| Metric | 11887236:ethusd:triple_med_gx:lsma60_20 | 11887236:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 27.14% | 87.78% |
| Max Drawdown | -50.36% | -64.23% |
| Sharpe | 0.2 | 0.31 |
| Sortino | 0.31 | 0.45 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.07 | 1.05 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 31.32 | 3.35 |
| Outlier Loss Ratio | 4.34 | 3.4 |
| Volatility (ann.) | 14.06% | 33.97% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.15 | 0.33 |
| Skew | 1.9 | 0.22 |
| Kurtosis | 44.49 | 9.01 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.59% | 1.55% |
| Expected Yearly % | 6.19% | 17.06% |
| Kelly Criterion | -0.33% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.9% |
| Expected Shortfall (cVaR) | -1.2% | -2.9% |
| Year | 11887236:ETHUSD | 11887236:ethusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 1.02 | -0.02 | + |
| 2023 | 91.16 | 39.28 | 0.43 | - |
| 2024 | 45.75 | 8.22 | 0.18 | - |
| 2025 | 31.97 | -16.50 | -0.52 | - |
| Metric | 11887236:ethusd:triple_med_gx:lsma60_20 | 11887236:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 19.34% | 73.76% |
| 6M | -6.94% | 98.28% |
| YTD | -16.5% | 31.97% |
| 1Y | -18.23% | 74.9% |
| 3Y (ann.) | 4.43% | 41.37% |
| 5Y (ann.) | 7.52% | 20.95% |
| Metric | 11887236:ethusd:triple_med_gx:lsma60_20 | 11887236:ETHUSD |
|---|---|---|
| Max Drawdown | -50.36% | -64.23% |
| Longest DD Days | 482.0 | 609.0 |
| Avg. Drawdown | -7.0% | -9.74% |
| Avg. Drawdown Days | 62.0 | 57.0 |
| Recovery Factor | 0.54 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -50.36 | 482 |
| 2022-07-19 | 2023-07-13 | -23.61 | 359 |
| 2022-05-15 | 2022-07-07 | -11.90 | 52 |
| 2023-07-14 | 2023-12-05 | -9.68 | 144 |
| 2023-12-22 | 2024-01-10 | -5.58 | 18 |
| 2024-02-29 | 2024-03-25 | -5.42 | 25 |
| 2024-04-09 | 2024-04-22 | -5.20 | 13 |
| 2022-07-08 | 2022-07-16 | -3.29 | 8 |
| 2024-01-30 | 2024-02-28 | -3.05 | 28 |
| 2024-04-23 | 2024-05-06 | -2.74 | 12 |
| Metric | 11887236:ethusd:triple_med_gx:lsma60_20 | 11887236:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 30.05% | 27.26% |
| Worst Week | -13.18% | -34.61% |
| Best Month | 38.32% | 56.93% |
| Worst Month | -17.68% | -44.86% |
| Best Year | 39.28% | 91.16% |
| Worst Year | -16.5% | -48.93% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -0.96% | -1.04% |
| Avg. Up Week | 4.04% | 8.32% |
| Avg. Down Week | -3.61% | -6.24% |
| Avg. Up Month | 7.07% | 20.4% |
| Avg. Down Month | -6.26% | -14.0% |
| Win Days % | 44.87% | 50.58% |
| Win Month % | 52.5% | 51.22% |
| Win Week % | 49.17% | 53.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |