| Metric | 11890713:ethusd:triple_med_gx:lsma35_130 | 11890713:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 54.05% | -49.16% |
| Max Drawdown | -38.45% | -71.78% |
| Sharpe | 0.61 | 0.04 |
| Sortino | 0.92 | 0.06 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.21 | 1.01 |
| Common Sense Ratio | 1.55 | 0.94 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.28 | 0.94 |
| Outlier Win Ratio | 25.09 | 3.26 |
| Outlier Loss Ratio | 3.8 | 2.87 |
| Volatility (ann.) | 29.39% | 69.65% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.38 | -0.27 |
| Skew | 0.19 | 0.11 |
| Kurtosis | 24.7 | 4.14 |
| Expected Daily % | 0.04% | -0.06% |
| Expected Monthly % | 1.11% | -1.72% |
| Expected Yearly % | 11.41% | -15.56% |
| Kelly Criterion | 5.71% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -5.99% |
| Expected Shortfall (cVaR) | -2.48% | -5.99% |
| Year | 11890713:ETHUSD | 11890713:ethusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.95 | -0.09 | 0.00 | + |
| 2023 | 91.16 | 42.74 | 0.47 | - |
| 2024 | 45.75 | 49.18 | 1.07 | + |
| 2025 | -52.05 | -27.59 | 0.53 | + |
| Metric | 11890713:ethusd:triple_med_gx:lsma35_130 | 11890713:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -18.8% | -51.11% |
| 6M | -27.59% | -34.52% |
| YTD | -27.59% | -52.05% |
| 1Y | -22.89% | -50.7% |
| 3Y (ann.) | 15.48% | -19.19% |
| 5Y (ann.) | 14.55% | -19.16% |
| Metric | 11890713:ethusd:triple_med_gx:lsma35_130 | 11890713:ETHUSD |
|---|---|---|
| Max Drawdown | -38.45% | -71.78% |
| Longest DD Days | 300.0 | 699.0 |
| Avg. Drawdown | -5.19% | -20.79% |
| Avg. Drawdown Days | 44.0 | 143.0 |
| Recovery Factor | 1.41 | -0.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -38.45 | 231 |
| 2022-05-16 | 2023-03-12 | -19.50 | 300 |
| 2023-08-30 | 2024-01-10 | -10.28 | 133 |
| 2024-04-29 | 2024-07-15 | -8.97 | 77 |
| 2024-07-16 | 2024-08-23 | -6.83 | 38 |
| 2024-04-15 | 2024-04-22 | -5.48 | 7 |
| 2023-03-18 | 2023-05-28 | -3.28 | 71 |
| 2023-08-21 | 2023-08-29 | -2.93 | 8 |
| 2023-03-15 | 2023-03-17 | -2.82 | 2 |
| 2024-04-24 | 2024-04-27 | -2.78 | 3 |
| Metric | 11890713:ethusd:triple_med_gx:lsma35_130 | 11890713:ETHUSD |
|---|---|---|
| Best Day | 13.68% | 19.2% |
| Worst Day | -14.77% | -17.59% |
| Best Week | 25.43% | 25.43% |
| Worst Week | -15.98% | -34.61% |
| Best Month | 24.44% | 56.93% |
| Worst Month | -19.94% | -44.86% |
| Best Year | 49.18% | 91.16% |
| Worst Year | -27.59% | -61.95% |
| Avg. Up Day | 2.37% | 2.39% |
| Avg. Down Day | -2.01% | -2.08% |
| Avg. Up Week | 5.45% | 5.6% |
| Avg. Down Week | -3.86% | -6.97% |
| Avg. Up Month | 10.15% | 20.87% |
| Avg. Down Month | -6.57% | -21.54% |
| Win Days % | 48.94% | 50.0% |
| Win Month % | 55.0% | 46.15% |
| Win Week % | 56.6% | 48.24% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |