| Metric | 11951727:ethusd:triple_med_gx:lsma55_105 | 11951727:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -18.94% | 124.62% |
| Max Drawdown | -51.93% | -64.23% |
| Sharpe | -0.06 | 0.35 |
| Sortino | -0.09 | 0.51 |
| Payoff Ratio | 1.07 | 0.99 |
| Profit Factor | 0.97 | 1.06 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 40.71 | 3.09 |
| Outlier Loss Ratio | 3.87 | 3.29 |
| Volatility (ann.) | 12.62% | 33.52% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.12 | 0.43 |
| Skew | 0.41 | 0.32 |
| Kurtosis | 80.99 | 8.88 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.51% | 1.99% |
| Expected Yearly % | -5.11% | 22.42% |
| Kelly Criterion | -5.9% | 0.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.85% |
| Expected Shortfall (cVaR) | -1.09% | -2.85% |
| Year | 11951727:ETHUSD | 11951727:ethusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.91 | 15.71 | -0.40 | + |
| 2023 | 91.16 | 18.57 | 0.20 | - |
| 2024 | 45.75 | -18.46 | -0.40 | - |
| 2025 | 31.97 | -27.54 | -0.86 | - |
| Metric | 11951727:ethusd:triple_med_gx:lsma55_105 | 11951727:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 7.23% | 73.76% |
| 6M | -22.39% | 98.28% |
| YTD | -27.54% | 31.97% |
| 1Y | -37.99% | 74.9% |
| 3Y (ann.) | -9.9% | 41.37% |
| 5Y (ann.) | -6.19% | 27.94% |
| Metric | 11951727:ethusd:triple_med_gx:lsma55_105 | 11951727:ETHUSD |
|---|---|---|
| Max Drawdown | -51.93% | -64.23% |
| Longest DD Days | 497.0 | 515.0 |
| Avg. Drawdown | -6.81% | -8.64% |
| Avg. Drawdown Days | 71.0 | 39.0 |
| Recovery Factor | -0.36 | 1.94 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-21 | 2025-09-01 | -51.93 | 497 |
| 2022-08-25 | 2023-11-09 | -18.26 | 441 |
| 2023-11-24 | 2024-01-29 | -8.52 | 66 |
| 2022-08-09 | 2022-08-10 | -5.47 | 1 |
| 2024-01-30 | 2024-03-25 | -4.97 | 54 |
| 2022-06-19 | 2022-06-19 | -4.92 | 0 |
| 2022-06-20 | 2022-08-02 | -4.83 | 43 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-03-25 | 2024-04-21 | -3.57 | 26 |
| 2022-06-19 | 2022-06-19 | -0.66 | 0 |
| Metric | 11951727:ethusd:triple_med_gx:lsma55_105 | 11951727:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 19.17% | 27.26% |
| Worst Week | -18.54% | -34.61% |
| Best Month | 19.17% | 56.93% |
| Worst Month | -16.66% | -44.86% |
| Best Year | 18.57% | 91.16% |
| Worst Year | -27.54% | -38.91% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -1.04% | -1.14% |
| Avg. Up Week | 3.99% | 7.17% |
| Avg. Down Week | -4.48% | -6.34% |
| Avg. Up Month | 5.63% | 19.62% |
| Avg. Down Month | -6.6% | -12.23% |
| Win Days % | 45.34% | 50.56% |
| Win Month % | 42.11% | 51.22% |
| Win Week % | 48.19% | 53.71% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |