| Metric | 11896102:ethusd:triple_med_gx:lsma20_35 | 11896102:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 18.74% | 91.18% |
| Max Drawdown | -29.26% | -64.23% |
| Sharpe | 0.19 | 0.31 |
| Sortino | 0.29 | 0.45 |
| Payoff Ratio | 1.35 | 1.03 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 65.27 | 3.02 |
| Outlier Loss Ratio | 4.51 | 2.98 |
| Volatility (ann.) | 8.59% | 34.04% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.18 | 0.34 |
| Skew | 1.38 | 0.23 |
| Kurtosis | 71.64 | 8.98 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.42% | 1.59% |
| Expected Yearly % | 4.39% | 17.59% |
| Kelly Criterion | -0.52% | 2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.9% |
| Expected Shortfall (cVaR) | -0.74% | -2.9% |
| Year | 11896102:ETHUSD | 11896102:ethusd:triple_med_gx:lsma20_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.01 | 24.24 | -0.50 | + |
| 2023 | 91.16 | -1.23 | -0.01 | - |
| 2024 | 45.75 | -8.94 | -0.20 | - |
| 2025 | 31.97 | 6.26 | 0.20 | - |
| Metric | 11896102:ethusd:triple_med_gx:lsma20_35 | 11896102:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -0.11% | 73.76% |
| 6M | 12.5% | 98.28% |
| YTD | 6.26% | 31.97% |
| 1Y | -6.43% | 74.9% |
| 3Y (ann.) | -0.64% | 41.37% |
| 5Y (ann.) | 5.32% | 21.59% |
| Metric | 11896102:ethusd:triple_med_gx:lsma20_35 | 11896102:ETHUSD |
|---|---|---|
| Max Drawdown | -29.26% | -64.23% |
| Longest DD Days | 461.0 | 609.0 |
| Avg. Drawdown | -4.37% | -9.14% |
| Avg. Drawdown Days | 51.0 | 52.0 |
| Recovery Factor | 0.64 | 1.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2025-09-01 | -29.26 | 461 |
| 2023-02-08 | 2024-03-04 | -16.30 | 390 |
| 2022-06-29 | 2022-08-10 | -10.98 | 42 |
| 2024-04-13 | 2024-05-09 | -7.88 | 25 |
| 2022-12-05 | 2023-02-07 | -5.09 | 64 |
| 2024-05-10 | 2024-05-27 | -4.78 | 16 |
| 2022-10-04 | 2022-11-22 | -4.29 | 49 |
| 2022-08-28 | 2022-08-29 | -3.97 | 1 |
| 2024-03-10 | 2024-03-11 | -2.64 | 1 |
| 2022-09-14 | 2022-10-03 | -1.84 | 19 |
| Metric | 11896102:ethusd:triple_med_gx:lsma20_35 | 11896102:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -5.99% | -14.0% |
| Best Week | 9.94% | 27.26% |
| Worst Week | -6.33% | -34.61% |
| Best Month | 18.9% | 56.93% |
| Worst Month | -8.69% | -44.86% |
| Best Year | 24.24% | 91.16% |
| Worst Year | -8.94% | -48.01% |
| Avg. Up Day | 1.12% | 1.15% |
| Avg. Down Day | -0.83% | -1.12% |
| Avg. Up Week | 2.5% | 7.19% |
| Avg. Down Week | -2.15% | -6.22% |
| Avg. Up Month | 3.72% | 21.44% |
| Avg. Down Month | -3.4% | -7.89% |
| Win Days % | 42.25% | 50.55% |
| Win Month % | 52.63% | 51.22% |
| Win Week % | 48.91% | 53.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |