| Metric | 11884503:ethusd:triple_med_gx:lsma50_15 | 11884503:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 6.01% | 87.78% |
| Max Drawdown | -52.95% | -64.23% |
| Sharpe | 0.1 | 0.31 |
| Sortino | 0.15 | 0.45 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.04 | 1.05 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 1.03 | 1.01 |
| Outlier Win Ratio | 37.8 | 3.28 |
| Outlier Loss Ratio | 4.18 | 3.34 |
| Volatility (ann.) | 13.04% | 33.97% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.03 | 0.33 |
| Skew | 1.76 | 0.22 |
| Kurtosis | 50.49 | 9.01 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.14% | 1.55% |
| Expected Yearly % | 1.47% | 17.06% |
| Kelly Criterion | -2.53% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.9% |
| Expected Shortfall (cVaR) | -1.12% | -2.9% |
| Year | 11884503:ETHUSD | 11884503:ethusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 17.22 | -0.35 | + |
| 2023 | 91.16 | 16.06 | 0.18 | - |
| 2024 | 45.75 | 4.05 | 0.09 | - |
| 2025 | 31.97 | -25.10 | -0.79 | - |
| Metric | 11884503:ethusd:triple_med_gx:lsma50_15 | 11884503:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 3.08% | 73.76% |
| 6M | -17.05% | 98.28% |
| YTD | -25.1% | 31.97% |
| 1Y | -34.34% | 74.9% |
| 3Y (ann.) | -4.7% | 41.37% |
| 5Y (ann.) | 1.78% | 20.95% |
| Metric | 11884503:ethusd:triple_med_gx:lsma50_15 | 11884503:ETHUSD |
|---|---|---|
| Max Drawdown | -52.95% | -64.23% |
| Longest DD Days | 539.0 | 609.0 |
| Avg. Drawdown | -5.73% | -9.74% |
| Avg. Drawdown Days | 60.0 | 57.0 |
| Recovery Factor | 0.11 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-09 | 2025-09-01 | -52.95 | 510 |
| 2022-08-08 | 2024-01-29 | -21.32 | 539 |
| 2022-05-16 | 2022-06-20 | -8.70 | 35 |
| 2022-06-20 | 2022-07-06 | -5.25 | 16 |
| 2022-07-29 | 2022-08-08 | -3.04 | 10 |
| 2022-07-08 | 2022-07-16 | -2.94 | 8 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2024-03-22 | 2024-03-24 | -2.49 | 2 |
| 2022-07-07 | 2022-07-07 | -1.81 | 0 |
| 2024-03-25 | 2024-04-07 | -1.69 | 13 |
| Metric | 11884503:ethusd:triple_med_gx:lsma50_15 | 11884503:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 28.2% | 27.26% |
| Worst Week | -16.89% | -34.61% |
| Best Month | 33.08% | 56.93% |
| Worst Month | -18.75% | -44.86% |
| Best Year | 17.22% | 91.16% |
| Worst Year | -25.1% | -48.93% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -0.99% | -1.06% |
| Avg. Up Week | 4.36% | 8.94% |
| Avg. Down Week | -4.08% | -5.69% |
| Avg. Up Month | 6.5% | 20.39% |
| Avg. Down Month | -5.43% | -10.65% |
| Win Days % | 44.69% | 50.58% |
| Win Month % | 42.5% | 51.22% |
| Win Week % | 43.4% | 53.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |