| Metric | 11984921:ethusd:triple_med_gx:lsma65_135 | 11984921:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 68.0% | 16.3% |
| Max Drawdown | -33.8% | -55.09% |
| Sharpe | 0.34 | 0.21 |
| Sortino | 0.5 | 0.3 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.11 | 1.03 |
| Common Sense Ratio | 1.24 | 1.03 |
| CPC Index | 0.61 | 0.55 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 20.4 | 3.67 |
| Outlier Loss Ratio | 3.97 | 3.87 |
| Volatility (ann.) | 18.78% | 33.07% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.6 | 0.1 |
| Skew | 0.35 | 0.23 |
| Kurtosis | 39.61 | 9.44 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.49% | 0.43% |
| Expected Yearly % | 13.85% | 3.85% |
| Kelly Criterion | 3.92% | 3.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.83% |
| Expected Shortfall (cVaR) | -1.6% | -2.83% |
| Year | 11984921:ETHUSD | 11984921:ethusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.51 | 6.87 | -0.21 | + |
| 2023 | 91.16 | 100.83 | 1.11 | + |
| 2024 | 45.75 | -2.42 | -0.05 | - |
| 2025 | -38.16 | -19.78 | 0.52 | + |
| Metric | 11984921:ethusd:triple_med_gx:lsma65_135 | 11984921:ETHUSD |
|---|---|---|
| MTD | -19.04% | -7.9% |
| 3M | -21.85% | -39.74% |
| 6M | -19.36% | -22.19% |
| YTD | -19.78% | -38.16% |
| 1Y | -23.69% | -42.65% |
| 3Y (ann.) | 20.14% | 5.48% |
| 5Y (ann.) | 20.14% | 5.48% |
| Metric | 11984921:ethusd:triple_med_gx:lsma65_135 | 11984921:ETHUSD |
|---|---|---|
| Max Drawdown | -33.8% | -55.09% |
| Longest DD Days | 166.0 | 379.0 |
| Avg. Drawdown | -5.57% | -10.03% |
| Avg. Drawdown Days | 22.0 | 39.0 |
| Recovery Factor | 2.01 | 0.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-03-26 | -33.80 | 99 |
| 2022-06-13 | 2022-08-08 | -23.72 | 55 |
| 2024-08-04 | 2024-11-06 | -21.37 | 94 |
| 2022-09-27 | 2023-02-16 | -17.79 | 141 |
| 2024-01-30 | 2024-07-15 | -17.39 | 166 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2023-07-14 | 2023-10-21 | -8.47 | 99 |
| 2023-04-05 | 2023-04-26 | -7.04 | 20 |
| 2023-05-22 | 2023-06-20 | -6.82 | 29 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| Metric | 11984921:ethusd:triple_med_gx:lsma65_135 | 11984921:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.91% | 25.43% |
| Worst Week | -12.93% | -34.61% |
| Best Month | 22.06% | 56.93% |
| Worst Month | -19.04% | -44.86% |
| Best Year | 100.83% | 91.16% |
| Worst Year | -19.78% | -38.16% |
| Avg. Up Day | 1.2% | 1.2% |
| Avg. Down Day | -1.09% | -1.13% |
| Avg. Up Week | 4.99% | 7.19% |
| Avg. Down Week | -4.38% | -7.79% |
| Avg. Up Month | 7.44% | 18.4% |
| Avg. Down Month | -8.59% | -14.26% |
| Win Days % | 49.71% | 50.1% |
| Win Month % | 68.75% | 51.43% |
| Win Week % | 56.58% | 52.32% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |