Week | 21.81% | 27.26% |
| Worst Week | -12.02% | -34.61% |
| Best Month | 21.81% | 56.93% |
| Worst Month | -11.21% | -42.75% |
| Best Year | 32.78% | 91.16% |
| Worst Year | -4.34% | -36.05% |
| Avg. Up Day | 1.14% | 1.16% |
| Avg. Down Day | -0.77% | -0.86% |
| Avg. Up Week | 3.41% | 7.6% |
| Avg. Down Week | -2.57% | -7.02% |
| Avg. Up Month | 5.43% | 21.95% |
| Avg. Down Month | -3.88% | -12.07% |
| Win Days % | 40.97% | 50.19% |
| Win Month % | 52.94% | 48.65% |
| Win Week % | 48.33% | 51.85% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |