| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 79.26% | 64.09% |
| Max Drawdown | -25.99% | -64.23% |
| Sharpe | 0.42 | 0.27 |
| Sortino | 0.74 | 0.39 |
| Payoff Ratio | 1.32 | 1.27 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 0.73 | 1.04 |
| CPC Index | 0.77 | 0.67 |
| Tail Ratio | 0.59 | 1.0 |
| Outlier Win Ratio | 47.98 | 3.0 |
| Outlier Loss Ratio | 4.1 | 3.14 |
| Volatility (ann.) | 11.34% | 33.47% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.7 | 0.24 |
| Skew | 6.72 | 0.28 |
| Kurtosis | 177.57 | 8.61 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.37% | 1.16% |
| Expected Yearly % | 15.71% | 13.18% |
| Kelly Criterion | 6.35% | 11.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.86% |
| Expected Shortfall (cVaR) | -0.96% | -2.86% |
| Year | 11926709:ETHUSD | 11926709:ethusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 13.25 | -0.35 | + |
| 2023 | 91.16 | 17.75 | 0.19 | - |
| 2024 | 45.75 | 51.17 | 1.12 | + |
| 2025 | -4.37 | -11.08 | 2.53 | - |
| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| MTD | 0.0% | -17.21% |
| 3M | -13.68% | -28.03% |
| 6M | -19.81% | 28.61% |
| YTD | -11.08% | -4.37% |
| 1Y | -7.03% | 1.62% |
| 3Y (ann.) | 15.6% | 37.83% |
| 5Y (ann.) | 18.25% | 15.28% |
| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| Max Drawdown | -25.99% | -64.23% |
| Longest DD Days | 256.0 | 515.0 |
| Avg. Drawdown | -3.4% | -11.31% |
| Avg. Drawdown Days | 23.0 | 41.0 |
| Recovery Factor | 3.05 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-26 | 2022-09-06 | -25.99 | 103 |
| 2025-04-19 | 2025-11-17 | -22.93 | 211 |
| 2023-05-29 | 2024-02-09 | -11.18 | 256 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2025-01-25 | 2025-01-31 | -8.56 | 5 |
| 2023-04-14 | 2023-05-28 | -6.67 | 44 |
| 2024-04-04 | 2024-05-03 | -5.66 | 28 |
| 2024-09-15 | 2024-09-19 | -4.99 | 3 |
| 2022-11-26 | 2023-01-04 | -4.66 | 39 |
| 2023-01-04 | 2023-03-17 | -4.20 | 71 |
| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.61% | -14.0% |
| Best Week | 27.72% | 27.26% |
| Worst Week | -11.13% | -34.61% |
| Best Month | 27.49% | 56.93% |
| Worst Month | -16.26% | -44.86% |
| Best Year | 51.17% | 91.16% |
| Worst Year | -11.08% | -38.42% |
| Avg. Up Day | 1.22% | 1.24% |
| Avg. Down Day | -0.92% | -0.98% |
| Avg. Up Week | 6.07% | 10.21% |
| Avg. Down Week | -3.9% | -7.76% |
| Avg. Up Month | 9.06% | 22.2% |
| Avg. Down Month | -5.21% | -12.19% |
| Win Days % | 46.68% | 50.39% |
| Win Month % | 61.54% | 46.51% |
| Win Week % | 54.84% | 52.15% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |