| Metric | 11986192:ethusd:triple_med_gx:lsma110_135 | 11986192:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 114.05% | 12.05% |
| Max Drawdown | -19.54% | -55.09% |
| Sharpe | 0.6 | 0.2 |
| Sortino | 1.05 | 0.28 |
| Payoff Ratio | 1.35 | 1.17 |
| Profit Factor | 1.42 | 1.03 |
| Common Sense Ratio | 0.0 | 1.03 |
| CPC Index | 0.94 | 0.61 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 47.87 | 3.14 |
| Outlier Loss Ratio | 3.48 | 3.05 |
| Volatility (ann.) | 12.54% | 33.05% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.59 | 0.07 |
| Skew | 5.99 | 0.23 |
| Kurtosis | 179.72 | 9.49 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.26% | 0.34% |
| Expected Yearly % | 20.96% | 2.88% |
| Kelly Criterion | 11.54% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.83% |
| Expected Shortfall (cVaR) | -1.06% | -2.83% |
| Year | 11986192:ETHUSD | 11986192:ethusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.98 | 4.63 | -0.13 | + |
| 2023 | 91.16 | 23.48 | 0.26 | - |
| 2024 | 45.75 | 88.90 | 1.94 | + |
| 2025 | -38.16 | -12.29 | 0.32 | + |
| Metric | 11986192:ethusd:triple_med_gx:lsma110_135 | 11986192:ETHUSD |
|---|---|---|
| MTD | -13.86% | -7.9% |
| 3M | -12.29% | -39.74% |
| 6M | 13.32% | -22.19% |
| YTD | -12.29% | -38.16% |
| 1Y | 65.68% | -42.65% |
| 3Y (ann.) | 31.06% | 4.13% |
| 5Y (ann.) | 31.06% | 4.13% |
| Metric | 11986192:ethusd:triple_med_gx:lsma110_135 | 11986192:ETHUSD |
|---|---|---|
| Max Drawdown | -19.54% | -55.09% |
| Longest DD Days | 402.0 | 379.0 |
| Avg. Drawdown | -4.33% | -10.13% |
| Avg. Drawdown Days | 41.0 | 38.0 |
| Recovery Factor | 5.84 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-03-26 | -19.54 | 96 |
| 2023-03-14 | 2024-04-20 | -15.50 | 402 |
| 2022-08-13 | 2023-03-12 | -14.81 | 211 |
| 2022-06-16 | 2022-08-12 | -12.21 | 57 |
| 2024-08-06 | 2024-11-06 | -7.25 | 91 |
| 2024-06-12 | 2024-07-15 | -5.66 | 32 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-05-05 | 2024-05-20 | -2.73 | 15 |
| 2024-07-17 | 2024-08-05 | -2.67 | 19 |
| 2024-05-21 | 2024-06-12 | -2.36 | 22 |
| Metric | 11986192:ethusd:triple_med_gx:lsma110_135 | 11986192:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.59% | 25.43% |
| Worst Week | -13.86% | -34.61% |
| Best Month | 22.37% | 56.93% |
| Worst Month | -13.86% | -41.79% |
| Best Year | 88.9% | 91.16% |
| Worst Year | -12.29% | -38.16% |
| Avg. Up Day | 1.4% | 1.41% |
| Avg. Down Day | -1.04% | -1.21% |
| Avg. Up Week | 5.73% | 8.36% |
| Avg. Down Week | -2.73% | -8.55% |
| Avg. Up Month | 7.86% | 12.64% |
| Avg. Down Month | -3.02% | -13.19% |
| Win Days % | 49.16% | 50.05% |
| Win Month % | 64.29% | 50.0% |
| Win Week % | 59.09% | 51.66% |
| Win Quarter % | 54.55% | 50.0% |
| Win Year % | 75.0% | 50.0% |