| Metric | 11864168:ethusd:triple_med_gx:lsma135_130 | 11864168:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 17.02% | 145.86% |
| Max Drawdown | -15.43% | -64.23% |
| Sharpe | 0.26 | 0.37 |
| Sortino | 0.48 | 0.55 |
| Payoff Ratio | 1.83 | 1.14 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | NaN | 1.09 |
| CPC Index | 0.81 | 0.62 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 142.21 | 2.48 |
| Outlier Loss Ratio | 5.38 | 2.53 |
| Volatility (ann.) | 5.14% | 33.47% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.32 | 0.5 |
| Skew | 11.17 | 0.34 |
| Kurtosis | 431.03 | 9.04 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.27% |
| Expected Yearly % | 4.01% | 25.22% |
| Kelly Criterion | 1.0% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.85% |
| Expected Shortfall (cVaR) | -0.44% | -2.85% |
| Year | 11864168:ETHUSD | 11864168:ethusd:triple_med_gx:lsma135_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.13 | 26.00 | -0.78 | + |
| 2023 | 91.16 | 0.37 | 0.00 | - |
| 2024 | 45.75 | -8.68 | -0.19 | - |
| 2025 | 31.97 | 1.32 | 0.04 | - |
| Metric | 11864168:ethusd:triple_med_gx:lsma135_130 | 11864168:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 2.62% | 73.76% |
| 6M | 3.7% | 98.28% |
| YTD | 1.32% | 31.97% |
| 1Y | -2.0% | 74.9% |
| 3Y (ann.) | 2.69% | 41.37% |
| 5Y (ann.) | 4.98% | 32.12% |
| Metric | 11864168:ethusd:triple_med_gx:lsma135_130 | 11864168:ETHUSD |
|---|---|---|
| Max Drawdown | -15.43% | -64.23% |
| Longest DD Days | 657.0 | 515.0 |
| Avg. Drawdown | -2.85% | -9.66% |
| Avg. Drawdown Days | 94.0 | 37.0 |
| Recovery Factor | 1.1 | 2.27 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-13 | 2025-09-01 | -15.43 | 657 |
| 2022-12-15 | 2023-10-30 | -6.03 | 319 |
| 2022-06-14 | 2022-07-21 | -4.25 | 37 |
| 2023-10-31 | 2023-11-13 | -2.09 | 13 |
| 2022-09-29 | 2022-10-03 | -2.03 | 4 |
| 2022-09-17 | 2022-09-22 | -0.41 | 4 |
| 2022-10-25 | 2022-10-25 | -0.35 | 0 |
| 2022-09-17 | 2022-09-17 | -0.18 | 0 |
| 2022-08-24 | 2022-08-25 | -0.18 | 0 |
| 2022-09-28 | 2022-09-28 | -0.18 | 0 |
| Metric | 11864168:ethusd:triple_med_gx:lsma135_130 | 11864168:ETHUSD |
|---|---|---|
| Best Day | 9.82% | 16.51% |
| Worst Day | -4.25% | -14.0% |
| Best Week | 9.44% | 27.26% |
| Worst Week | -3.15% | -34.61% |
| Best Month | 11.45% | 56.93% |
| Worst Month | -2.18% | -40.14% |
| Best Year | 26.0% | 91.16% |
| Worst Year | -8.68% | -33.13% |
| Avg. Up Day | 1.14% | 1.22% |
| Avg. Down Day | -0.63% | -1.06% |
| Avg. Up Week | 2.59% | 8.95% |
| Avg. Down Week | -1.21% | -8.53% |
| Avg. Up Month | 3.48% | 22.43% |
| Avg. Down Month | -1.34% | -12.92% |
| Win Days % | 36.04% | 50.57% |
| Win Month % | 40.62% | 52.5% |
| Win Week % | 45.1% | 53.76% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |