| Metric | 11864902:ethusd:triple_med_gx:lsma165_130 | 11864902:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 32.28% | 357.12% |
| Max Drawdown | -35.34% | -64.23% |
| Sharpe | 0.24 | 0.52 |
| Sortino | 0.37 | 0.78 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.12 | 1.09 |
| Common Sense Ratio | 0.72 | 1.13 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 0.64 | 1.04 |
| Outlier Win Ratio | 46.72 | 3.1 |
| Outlier Loss Ratio | 3.59 | 3.18 |
| Volatility (ann.) | 11.7% | 32.81% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.26 | 0.94 |
| Skew | 1.97 | 0.41 |
| Kurtosis | 87.47 | 9.21 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.7% | 3.87% |
| Expected Yearly % | 7.24% | 46.22% |
| Kelly Criterion | 0.36% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.78% |
| Expected Shortfall (cVaR) | -1.0% | -2.78% |
| Year | 11864902:ETHUSD | 11864902:ethusd:triple_med_gx:lsma165_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 59.71 | 2.46 | + |
| 2023 | 91.16 | 3.39 | 0.04 | - |
| 2024 | 45.75 | -0.69 | -0.02 | - |
| 2025 | 31.97 | -19.33 | -0.60 | - |
| Metric | 11864902:ethusd:triple_med_gx:lsma165_130 | 11864902:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | -6.25% | 73.76% |
| 6M | -18.99% | 98.28% |
| YTD | -19.33% | 31.97% |
| 1Y | -22.55% | 74.9% |
| 3Y (ann.) | -0.27% | 41.37% |
| 5Y (ann.) | 9.12% | 60.66% |
| Metric | 11864902:ethusd:triple_med_gx:lsma165_130 | 11864902:ETHUSD |
|---|---|---|
| Max Drawdown | -35.34% | -64.23% |
| Longest DD Days | 490.0 | 515.0 |
| Avg. Drawdown | -4.27% | -7.38% |
| Avg. Drawdown Days | 40.0 | 25.0 |
| Recovery Factor | 0.91 | 5.56 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-09-01 | -35.34 | 490 |
| 2022-06-20 | 2022-07-27 | -15.12 | 37 |
| 2023-12-24 | 2024-02-16 | -6.71 | 53 |
| 2022-08-30 | 2022-08-31 | -6.03 | 0 |
| 2023-04-27 | 2023-12-19 | -5.95 | 235 |
| 2024-04-24 | 2024-04-28 | -5.21 | 3 |
| 2022-06-19 | 2022-06-19 | -4.92 | 0 |
| 2023-12-19 | 2023-12-21 | -4.62 | 2 |
| 2022-10-27 | 2022-10-29 | -4.36 | 2 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| Metric | 11864902:ethusd:triple_med_gx:lsma165_130 | 11864902:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 16.79% | 27.36% |
| Worst Week | -14.41% | -21.87% |
| Best Month | 16.79% | 56.93% |
| Worst Month | -16.25% | -32.24% |
| Best Year | 59.71% | 91.16% |
| Worst Year | -19.33% | 24.32% |
| Avg. Up Day | 1.24% | 1.26% |
| Avg. Down Day | -1.07% | -1.15% |
| Avg. Up Week | 4.06% | 6.61% |
| Avg. Down Week | -2.67% | -5.84% |
| Avg. Up Month | 4.97% | 18.73% |
| Avg. Down Month | -3.83% | -6.56% |
| Win Days % | 46.53% | 50.74% |
| Win Month % | 56.25% | 55.0% |
| Win Week % | 51.92% | 54.39% |
| Win Quarter % | 64.29% | 64.29% |
| Win Year % | 50.0% | 100.0% |