| Metric | 11981409:ethusd:triple_med_gx:lsma180_130 | 11981409:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 60.61% | 40.37% |
| Max Drawdown | -23.4% | -55.09% |
| Sharpe | 0.41 | 0.26 |
| Sortino | 0.68 | 0.37 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 0.66 | 1.06 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 0.53 | 1.01 |
| Outlier Win Ratio | 47.61 | 3.14 |
| Outlier Loss Ratio | 3.61 | 3.18 |
| Volatility (ann.) | 12.1% | 32.94% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.79 | 0.23 |
| Skew | 5.17 | 0.26 |
| Kurtosis | 184.22 | 9.65 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.4% | 1.0% |
| Expected Yearly % | 12.57% | 8.85% |
| Kelly Criterion | 6.76% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.81% |
| Expected Shortfall (cVaR) | -1.03% | -2.81% |
| Year | 11981409:ETHUSD | 11981409:ethusd:triple_med_gx:lsma180_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 27.42 | -1.48 | + |
| 2023 | 91.16 | 14.52 | 0.16 | - |
| 2024 | 45.75 | 34.10 | 0.75 | - |
| 2025 | -38.16 | -17.93 | 0.47 | + |
| Metric | 11981409:ethusd:triple_med_gx:lsma180_130 | 11981409:ETHUSD |
|---|---|---|
| MTD | -15.85% | -7.9% |
| 3M | -17.93% | -39.74% |
| 6M | -11.47% | -22.19% |
| YTD | -17.93% | -38.16% |
| 1Y | 13.73% | -42.65% |
| 3Y (ann.) | 18.54% | 12.94% |
| 5Y (ann.) | 18.54% | 12.94% |
| Metric | 11981409:ethusd:triple_med_gx:lsma180_130 | 11981409:ETHUSD |
|---|---|---|
| Max Drawdown | -23.4% | -55.09% |
| Longest DD Days | 346.0 | 379.0 |
| Avg. Drawdown | -3.94% | -9.07% |
| Avg. Drawdown Days | 35.0 | 31.0 |
| Recovery Factor | 2.59 | 0.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-03-26 | -23.40 | 138 |
| 2024-08-29 | 2024-11-07 | -12.89 | 69 |
| 2023-06-09 | 2024-05-20 | -10.94 | 346 |
| 2022-09-21 | 2022-10-16 | -10.54 | 25 |
| 2022-09-18 | 2022-09-21 | -6.05 | 3 |
| 2022-10-18 | 2022-12-08 | -4.28 | 51 |
| 2024-07-17 | 2024-08-29 | -3.22 | 42 |
| 2022-12-09 | 2023-01-11 | -3.12 | 33 |
| 2022-07-14 | 2022-07-14 | -3.06 | 0 |
| 2023-01-15 | 2023-03-31 | -3.01 | 75 |
| Metric | 11981409:ethusd:triple_med_gx:lsma180_130 | 11981409:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 22.82% | 25.43% |
| Worst Week | -15.19% | -26.0% |
| Best Month | 22.65% | 56.93% |
| Worst Month | -15.85% | -32.24% |
| Best Year | 34.1% | 91.16% |
| Worst Year | -17.93% | -38.16% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.02% | -1.05% |
| Avg. Up Week | 5.34% | 8.47% |
| Avg. Down Week | -3.58% | -5.74% |
| Avg. Up Month | 10.01% | 24.42% |
| Avg. Down Month | -6.49% | -3.07% |
| Win Days % | 48.71% | 50.15% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 57.14% | 52.35% |
| Win Quarter % | 63.64% | 50.0% |
| Win Year % | 75.0% | 50.0% |