| Metric | 11939493:ethusd:triple_med_gx:lsma80_90 | 11939493:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 63.62% | 111.38% |
| Max Drawdown | -53.96% | -64.23% |
| Sharpe | 0.28 | 0.34 |
| Sortino | 0.4 | 0.49 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.07 | 1.06 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.07 | 1.01 |
| Outlier Win Ratio | 13.08 | 3.89 |
| Outlier Loss Ratio | 4.31 | 4.29 |
| Volatility (ann.) | 23.73% | 33.55% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.3 | 0.4 |
| Skew | 0.23 | 0.31 |
| Kurtosis | 23.58 | 8.83 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 1.84% |
| Expected Yearly % | 13.1% | 20.58% |
| Kelly Criterion | 1.48% | 3.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -2.86% |
| Expected Shortfall (cVaR) | -2.03% | -2.86% |
| Year | 11939493:ETHUSD | 11939493:ethusd:triple_med_gx:lsma80_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.51 | 2.65 | -0.06 | + |
| 2023 | 91.16 | 50.89 | 0.56 | - |
| 2024 | 45.75 | 5.09 | 0.11 | - |
| 2025 | 31.97 | 0.51 | 0.02 | - |
| Metric | 11939493:ethusd:triple_med_gx:lsma80_90 | 11939493:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 20.09% | 73.76% |
| 6M | 12.14% | 98.28% |
| YTD | 0.51% | 31.97% |
| 1Y | 30.65% | 74.9% |
| 3Y (ann.) | 13.39% | 41.37% |
| 5Y (ann.) | 16.11% | 25.5% |
| Metric | 11939493:ethusd:triple_med_gx:lsma80_90 | 11939493:ETHUSD |
|---|---|---|
| Max Drawdown | -53.96% | -64.23% |
| Longest DD Days | 452.0 | 515.0 |
| Avg. Drawdown | -6.26% | -8.97% |
| Avg. Drawdown Days | 39.0 | 40.0 |
| Recovery Factor | 1.18 | 1.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -53.96 | 452 |
| 2022-05-18 | 2022-07-14 | -24.64 | 57 |
| 2022-08-25 | 2023-07-13 | -21.33 | 322 |
| 2024-02-29 | 2024-06-05 | -17.48 | 97 |
| 2023-07-20 | 2023-11-09 | -8.25 | 111 |
| 2023-11-10 | 2023-11-22 | -6.16 | 12 |
| 2023-12-22 | 2023-12-27 | -5.58 | 4 |
| 2023-11-24 | 2023-12-18 | -5.01 | 24 |
| 2024-01-30 | 2024-02-28 | -4.73 | 28 |
| 2023-12-19 | 2023-12-21 | -4.62 | 2 |
| Metric | 11939493:ethusd:triple_med_gx:lsma80_90 | 11939493:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 29.25% | 27.26% |
| Worst Week | -20.52% | -34.61% |
| Best Month | 29.58% | 56.93% |
| Worst Month | -24.4% | -44.86% |
| Best Year | 50.89% | 91.16% |
| Worst Year | 0.51% | -42.51% |
| Avg. Up Day | 1.25% | 1.25% |
| Avg. Down Day | -1.15% | -1.2% |
| Avg. Up Week | 5.88% | 7.59% |
| Avg. Down Week | -5.38% | -7.33% |
| Avg. Up Month | 7.29% | 20.1% |
| Avg. Down Month | -8.76% | -15.53% |
| Win Days % | 48.88% | 50.57% |
| Win Month % | 58.54% | 51.22% |
| Win Week % | 54.62% | 53.41% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |