| Metric | 11886012:ethusd:triple_med_gx:lsma190_15 | 11886012:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 17.28% | 199.54% |
| Max Drawdown | -46.54% | -64.23% |
| Sharpe | 0.16 | 0.42 |
| Sortino | 0.25 | 0.62 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.09 | 1.11 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.03 | 1.03 |
| Outlier Win Ratio | 31.12 | 3.23 |
| Outlier Loss Ratio | 4.36 | 3.36 |
| Volatility (ann.) | 13.66% | 33.37% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.11 | 0.63 |
| Skew | 3.88 | 0.36 |
| Kurtosis | 101.57 | 9.13 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.78% |
| Expected Yearly % | 4.06% | 31.56% |
| Kelly Criterion | 0.46% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.83% |
| Expected Shortfall (cVaR) | -1.17% | -2.83% |
| Year | 11886012:ETHUSD | 11886012:ethusd:triple_med_gx:lsma190_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 16.52 | -0.89 | + |
| 2023 | 91.16 | 42.32 | 0.46 | - |
| 2024 | 45.75 | 21.51 | 0.47 | - |
| 2025 | 31.97 | -41.80 | -1.31 | - |
| Metric | 11886012:ethusd:triple_med_gx:lsma190_15 | 11886012:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -5.62% | 73.76% |
| 6M | -30.18% | 98.28% |
| YTD | -41.8% | 31.97% |
| 1Y | -40.13% | 74.9% |
| 3Y (ann.) | 1.33% | 41.37% |
| 5Y (ann.) | 5.07% | 40.56% |
| Metric | 11886012:ethusd:triple_med_gx:lsma190_15 | 11886012:ETHUSD |
|---|---|---|
| Max Drawdown | -46.54% | -64.23% |
| Longest DD Days | 372.0 | 515.0 |
| Avg. Drawdown | -5.11% | -8.99% |
| Avg. Drawdown Days | 28.0 | 31.0 |
| Recovery Factor | 0.37 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -46.54 | 372 |
| 2022-09-11 | 2023-01-06 | -17.39 | 117 |
| 2024-04-09 | 2024-05-20 | -15.30 | 41 |
| 2022-06-28 | 2022-07-06 | -13.75 | 8 |
| 2023-07-01 | 2023-12-05 | -13.38 | 157 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2024-01-11 | 2024-02-12 | -7.22 | 32 |
| 2022-07-08 | 2022-07-14 | -6.06 | 6 |
| 2024-07-17 | 2024-08-24 | -6.02 | 38 |
| 2023-05-30 | 2023-06-30 | -5.27 | 31 |
| Metric | 11886012:ethusd:triple_med_gx:lsma190_15 | 11886012:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 21.04% | 27.26% |
| Worst Week | -16.06% | -26.0% |
| Best Month | 24.35% | 56.93% |
| Worst Month | -22.5% | -32.24% |
| Best Year | 42.32% | 91.16% |
| Worst Year | -41.8% | -18.54% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.89% | -0.95% |
| Avg. Up Week | 5.23% | 9.59% |
| Avg. Down Week | -4.13% | -6.39% |
| Avg. Up Month | 8.65% | 25.65% |
| Avg. Down Month | -7.94% | -13.92% |
| Win Days % | 46.15% | 50.62% |
| Win Month % | 55.88% | 52.5% |
| Win Week % | 42.5% | 54.07% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |