| Metric | 11981503:ethusd:triple_med_gx:lsma175_130 | 11981503:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 48.13% | 66.3% |
| Max Drawdown | -18.3% | -55.09% |
| Sharpe | 0.38 | 0.3 |
| Sortino | 0.61 | 0.44 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 56.59 | 3.02 |
| Outlier Loss Ratio | 3.35 | 3.03 |
| Volatility (ann.) | 10.95% | 32.7% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.83 | 0.36 |
| Skew | 5.47 | 0.32 |
| Kurtosis | 245.09 | 9.72 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.16% | 1.51% |
| Expected Yearly % | 10.32% | 13.56% |
| Kelly Criterion | 7.72% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.79% |
| Expected Shortfall (cVaR) | -0.93% | -2.79% |
| Year | 11981503:ETHUSD | 11981503:ethusd:triple_med_gx:lsma175_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.49 | 14.65 | -4.20 | + |
| 2023 | 91.16 | 14.11 | 0.15 | - |
| 2024 | 45.75 | 38.59 | 0.84 | - |
| 2025 | -38.16 | -18.30 | 0.48 | + |
| Metric | 11981503:ethusd:triple_med_gx:lsma175_130 | 11981503:ETHUSD |
|---|---|---|
| MTD | -14.4% | -7.9% |
| 3M | -18.3% | -39.74% |
| 6M | -11.01% | -22.19% |
| YTD | -18.3% | -38.16% |
| 1Y | 10.07% | -42.65% |
| 3Y (ann.) | 15.16% | 20.05% |
| 5Y (ann.) | 15.16% | 20.05% |
| Metric | 11981503:ethusd:triple_med_gx:lsma175_130 | 11981503:ETHUSD |
|---|---|---|
| Max Drawdown | -18.3% | -55.09% |
| Longest DD Days | 215.0 | 379.0 |
| Avg. Drawdown | -3.09% | -8.1% |
| Avg. Drawdown Days | 29.0 | 27.0 |
| Recovery Factor | 2.63 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-26 | -18.30 | 67 |
| 2024-07-17 | 2024-11-07 | -14.14 | 112 |
| 2022-09-21 | 2022-10-16 | -10.54 | 25 |
| 2023-09-18 | 2024-04-21 | -9.06 | 215 |
| 2022-10-18 | 2022-12-08 | -4.28 | 51 |
| 2022-09-20 | 2022-09-21 | -3.89 | 1 |
| 2022-12-09 | 2023-01-12 | -3.12 | 34 |
| 2023-01-14 | 2023-03-31 | -2.75 | 76 |
| 2022-07-08 | 2022-09-19 | -2.29 | 73 |
| 2022-07-06 | 2022-07-07 | -1.99 | 0 |
| Metric | 11981503:ethusd:triple_med_gx:lsma175_130 | 11981503:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 19.76% | 25.43% |
| Worst Week | -9.29% | -21.87% |
| Best Month | 20.38% | 56.93% |
| Worst Month | -14.4% | -32.24% |
| Best Year | 38.59% | 91.16% |
| Worst Year | -18.3% | -38.16% |
| Avg. Up Day | 1.2% | 1.2% |
| Avg. Down Day | -1.02% | -1.06% |
| Avg. Up Week | 4.21% | 8.54% |
| Avg. Down Week | -3.41% | -5.72% |
| Avg. Up Month | 6.15% | 24.5% |
| Avg. Down Month | -5.4% | -6.9% |
| Win Days % | 50.26% | 50.16% |
| Win Month % | 65.22% | 50.0% |
| Win Week % | 64.71% | 52.35% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 75.0% | 50.0% |