| Metric | 11865117:ethusd:triple_med_gx:lsma165_130 | 11865117:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 8.28% | 282.36% |
| Max Drawdown | -29.5% | -64.23% |
| Sharpe | 0.11 | 0.48 |
| Sortino | 0.17 | 0.71 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 0.28 | 1.13 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 0.26 | 1.04 |
| Outlier Win Ratio | 52.21 | 2.99 |
| Outlier Loss Ratio | 3.65 | 3.12 |
| Volatility (ann.) | 10.04% | 32.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.09 | 0.81 |
| Skew | 1.27 | 0.34 |
| Kurtosis | 64.22 | 9.15 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.2% | 3.41% |
| Expected Yearly % | 2.01% | 39.84% |
| Kelly Criterion | -1.89% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.75% |
| Expected Shortfall (cVaR) | -0.86% | -2.75% |
| Year | 11865117:ETHUSD | 11865117:ethusd:triple_med_gx:lsma165_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 16.00 | 4.01 | + |
| 2023 | 91.16 | -1.72 | -0.02 | - |
| 2024 | 45.75 | 5.03 | 0.11 | - |
| 2025 | 31.97 | -9.57 | -0.30 | - |
| Metric | 11865117:ethusd:triple_med_gx:lsma165_130 | 11865117:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.57% | 73.76% |
| 6M | -0.92% | 98.28% |
| YTD | -9.57% | 31.97% |
| 1Y | -16.69% | 74.9% |
| 3Y (ann.) | -1.31% | 41.37% |
| 5Y (ann.) | 2.52% | 52.06% |
| Metric | 11865117:ethusd:triple_med_gx:lsma165_130 | 11865117:ETHUSD |
|---|---|---|
| Max Drawdown | -29.5% | -64.23% |
| Longest DD Days | 490.0 | 515.0 |
| Avg. Drawdown | -4.57% | -7.51% |
| Avg. Drawdown Days | 51.0 | 26.0 |
| Recovery Factor | 0.28 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-09-01 | -29.50 | 490 |
| 2022-07-24 | 2022-07-27 | -14.68 | 3 |
| 2022-08-31 | 2022-10-29 | -9.76 | 59 |
| 2023-10-23 | 2024-02-20 | -8.83 | 120 |
| 2022-08-30 | 2022-08-31 | -6.03 | 0 |
| 2024-04-24 | 2024-04-28 | -5.21 | 3 |
| 2022-10-29 | 2023-08-09 | -4.84 | 283 |
| 2023-08-09 | 2023-10-22 | -3.90 | 73 |
| 2022-07-28 | 2022-08-30 | -3.79 | 32 |
| 2022-06-21 | 2022-07-23 | -2.53 | 31 |
| Metric | 11865117:ethusd:triple_med_gx:lsma165_130 | 11865117:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -6.03% | -14.0% |
| Best Week | 15.97% | 27.26% |
| Worst Week | -6.57% | -21.87% |
| Best Month | 14.7% | 56.93% |
| Worst Month | -8.72% | -32.24% |
| Best Year | 16.0% | 91.16% |
| Worst Year | -9.57% | 3.99% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.01% | -1.09% |
| Avg. Up Week | 4.13% | 5.76% |
| Avg. Down Week | -2.55% | -5.19% |
| Avg. Up Month | 7.08% | 27.39% |
| Avg. Down Month | -3.91% | -7.53% |
| Win Days % | 45.84% | 50.72% |
| Win Month % | 48.28% | 52.5% |
| Win Week % | 44.0% | 54.39% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 100.0% |