| Metric | 11917685:ethusd:triple_med_gx:lsma115_65 | 11917685:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -11.47% | 112.59% |
| Max Drawdown | -56.82% | -64.23% |
| Sharpe | 0.0 | 0.34 |
| Sortino | 0.0 | 0.49 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.0 | 1.06 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.07 | 1.01 |
| Outlier Win Ratio | 33.29 | 3.26 |
| Outlier Loss Ratio | 4.21 | 3.5 |
| Volatility (ann.) | 13.65% | 33.54% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.06 | 0.4 |
| Skew | 0.52 | 0.32 |
| Kurtosis | 45.58 | 8.88 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.3% | 1.86% |
| Expected Yearly % | -3.0% | 20.75% |
| Kelly Criterion | -3.64% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.86% |
| Expected Shortfall (cVaR) | -1.18% | -2.86% |
| Year | 11917685:ETHUSD | 11917685:ethusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.18 | 34.79 | -0.82 | + |
| 2023 | 91.16 | 20.16 | 0.22 | - |
| 2024 | 45.75 | -27.21 | -0.59 | - |
| 2025 | 31.97 | -24.91 | -0.78 | - |
| Metric | 11917685:ethusd:triple_med_gx:lsma115_65 | 11917685:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 7.79% | 73.76% |
| 6M | 2.6% | 98.28% |
| YTD | -24.91% | 31.97% |
| 1Y | -31.46% | 74.9% |
| 3Y (ann.) | -16.63% | 41.37% |
| 5Y (ann.) | -3.65% | 25.88% |
| Metric | 11917685:ethusd:triple_med_gx:lsma115_65 | 11917685:ETHUSD |
|---|---|---|
| Max Drawdown | -56.82% | -64.23% |
| Longest DD Days | 1130.0 | 515.0 |
| Avg. Drawdown | -7.46% | -9.23% |
| Avg. Drawdown Days | 98.0 | 42.0 |
| Recovery Factor | -0.2 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2025-09-01 | -56.82 | 1130 |
| 2022-06-11 | 2022-07-07 | -14.42 | 26 |
| 2022-05-31 | 2022-06-06 | -5.42 | 6 |
| 2022-07-08 | 2022-07-16 | -4.46 | 8 |
| 2022-07-19 | 2022-07-27 | -3.23 | 8 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2022-07-18 | 2022-07-18 | -0.68 | 0 |
| 2022-07-28 | 2022-07-28 | -0.59 | 0 |
| 2022-05-29 | 2022-05-29 | -0.41 | 0 |
| 2022-05-27 | 2022-05-28 | -0.37 | 0 |
| Metric | 11917685:ethusd:triple_med_gx:lsma115_65 | 11917685:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 27.72% | 27.26% |
| Worst Week | -24.92% | -34.61% |
| Best Month | 70.79% | 56.93% |
| Worst Month | -24.07% | -44.86% |
| Best Year | 34.79% | 91.16% |
| Worst Year | -27.21% | -42.18% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -1.0% | -1.08% |
| Avg. Up Week | 5.93% | 8.47% |
| Avg. Down Week | -4.64% | -8.69% |
| Avg. Up Month | 10.43% | 20.02% |
| Avg. Down Month | -8.72% | -13.2% |
| Win Days % | 44.31% | 50.52% |
| Win Month % | 47.5% | 51.22% |
| Win Week % | 44.21% | 53.71% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |