| Metric | 11890042:ethusd:triple_med_gx:lsma55_25 | 11890042:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -17.47% | 91.18% |
| Max Drawdown | -61.96% | -64.23% |
| Sharpe | -0.04 | 0.31 |
| Sortino | -0.06 | 0.45 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 0.98 | 1.05 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 0.97 | 1.01 |
| Outlier Win Ratio | 37.75 | 3.26 |
| Outlier Loss Ratio | 4.19 | 3.36 |
| Volatility (ann.) | 13.46% | 34.04% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.09 | 0.34 |
| Skew | 0.7 | 0.23 |
| Kurtosis | 68.45 | 8.98 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.47% | 1.59% |
| Expected Yearly % | -4.69% | 17.59% |
| Kelly Criterion | -6.03% | 4.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.9% |
| Expected Shortfall (cVaR) | -1.16% | -2.9% |
| Year | 11890042:ETHUSD | 11890042:ethusd:triple_med_gx:lsma55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.01 | 15.40 | -0.32 | + |
| 2023 | 91.16 | 3.41 | 0.04 | - |
| 2024 | 45.75 | -0.54 | -0.01 | - |
| 2025 | 31.97 | -30.47 | -0.95 | - |
| Metric | 11890042:ethusd:triple_med_gx:lsma55_25 | 11890042:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.7% | 73.76% |
| 6M | -1.84% | 98.28% |
| YTD | -30.47% | 31.97% |
| 1Y | -45.63% | 74.9% |
| 3Y (ann.) | -11.05% | 41.37% |
| 5Y (ann.) | -5.63% | 21.59% |
| Metric | 11890042:ethusd:triple_med_gx:lsma55_25 | 11890042:ETHUSD |
|---|---|---|
| Max Drawdown | -61.96% | -64.23% |
| Longest DD Days | 548.0 | 609.0 |
| Avg. Drawdown | -5.46% | -9.14% |
| Avg. Drawdown Days | 48.0 | 52.0 |
| Recovery Factor | -0.28 | 1.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-09-01 | -61.96 | 452 |
| 2022-07-30 | 2024-01-30 | -22.46 | 548 |
| 2022-05-18 | 2022-06-19 | -9.61 | 32 |
| 2022-06-20 | 2022-07-06 | -6.22 | 16 |
| 2024-04-22 | 2024-05-18 | -5.52 | 26 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2022-07-08 | 2022-07-18 | -2.87 | 9 |
| 2022-05-16 | 2022-05-17 | -2.41 | 1 |
| 2024-03-23 | 2024-03-24 | -2.31 | 1 |
| 2024-02-09 | 2024-02-28 | -1.90 | 18 |
| Metric | 11890042:ethusd:triple_med_gx:lsma55_25 | 11890042:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 18.68% | 27.26% |
| Worst Week | -19.6% | -34.61% |
| Best Month | 26.79% | 56.93% |
| Worst Month | -29.12% | -44.86% |
| Best Year | 15.4% | 91.16% |
| Worst Year | -30.47% | -48.01% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -1.01% | -1.1% |
| Avg. Up Week | 4.08% | 8.5% |
| Avg. Down Week | -4.04% | -6.49% |
| Avg. Up Month | 6.06% | 22.58% |
| Avg. Down Month | -7.61% | -11.39% |
| Win Days % | 43.48% | 50.55% |
| Win Month % | 46.15% | 51.22% |
| Win Week % | 45.13% | 53.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |