| Metric | 11890061:ethusd:triple_med_gx:lsma60_25 | 11890061:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -11.85% | 87.78% |
| Max Drawdown | -52.1% | -64.23% |
| Sharpe | -0.01 | 0.31 |
| Sortino | -0.01 | 0.45 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.0 | 1.05 |
| Common Sense Ratio | 1.0 | 1.06 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.0 | 1.01 |
| Outlier Win Ratio | 35.1 | 3.3 |
| Outlier Loss Ratio | 4.28 | 3.39 |
| Volatility (ann.) | 13.09% | 33.97% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.07 | 0.33 |
| Skew | 1.01 | 0.22 |
| Kurtosis | 40.18 | 9.01 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.31% | 1.55% |
| Expected Yearly % | -3.11% | 17.06% |
| Kelly Criterion | -4.51% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.9% |
| Expected Shortfall (cVaR) | -1.13% | -2.9% |
| Year | 11890061:ETHUSD | 11890061:ethusd:triple_med_gx:lsma60_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | -4.62 | 0.09 | + |
| 2023 | 91.16 | 25.68 | 0.28 | - |
| 2024 | 45.75 | -3.04 | -0.07 | - |
| 2025 | 31.97 | -24.16 | -0.76 | - |
| Metric | 11890061:ethusd:triple_med_gx:lsma60_25 | 11890061:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 6.59% | 73.76% |
| 6M | -18.64% | 98.28% |
| YTD | -24.16% | 31.97% |
| 1Y | -28.09% | 74.9% |
| 3Y (ann.) | -6.24% | 41.37% |
| 5Y (ann.) | -3.74% | 20.95% |
| Metric | 11890061:ethusd:triple_med_gx:lsma60_25 | 11890061:ETHUSD |
|---|---|---|
| Max Drawdown | -52.1% | -64.23% |
| Longest DD Days | 540.0 | 609.0 |
| Avg. Drawdown | -7.98% | -9.74% |
| Avg. Drawdown Days | 74.0 | 57.0 |
| Recovery Factor | -0.23 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2025-09-01 | -52.10 | 495 |
| 2022-07-19 | 2024-01-10 | -28.44 | 540 |
| 2022-05-18 | 2022-06-20 | -8.46 | 33 |
| 2024-02-29 | 2024-03-25 | -8.25 | 25 |
| 2022-06-20 | 2022-07-06 | -5.49 | 16 |
| 2024-04-09 | 2024-04-22 | -5.20 | 13 |
| 2024-01-11 | 2024-01-30 | -3.69 | 19 |
| 2024-01-30 | 2024-02-28 | -3.05 | 28 |
| 2022-07-08 | 2022-07-17 | -2.75 | 9 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| Metric | 11890061:ethusd:triple_med_gx:lsma60_25 | 11890061:ETHUSD |
|---|---|---|
| Best Day | 9.13% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 18.23% | 27.26% |
| Worst Week | -15.4% | -34.61% |
| Best Month | 26.21% | 56.93% |
| Worst Month | -19.07% | -44.86% |
| Best Year | 25.68% | 91.16% |
| Worst Year | -24.16% | -48.93% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -0.98% | -1.05% |
| Avg. Up Week | 3.57% | 8.22% |
| Avg. Down Week | -3.39% | -6.29% |
| Avg. Up Month | 6.4% | 21.17% |
| Avg. Down Month | -5.83% | -11.3% |
| Win Days % | 44.51% | 50.58% |
| Win Month % | 41.03% | 51.22% |
| Win Week % | 46.09% | 53.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |