| Metric | 11881323:ethusd:triple_med_gx:lsma175_145 | 11881323:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 43.1% | 302.68% |
| Max Drawdown | -34.27% | -64.23% |
| Sharpe | 0.3 | 0.49 |
| Sortino | 0.49 | 0.73 |
| Payoff Ratio | 1.32 | 1.19 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 0.31 | 1.12 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 0.27 | 1.04 |
| Outlier Win Ratio | 48.06 | 3.12 |
| Outlier Loss Ratio | 3.84 | 3.17 |
| Volatility (ann.) | 11.24% | 32.87% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.34 | 0.85 |
| Skew | 3.44 | 0.39 |
| Kurtosis | 82.75 | 9.17 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.9% | 3.54% |
| Expected Yearly % | 9.37% | 41.66% |
| Kelly Criterion | 1.51% | 9.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.79% |
| Expected Shortfall (cVaR) | -0.96% | -2.79% |
| Year | 11881323:ETHUSD | 11881323:ethusd:triple_med_gx:lsma175_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 53.28 | 5.60 | + |
| 2023 | 91.16 | 19.45 | 0.21 | - |
| 2024 | 45.75 | -27.66 | -0.60 | - |
| 2025 | 31.97 | 8.05 | 0.25 | - |
| Metric | 11881323:ethusd:triple_med_gx:lsma175_145 | 11881323:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.44% | 73.76% |
| 6M | 2.39% | 98.28% |
| YTD | 8.05% | 31.97% |
| 1Y | -0.37% | 74.9% |
| 3Y (ann.) | 2.32% | 41.37% |
| 5Y (ann.) | 11.82% | 54.37% |
| Metric | 11881323:ethusd:triple_med_gx:lsma175_145 | 11881323:ETHUSD |
|---|---|---|
| Max Drawdown | -34.27% | -64.23% |
| Longest DD Days | 490.0 | 515.0 |
| Avg. Drawdown | -4.87% | -7.72% |
| Avg. Drawdown Days | 45.0 | 25.0 |
| Recovery Factor | 1.26 | 4.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-09-01 | -34.27 | 490 |
| 2022-06-17 | 2022-06-19 | -13.44 | 2 |
| 2022-12-23 | 2023-10-23 | -10.53 | 304 |
| 2022-06-20 | 2022-06-24 | -8.94 | 3 |
| 2023-11-10 | 2023-12-21 | -5.93 | 41 |
| 2023-12-22 | 2023-12-27 | -5.26 | 4 |
| 2024-02-21 | 2024-04-28 | -4.43 | 67 |
| 2022-07-25 | 2022-07-26 | -4.43 | 1 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2023-10-24 | 2023-11-09 | -4.06 | 16 |
| Metric | 11881323:ethusd:triple_med_gx:lsma175_145 | 11881323:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 17.34% | 27.26% |
| Worst Week | -9.83% | -21.87% |
| Best Month | 17.34% | 56.93% |
| Worst Month | -11.04% | -32.24% |
| Best Year | 53.28% | 91.16% |
| Worst Year | -27.66% | 9.51% |
| Avg. Up Day | 1.32% | 1.34% |
| Avg. Down Day | -1.0% | -1.13% |
| Avg. Up Week | 5.0% | 5.61% |
| Avg. Down Week | -2.53% | -5.35% |
| Avg. Up Month | 6.09% | 23.12% |
| Avg. Down Month | -3.58% | -9.63% |
| Win Days % | 43.91% | 50.7% |
| Win Month % | 55.88% | 52.5% |
| Win Week % | 42.86% | 54.07% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 100.0% |