| Metric | 11884508:ethusd:triple_med_gx:lsma60_15 | 11884508:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 43.25% | 87.78% |
| Max Drawdown | -52.41% | -64.23% |
| Sharpe | 0.26 | 0.31 |
| Sortino | 0.41 | 0.45 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 30.25 | 3.42 |
| Outlier Loss Ratio | 4.44 | 3.44 |
| Volatility (ann.) | 14.23% | 33.97% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.22 | 0.33 |
| Skew | 1.92 | 0.22 |
| Kurtosis | 41.12 | 9.01 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.88% | 1.55% |
| Expected Yearly % | 9.4% | 17.06% |
| Kelly Criterion | 0.31% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.9% |
| Expected Shortfall (cVaR) | -1.22% | -2.9% |
| Year | 11884508:ETHUSD | 11884508:ethusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 24.47 | -0.50 | + |
| 2023 | 91.16 | 38.98 | 0.43 | - |
| 2024 | 45.75 | 9.32 | 0.20 | - |
| 2025 | 31.97 | -24.25 | -0.76 | - |
| Metric | 11884508:ethusd:triple_med_gx:lsma60_15 | 11884508:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.0% | 73.76% |
| 6M | -17.48% | 98.28% |
| YTD | -24.25% | 31.97% |
| 1Y | -25.01% | 74.9% |
| 3Y (ann.) | 2.45% | 41.37% |
| 5Y (ann.) | 11.46% | 20.95% |
| Metric | 11884508:ethusd:triple_med_gx:lsma60_15 | 11884508:ETHUSD |
|---|---|---|
| Max Drawdown | -52.41% | -64.23% |
| Longest DD Days | 495.0 | 609.0 |
| Avg. Drawdown | -5.75% | -9.74% |
| Avg. Drawdown Days | 41.0 | 57.0 |
| Recovery Factor | 0.83 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2025-09-01 | -52.41 | 495 |
| 2022-08-25 | 2023-06-21 | -19.42 | 300 |
| 2023-12-22 | 2024-01-10 | -11.29 | 19 |
| 2022-05-16 | 2022-06-06 | -10.77 | 21 |
| 2023-07-14 | 2023-12-05 | -10.27 | 144 |
| 2022-06-20 | 2022-07-07 | -10.01 | 17 |
| 2024-02-29 | 2024-03-25 | -7.43 | 25 |
| 2024-04-09 | 2024-04-22 | -5.52 | 13 |
| 2022-07-08 | 2022-07-16 | -4.46 | 8 |
| 2022-07-19 | 2022-08-12 | -4.33 | 24 |
| Metric | 11884508:ethusd:triple_med_gx:lsma60_15 | 11884508:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 27.72% | 27.26% |
| Worst Week | -17.55% | -34.61% |
| Best Month | 30.51% | 56.93% |
| Worst Month | -21.39% | -44.86% |
| Best Year | 38.98% | 91.16% |
| Worst Year | -24.25% | -48.93% |
| Avg. Up Day | 1.17% | 1.19% |
| Avg. Down Day | -0.95% | -1.02% |
| Avg. Up Week | 4.16% | 8.48% |
| Avg. Down Week | -4.11% | -5.54% |
| Avg. Up Month | 6.54% | 20.4% |
| Avg. Down Month | -7.11% | -11.21% |
| Win Days % | 44.97% | 50.58% |
| Win Month % | 60.0% | 51.22% |
| Win Week % | 51.64% | 53.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |