| Metric | 11985445:ethusd:triple_med_gx:lsma205_135 | 11985445:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 59.61% | 70.56% |
| Max Drawdown | -38.8% | -55.09% |
| Sharpe | 0.35 | 0.31 |
| Sortino | 0.55 | 0.45 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.66 | 0.54 |
| Tail Ratio | 1.39 | 1.01 |
| Outlier Win Ratio | 35.97 | 3.36 |
| Outlier Loss Ratio | 3.36 | 3.47 |
| Volatility (ann.) | 15.04% | 32.67% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.47 | 0.38 |
| Skew | 2.94 | 0.33 |
| Kurtosis | 113.49 | 9.77 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.38% | 1.58% |
| Expected Yearly % | 12.4% | 14.28% |
| Kelly Criterion | 5.97% | 1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.78% |
| Expected Shortfall (cVaR) | -1.28% | -2.78% |
| Year | 11985445:ETHUSD | 11985445:ethusd:triple_med_gx:lsma205_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.02 | 22.36 | -21.92 | + |
| 2023 | 91.16 | 15.79 | 0.17 | - |
| 2024 | 45.75 | 68.11 | 1.49 | + |
| 2025 | -38.16 | -32.99 | 0.86 | + |
| Metric | 11985445:ethusd:triple_med_gx:lsma205_135 | 11985445:ETHUSD |
|---|---|---|
| MTD | -12.75% | -7.9% |
| 3M | -32.99% | -39.74% |
| 6M | -2.55% | -22.19% |
| YTD | -32.99% | -38.16% |
| 1Y | 16.76% | -42.65% |
| 3Y (ann.) | 18.31% | 21.17% |
| 5Y (ann.) | 18.31% | 21.17% |
| Metric | 11985445:ethusd:triple_med_gx:lsma205_135 | 11985445:ETHUSD |
|---|---|---|
| Max Drawdown | -38.8% | -55.09% |
| Longest DD Days | 357.0 | 379.0 |
| Avg. Drawdown | -5.88% | -8.09% |
| Avg. Drawdown Days | 41.0 | 26.0 |
| Recovery Factor | 1.54 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-26 | -38.80 | 109 |
| 2022-06-16 | 2022-08-12 | -23.64 | 57 |
| 2024-05-22 | 2024-11-06 | -12.00 | 168 |
| 2022-11-12 | 2023-04-13 | -10.70 | 151 |
| 2023-05-29 | 2024-05-20 | -9.05 | 357 |
| 2022-06-15 | 2022-06-15 | -7.82 | 0 |
| 2024-11-12 | 2024-12-04 | -6.15 | 22 |
| 2022-08-13 | 2022-09-22 | -5.45 | 40 |
| 2022-09-23 | 2022-09-27 | -4.10 | 3 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11985445:ethusd:triple_med_gx:lsma205_135 | 11985445:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 20.98% | 25.43% |
| Worst Week | -21.88% | -21.87% |
| Best Month | 32.29% | 56.93% |
| Worst Month | -21.88% | -32.24% |
| Best Year | 68.11% | 91.16% |
| Worst Year | -32.99% | -38.16% |
| Avg. Up Day | 1.28% | 1.29% |
| Avg. Down Day | -1.15% | -1.26% |
| Avg. Up Week | 7.72% | 9.81% |
| Avg. Down Week | -5.31% | -7.56% |
| Avg. Up Month | 11.84% | 18.47% |
| Avg. Down Month | -6.77% | -10.7% |
| Win Days % | 50.41% | 50.17% |
| Win Month % | 51.61% | 50.0% |
| Win Week % | 49.02% | 52.35% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |