| Metric | 11890052:ethusd:triple_med_gx:lsma35_25 | 11890052:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 34.99% | 87.78% |
| Max Drawdown | -27.73% | -64.23% |
| Sharpe | 0.31 | 0.31 |
| Sortino | 0.48 | 0.45 |
| Payoff Ratio | 1.42 | 1.26 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 81.75 | 2.79 |
| Outlier Loss Ratio | 4.58 | 2.72 |
| Volatility (ann.) | 8.3% | 33.97% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.34 | 0.33 |
| Skew | -1.35 | 0.22 |
| Kurtosis | 218.96 | 9.01 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.73% | 1.55% |
| Expected Yearly % | 7.79% | 17.06% |
| Kelly Criterion | -0.21% | 11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.9% |
| Expected Shortfall (cVaR) | -0.71% | -2.9% |
| Year | 11890052:ETHUSD | 11890052:ethusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 10.00 | -0.20 | + |
| 2023 | 91.16 | 25.22 | 0.28 | - |
| 2024 | 45.75 | 12.13 | 0.27 | - |
| 2025 | 31.97 | -12.60 | -0.39 | - |
| Metric | 11890052:ethusd:triple_med_gx:lsma35_25 | 11890052:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -1.86% | 73.76% |
| 6M | 10.81% | 98.28% |
| YTD | -12.6% | 31.97% |
| 1Y | -12.87% | 74.9% |
| 3Y (ann.) | 7.92% | 41.37% |
| 5Y (ann.) | 9.48% | 20.95% |
| Metric | 11890052:ethusd:triple_med_gx:lsma35_25 | 11890052:ETHUSD |
|---|---|---|
| Max Drawdown | -27.73% | -64.23% |
| Longest DD Days | 482.0 | 609.0 |
| Avg. Drawdown | -2.43% | -9.74% |
| Avg. Drawdown Days | 35.0 | 57.0 |
| Recovery Factor | 1.26 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -27.73 | 482 |
| 2022-07-17 | 2023-03-13 | -10.48 | 239 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2023-08-08 | 2023-09-28 | -2.96 | 51 |
| 2022-05-31 | 2022-06-19 | -2.87 | 19 |
| 2024-03-23 | 2024-04-08 | -2.84 | 15 |
| 2023-12-31 | 2024-01-09 | -2.83 | 9 |
| 2023-05-16 | 2023-07-13 | -2.41 | 57 |
| 2023-03-22 | 2023-04-01 | -1.77 | 10 |
| 2024-01-28 | 2024-01-29 | -1.66 | 1 |
| Metric | 11890052:ethusd:triple_med_gx:lsma35_25 | 11890052:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 13.41% | 27.26% |
| Worst Week | -20.29% | -34.61% |
| Best Month | 15.77% | 56.93% |
| Worst Month | -19.75% | -44.86% |
| Best Year | 25.22% | 91.16% |
| Worst Year | -12.6% | -48.93% |
| Avg. Up Day | 1.18% | 1.23% |
| Avg. Down Day | -0.83% | -0.98% |
| Avg. Up Week | 3.29% | 8.45% |
| Avg. Down Week | -2.51% | -5.39% |
| Avg. Up Month | 3.27% | 21.62% |
| Avg. Down Month | -3.64% | -10.72% |
| Win Days % | 41.22% | 50.58% |
| Win Month % | 52.63% | 51.22% |
| Win Week % | 48.81% | 53.11% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |