| Metric | 11881005:ethusd:triple_med_gx:lsma180_145 | 11881005:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 100.01% | 102.58% |
| Max Drawdown | -24.63% | -64.23% |
| Sharpe | 0.49 | 0.34 |
| Sortino | 0.83 | 0.5 |
| Payoff Ratio | 1.29 | 1.16 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.58 | 1.09 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.29 | 1.03 |
| Outlier Win Ratio | 35.04 | 3.31 |
| Outlier Loss Ratio | 4.25 | 3.33 |
| Volatility (ann.) | 13.61% | 33.12% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.05 | 0.41 |
| Skew | 3.98 | 0.35 |
| Kurtosis | 76.65 | 9.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.89% | 1.93% |
| Expected Yearly % | 18.92% | 19.3% |
| Kelly Criterion | 4.35% | 7.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.82% |
| Expected Shortfall (cVaR) | -1.15% | -2.82% |
| Year | 11881005:ETHUSD | 11881005:ethusd:triple_med_gx:lsma180_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.49 | 43.88 | -12.57 | + |
| 2023 | 91.16 | 26.28 | 0.29 | - |
| 2024 | 45.75 | -8.56 | -0.19 | - |
| 2025 | -24.66 | 20.39 | -0.83 | + |
| Metric | 11881005:ethusd:triple_med_gx:lsma180_145 | 11881005:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 9.02% | 21.99% |
| 6M | 29.86% | -30.79% |
| YTD | 20.39% | -24.66% |
| 1Y | 24.02% | -27.95% |
| 3Y (ann.) | 30.42% | 36.13% |
| 5Y (ann.) | 25.81% | 26.34% |
| Metric | 11881005:ethusd:triple_med_gx:lsma180_145 | 11881005:ETHUSD |
|---|---|---|
| Max Drawdown | -24.63% | -64.23% |
| Longest DD Days | 405.0 | 464.0 |
| Avg. Drawdown | -5.19% | -8.35% |
| Avg. Drawdown Days | 34.0 | 29.0 |
| Recovery Factor | 4.06 | 1.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-22 | 2025-01-31 | -24.63 | 405 |
| 2025-01-31 | 2025-04-09 | -14.37 | 67 |
| 2022-06-17 | 2022-06-19 | -14.34 | 2 |
| 2025-04-10 | 2025-06-19 | -11.26 | 70 |
| 2022-07-25 | 2022-07-27 | -10.32 | 2 |
| 2022-06-20 | 2022-06-24 | -8.94 | 3 |
| 2023-06-03 | 2023-10-23 | -7.50 | 142 |
| 2023-03-31 | 2023-06-02 | -7.41 | 63 |
| 2022-08-30 | 2022-09-22 | -6.36 | 22 |
| 2022-07-28 | 2022-08-29 | -5.34 | 31 |
| Metric | 11881005:ethusd:triple_med_gx:lsma180_145 | 11881005:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 12.69% | 27.26% |
| Worst Week | -10.24% | -21.87% |
| Best Month | 12.69% | 56.93% |
| Worst Month | -10.24% | -32.24% |
| Best Year | 43.88% | 91.16% |
| Worst Year | -8.56% | -24.66% |
| Avg. Up Day | 1.23% | 1.25% |
| Avg. Down Day | -0.95% | -1.08% |
| Avg. Up Week | 3.58% | 7.26% |
| Avg. Down Week | -2.66% | -6.86% |
| Avg. Up Month | 5.93% | 21.27% |
| Avg. Down Month | -5.24% | -13.41% |
| Win Days % | 46.11% | 50.26% |
| Win Month % | 58.82% | 48.65% |
| Win Week % | 55.13% | 52.17% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |