| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 100.67% | 83.69% |
| Max Drawdown | -19.37% | -64.23% |
| Sharpe | 0.58 | 0.3 |
| Sortino | 0.91 | 0.43 |
| Payoff Ratio | 1.29 | 1.17 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 0.95 | 1.05 |
| CPC Index | 0.81 | 0.62 |
| Tail Ratio | 0.73 | 1.0 |
| Outlier Win Ratio | 51.37 | 3.03 |
| Outlier Loss Ratio | 4.21 | 3.0 |
| Volatility (ann.) | 9.3% | 33.4% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.14 | 0.3 |
| Skew | 0.26 | 0.29 |
| Kurtosis | 73.81 | 8.67 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.63% | 1.42% |
| Expected Yearly % | 19.02% | 16.42% |
| Kelly Criterion | 8.45% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.85% |
| Expected Shortfall (cVaR) | -0.79% | -2.85% |
| Year | 11978051:ETHUSD | 11978051:ethusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | 19.13 | -0.62 | + |
| 2023 | 91.16 | 14.01 | 0.15 | - |
| 2024 | 45.75 | 47.84 | 1.05 | + |
| 2025 | -4.37 | -0.07 | 0.02 | + |
| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| MTD | -0.4% | -17.21% |
| 3M | 11.41% | -28.03% |
| 6M | 9.0% | 28.61% |
| YTD | -0.07% | -4.37% |
| 1Y | 10.14% | 1.62% |
| 3Y (ann.) | 18.38% | 37.83% |
| 5Y (ann.) | 22.16% | 19.1% |
| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| Max Drawdown | -19.37% | -64.23% |
| Longest DD Days | 295.0 | 515.0 |
| Avg. Drawdown | -3.06% | -10.35% |
| Avg. Drawdown Days | 34.0 | 39.0 |
| Recovery Factor | 5.2 | 1.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-08 | 2023-12-01 | -19.37 | 295 |
| 2025-03-10 | 2025-11-17 | -17.56 | 251 |
| 2022-10-22 | 2023-02-07 | -11.19 | 107 |
| 2022-08-08 | 2022-09-01 | -5.70 | 23 |
| 2024-08-14 | 2024-10-14 | -4.88 | 60 |
| 2023-12-04 | 2023-12-27 | -4.87 | 23 |
| 2024-03-31 | 2024-05-15 | -4.50 | 45 |
| 2025-01-21 | 2025-03-10 | -4.23 | 47 |
| 2022-09-02 | 2022-09-28 | -3.42 | 26 |
| 2024-10-15 | 2024-11-06 | -2.86 | 22 |
| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| Best Day | 7.2% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.36% | 27.26% |
| Worst Week | -7.47% | -34.61% |
| Best Month | 21.32% | 56.93% |
| Worst Month | -7.25% | -44.86% |
| Best Year | 47.84% | 91.16% |
| Worst Year | -0.07% | -31.06% |
| Avg. Up Day | 1.1% | 1.12% |
| Avg. Down Day | -0.86% | -0.95% |
| Avg. Up Week | 3.45% | 7.47% |
| Avg. Down Week | -2.4% | -5.38% |
| Avg. Up Month | 4.98% | 19.13% |
| Avg. Down Month | -1.97% | -10.99% |
| Win Days % | 48.51% | 50.42% |
| Win Month % | 60.53% | 48.84% |
| Win Week % | 58.33% | 52.15% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |