| Metric | 11887239:ethusd:triple_med_gx:lsma40_20 | 11887239:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 2.16% | 141.95% |
| Max Drawdown | -35.26% | -64.23% |
| Sharpe | 0.07 | 0.37 |
| Sortino | 0.1 | 0.53 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.03 | 1.06 |
| Common Sense Ratio | 0.18 | 1.07 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 0.17 | 1.01 |
| Outlier Win Ratio | 55.69 | 3.05 |
| Outlier Loss Ratio | 4.19 | 3.15 |
| Volatility (ann.) | 10.15% | 33.68% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.02 | 0.48 |
| Skew | 2.68 | 0.32 |
| Kurtosis | 81.82 | 8.72 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.05% | 2.18% |
| Expected Yearly % | 0.54% | 24.72% |
| Kelly Criterion | -4.8% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.87% |
| Expected Shortfall (cVaR) | -0.87% | -2.87% |
| Year | 11887239:ETHUSD | 11887239:ethusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.20 | -2.76 | 0.08 | + |
| 2023 | 91.16 | 14.63 | 0.16 | - |
| 2024 | 45.75 | 6.13 | 0.13 | - |
| 2025 | 31.97 | -13.65 | -0.43 | - |
| Metric | 11887239:ethusd:triple_med_gx:lsma40_20 | 11887239:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.57% | 73.76% |
| 6M | 0.3% | 98.28% |
| YTD | -13.65% | 31.97% |
| 1Y | -16.73% | 74.9% |
| 3Y (ann.) | 1.16% | 41.37% |
| 5Y (ann.) | 0.65% | 30.6% |
| Metric | 11887239:ethusd:triple_med_gx:lsma40_20 | 11887239:ETHUSD |
|---|---|---|
| Max Drawdown | -35.26% | -64.23% |
| Longest DD Days | 577.0 | 565.0 |
| Avg. Drawdown | -6.67% | -8.22% |
| Avg. Drawdown Days | 87.0 | 42.0 |
| Recovery Factor | 0.06 | 2.21 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-09 | 2025-09-01 | -35.26 | 510 |
| 2022-07-30 | 2024-02-28 | -27.54 | 577 |
| 2022-05-30 | 2022-07-06 | -8.98 | 37 |
| 2022-07-15 | 2022-07-16 | -2.88 | 0 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2022-05-16 | 2022-05-17 | -2.41 | 1 |
| 2024-03-23 | 2024-03-24 | -2.31 | 1 |
| 2022-07-07 | 2022-07-07 | -1.81 | 0 |
| 2022-05-17 | 2022-05-17 | -1.12 | 0 |
| 2024-04-07 | 2024-04-08 | -0.90 | 0 |
| Metric | 11887239:ethusd:triple_med_gx:lsma40_20 | 11887239:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 16.22% | 27.26% |
| Worst Week | -12.0% | -34.61% |
| Best Month | 22.52% | 56.93% |
| Worst Month | -17.34% | -44.86% |
| Best Year | 14.63% | 91.16% |
| Worst Year | -13.65% | -34.2% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -0.96% | -1.06% |
| Avg. Up Week | 3.76% | 8.84% |
| Avg. Down Week | -3.29% | -5.23% |
| Avg. Up Month | 4.83% | 21.49% |
| Avg. Down Month | -4.53% | -13.38% |
| Win Days % | 43.47% | 50.59% |
| Win Month % | 48.72% | 53.66% |
| Win Week % | 43.82% | 53.67% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |