| Metric | 11917531:ethusd:triple_med_gx:lsma105_65 | 11917531:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 75.77% | 124.62% |
| Max Drawdown | -20.94% | -64.23% |
| Sharpe | 0.43 | 0.35 |
| Sortino | 0.68 | 0.51 |
| Payoff Ratio | 1.25 | 1.15 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.33 | 1.01 |
| Outlier Win Ratio | 38.28 | 3.14 |
| Outlier Loss Ratio | 4.46 | 3.3 |
| Volatility (ann.) | 11.58% | 33.52% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.89 | 0.43 |
| Skew | 2.54 | 0.32 |
| Kurtosis | 62.25 | 8.88 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.39% | 1.99% |
| Expected Yearly % | 15.14% | 22.42% |
| Kelly Criterion | 3.23% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.85% |
| Expected Shortfall (cVaR) | -0.98% | -2.85% |
| Year | 11917531:ETHUSD | 11917531:ethusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.91 | 47.78 | -1.23 | + |
| 2023 | 91.16 | 11.77 | 0.13 | - |
| 2024 | 45.75 | 14.04 | 0.31 | - |
| 2025 | 31.97 | -6.68 | -0.21 | - |
| Metric | 11917531:ethusd:triple_med_gx:lsma105_65 | 11917531:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -0.31% | 73.76% |
| 6M | 3.31% | 98.28% |
| YTD | -6.68% | 31.97% |
| 1Y | -5.22% | 74.9% |
| 3Y (ann.) | 4.59% | 41.37% |
| 5Y (ann.) | 18.73% | 27.94% |
| Metric | 11917531:ethusd:triple_med_gx:lsma105_65 | 11917531:ETHUSD |
|---|---|---|
| Max Drawdown | -20.94% | -64.23% |
| Longest DD Days | 577.0 | 515.0 |
| Avg. Drawdown | -4.64% | -8.64% |
| Avg. Drawdown Days | 52.0 | 39.0 |
| Recovery Factor | 3.62 | 1.94 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-23 | 2025-09-01 | -20.94 | 189 |
| 2022-07-28 | 2024-02-25 | -18.20 | 577 |
| 2024-07-02 | 2025-01-30 | -15.08 | 212 |
| 2022-05-31 | 2022-07-07 | -13.37 | 37 |
| 2024-04-04 | 2024-05-01 | -4.99 | 27 |
| 2024-05-06 | 2024-07-01 | -4.48 | 55 |
| 2022-07-19 | 2022-07-27 | -3.58 | 8 |
| 2024-03-12 | 2024-04-04 | -3.09 | 23 |
| 2022-07-08 | 2022-07-16 | -3.04 | 8 |
| 2022-05-27 | 2022-05-28 | -2.69 | 1 |
| Metric | 11917531:ethusd:triple_med_gx:lsma105_65 | 11917531:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -5.99% | -14.0% |
| Best Week | 24.06% | 27.26% |
| Worst Week | -16.91% | -34.61% |
| Best Month | 70.3% | 56.93% |
| Worst Month | -16.91% | -44.86% |
| Best Year | 47.78% | 91.16% |
| Worst Year | -6.68% | -38.91% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -0.91% | -0.99% |
| Avg. Up Week | 4.65% | 8.09% |
| Avg. Down Week | -2.93% | -8.51% |
| Avg. Up Month | 10.81% | 27.02% |
| Avg. Down Month | -6.56% | -13.26% |
| Win Days % | 46.32% | 50.56% |
| Win Month % | 52.5% | 51.22% |
| Win Week % | 51.09% | 53.71% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |