| Metric | 11912327:ethusd:triple_med_gx:lsma155_55 | 11912327:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 10.41% | 282.36% |
| Max Drawdown | -41.99% | -64.23% |
| Sharpe | 0.13 | 0.48 |
| Sortino | 0.18 | 0.71 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.43 | 1.13 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.36 | 1.04 |
| Outlier Win Ratio | 47.48 | 3.02 |
| Outlier Loss Ratio | 3.65 | 3.19 |
| Volatility (ann.) | 10.04% | 32.46% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.07 | 0.81 |
| Skew | -0.75 | 0.34 |
| Kurtosis | 50.03 | 9.15 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.25% | 3.41% |
| Expected Yearly % | 2.51% | 39.84% |
| Kelly Criterion | 1.03% | 3.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.75% |
| Expected Shortfall (cVaR) | -0.86% | -2.75% |
| Year | 11912327:ETHUSD | 11912327:ethusd:triple_med_gx:lsma155_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | -4.89 | -1.23 | - |
| 2023 | 91.16 | 46.71 | 0.51 | - |
| 2024 | 45.75 | -2.90 | -0.06 | - |
| 2025 | 31.97 | -18.51 | -0.58 | - |
| Metric | 11912327:ethusd:triple_med_gx:lsma155_55 | 11912327:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 9.29% | 73.76% |
| 6M | 1.4% | 98.28% |
| YTD | -18.51% | 31.97% |
| 1Y | -23.81% | 74.9% |
| 3Y (ann.) | -2.52% | 41.37% |
| 5Y (ann.) | 3.14% | 52.06% |
| Metric | 11912327:ethusd:triple_med_gx:lsma155_55 | 11912327:ETHUSD |
|---|---|---|
| Max Drawdown | -41.99% | -64.23% |
| Longest DD Days | 475.0 | 515.0 |
| Avg. Drawdown | -5.23% | -7.51% |
| Avg. Drawdown Days | 51.0 | 26.0 |
| Recovery Factor | 0.25 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-14 | 2025-09-01 | -41.99 | 475 |
| 2022-07-08 | 2023-03-17 | -26.86 | 252 |
| 2023-12-08 | 2024-02-13 | -8.69 | 67 |
| 2023-05-30 | 2023-10-22 | -7.29 | 145 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2022-07-01 | 2022-07-04 | -2.88 | 2 |
| 2024-02-16 | 2024-02-18 | -2.62 | 2 |
| 2024-02-13 | 2024-02-14 | -2.40 | 0 |
| 2023-03-17 | 2023-03-17 | -2.08 | 0 |
| 2023-10-23 | 2023-12-07 | -1.96 | 45 |
| Metric | 11912327:ethusd:triple_med_gx:lsma155_55 | 11912327:ETHUSD |
|---|---|---|
| Best Day | 6.33% | 16.51% |
| Worst Day | -7.81% | -14.0% |
| Best Week | 18.77% | 27.26% |
| Worst Week | -20.15% | -21.87% |
| Best Month | 23.99% | 56.93% |
| Worst Month | -22.2% | -32.24% |
| Best Year | 46.71% | 91.16% |
| Worst Year | -18.51% | 3.99% |
| Avg. Up Day | 1.05% | 1.05% |
| Avg. Down Day | -0.97% | -1.01% |
| Avg. Up Week | 5.29% | 8.79% |
| Avg. Down Week | -6.92% | -7.78% |
| Avg. Up Month | 9.66% | 24.44% |
| Avg. Down Month | -9.82% | -13.83% |
| Win Days % | 48.7% | 50.72% |
| Win Month % | 53.85% | 52.5% |
| Win Week % | 57.78% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 25.0% | 100.0% |