| Metric | 11870870:ethusd:triple_med_gx:lsma145_140 | 11870870:ETHUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 10.04% | 119.93% |
| Max Drawdown | -7.25% | -64.23% |
| Sharpe | 0.26 | 0.35 |
| Sortino | 0.54 | 0.51 |
| Payoff Ratio | 2.77 | 2.31 |
| Profit Factor | 1.41 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.14 | 1.24 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 343.02 | 2.2 |
| Outlier Loss Ratio | 6.97 | 2.45 |
| Volatility (ann.) | 3.02% | 33.47% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.41 | 0.43 |
| Skew | 14.29 | 0.33 |
| Kurtosis | 531.79 | 8.99 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 1.94% |
| Expected Yearly % | 2.42% | 21.78% |
| Kelly Criterion | 3.63% | 29.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.85% |
| Expected Shortfall (cVaR) | -0.26% | -2.85% |
| Year | 11870870:ETHUSD | 11870870:ethusd:triple_med_gx:lsma145_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 4.58 | -0.11 | + |
| 2023 | 91.16 | 10.64 | 0.12 | - |
| 2024 | 45.75 | -3.90 | -0.09 | - |
| 2025 | 31.97 | -1.05 | -0.03 | - |
| Metric | 11870870:ethusd:triple_med_gx:lsma145_140 | 11870870:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.18% | 73.76% |
| 6M | -1.05% | 98.28% |
| YTD | -1.05% | 31.97% |
| 1Y | -3.62% | 74.9% |
| 3Y (ann.) | 2.31% | 41.37% |
| 5Y (ann.) | 2.98% | 27.37% |
| Metric | 11870870:ethusd:triple_med_gx:lsma145_140 | 11870870:ETHUSD |
|---|---|---|
| Max Drawdown | -7.25% | -64.23% |
| Longest DD Days | 642.0 | 515.0 |
| Avg. Drawdown | -1.32% | -10.44% |
| Avg. Drawdown Days | 83.0 | 40.0 |
| Recovery Factor | 1.38 | 1.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-28 | 2025-09-01 | -7.25 | 642 |
| 2022-09-02 | 2022-12-20 | -2.14 | 108 |
| 2023-07-27 | 2023-11-15 | -1.77 | 111 |
| 2023-05-14 | 2023-06-17 | -1.51 | 33 |
| 2022-12-28 | 2023-01-20 | -0.56 | 23 |
| 2023-07-12 | 2023-07-13 | -0.35 | 0 |
| 2022-06-17 | 2022-06-17 | -0.18 | 0 |
| 2022-07-24 | 2022-07-24 | -0.18 | 0 |
| 2022-08-25 | 2022-08-25 | -0.18 | 0 |
| 2022-06-21 | 2022-06-21 | -0.18 | 0 |
| Metric | 11870870:ethusd:triple_med_gx:lsma145_140 | 11870870:ETHUSD |
|---|---|---|
| Best Day | 5.45% | 16.51% |
| Worst Day | -3.5% | -14.0% |
| Best Week | 5.95% | 27.26% |
| Worst Week | -3.68% | -34.61% |
| Best Month | 5.41% | 56.93% |
| Worst Month | -4.18% | -44.86% |
| Best Year | 10.64% | 91.16% |
| Worst Year | -3.9% | -40.19% |
| Avg. Up Day | 1.33% | 1.49% |
| Avg. Down Day | -0.48% | -0.64% |
| Avg. Up Week | 1.77% | 8.95% |
| Avg. Down Week | -1.2% | -5.37% |
| Avg. Up Month | 1.34% | 30.24% |
| Avg. Down Month | -1.35% | -8.86% |
| Win Days % | 29.21% | 50.5% |
| Win Month % | 52.17% | 51.22% |
| Win Week % | 42.86% | 53.45% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 75.0% |