| Metric | 11871898:ethusd:triple_med_gx:lsma270_100 | 11871898:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 127.14% | 145.29% |
| Max Drawdown | -22.79% | -63.79% |
| Sharpe | 1.27 | 0.79 |
| Sortino | 2.12 | 1.21 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.5 | 1.13 |
| Common Sense Ratio | 2.7 | 1.25 |
| CPC Index | 1.02 | 0.67 |
| Tail Ratio | 1.8 | 1.1 |
| Outlier Win Ratio | 28.69 | 3.3 |
| Outlier Loss Ratio | 3.76 | 2.96 |
| Volatility (ann.) | 24.55% | 67.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.43 | 0.57 |
| Skew | 1.18 | 0.52 |
| Kurtosis | 17.6 | 5.59 |
| Expected Daily % | 0.08% | 0.08% |
| Expected Monthly % | 2.37% | 2.6% |
| Expected Yearly % | 22.76% | 25.15% |
| Kelly Criterion | 16.77% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -5.64% |
| Expected Shortfall (cVaR) | -2.03% | -5.64% |
| Year | 11871898:ETHUSD | 11871898:ethusd:triple_med_gx:lsma270_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 11.41 | 8.96 | 0.79 | - |
| 2023 | 91.16 | 89.66 | 0.98 | - |
| 2024 | 45.75 | 38.77 | 0.85 | - |
| 2025 | -20.98 | -20.80 | 0.99 | + |
| Metric | 11871898:ethusd:triple_med_gx:lsma270_100 | 11871898:ETHUSD |
|---|---|---|
| MTD | 0.0% | 46.71% |
| 3M | 0.0% | 5.57% |
| 6M | -20.8% | -20.81% |
| YTD | -20.8% | -20.98% |
| 1Y | -20.8% | -31.47% |
| 3Y (ann.) | 32.61% | 36.16% |
| 5Y (ann.) | 32.61% | 36.16% |
| Metric | 11871898:ethusd:triple_med_gx:lsma270_100 | 11871898:ETHUSD |
|---|---|---|
| Max Drawdown | -22.79% | -63.79% |
| Longest DD Days | 220.0 | 443.0 |
| Avg. Drawdown | -4.19% | -9.75% |
| Avg. Drawdown Days | 22.0 | 42.0 |
| Recovery Factor | 5.58 | 2.28 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-05-29 | -22.79 | 131 |
| 2022-09-17 | 2022-10-26 | -15.39 | 39 |
| 2024-01-12 | 2024-02-12 | -15.32 | 31 |
| 2025-01-07 | 2025-01-15 | -7.39 | 8 |
| 2024-02-21 | 2024-04-22 | -6.60 | 61 |
| 2023-03-24 | 2023-03-31 | -5.57 | 7 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| 2023-03-22 | 2023-03-23 | -3.77 | 1 |
| 2022-10-27 | 2022-10-29 | -3.36 | 2 |
| 2022-10-30 | 2022-12-20 | -3.26 | 51 |
| Metric | 11871898:ethusd:triple_med_gx:lsma270_100 | 11871898:ETHUSD |
|---|---|---|
| Best Day | 10.23% | 21.85% |
| Worst Day | -9.22% | -17.59% |
| Best Week | 20.68% | 27.26% |
| Worst Week | -18.73% | -21.87% |
| Best Month | 29.69% | 56.52% |
| Worst Month | -18.73% | -32.24% |
| Best Year | 89.66% | 91.16% |
| Worst Year | -20.8% | -20.98% |
| Avg. Up Day | 2.32% | 2.32% |
| Avg. Down Day | -1.82% | -1.97% |
| Avg. Up Week | 6.53% | 7.33% |
| Avg. Down Week | -4.06% | -5.77% |
| Avg. Up Month | 16.7% | 16.55% |
| Avg. Down Month | -10.34% | -15.87% |
| Win Days % | 53.39% | 50.57% |
| Win Month % | 76.92% | 51.43% |
| Win Week % | 61.54% | 52.9% |
| Win Quarter % | 71.43% | 58.33% |
| Win Year % | 75.0% | 75.0% |