| Metric | 11986563:ethusd:triple_med_gx:lsma85_135 | 11986563:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 37.51% | 14.37% |
| Max Drawdown | -23.88% | -55.09% |
| Sharpe | 0.28 | 0.2 |
| Sortino | 0.41 | 0.29 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.15 | 1.03 |
| Common Sense Ratio | 1.03 | 1.04 |
| CPC Index | 0.62 | 0.52 |
| Tail Ratio | 0.9 | 1.0 |
| Outlier Win Ratio | 44.26 | 3.21 |
| Outlier Loss Ratio | 3.07 | 3.26 |
| Volatility (ann.) | 13.02% | 33.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.51 | 0.09 |
| Skew | -0.93 | 0.24 |
| Kurtosis | 107.86 | 9.55 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.94% | 0.4% |
| Expected Yearly % | 8.29% | 3.41% |
| Kelly Criterion | 3.53% | 0.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.83% |
| Expected Shortfall (cVaR) | -1.11% | -2.83% |
| Year | 11986563:ETHUSD | 11986563:ethusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.63 | 21.88 | -0.65 | + |
| 2023 | 91.16 | 22.56 | 0.25 | - |
| 2024 | 45.75 | 10.27 | 0.22 | - |
| 2025 | -38.16 | -16.51 | 0.43 | + |
| Metric | 11986563:ethusd:triple_med_gx:lsma85_135 | 11986563:ETHUSD |
|---|---|---|
| MTD | -16.51% | -7.9% |
| 3M | -16.51% | -39.74% |
| 6M | 3.06% | -22.19% |
| YTD | -16.51% | -38.16% |
| 1Y | -8.15% | -42.65% |
| 3Y (ann.) | 12.06% | 4.92% |
| 5Y (ann.) | 12.06% | 4.92% |
| Metric | 11986563:ethusd:triple_med_gx:lsma85_135 | 11986563:ETHUSD |
|---|---|---|
| Max Drawdown | -23.88% | -55.09% |
| Longest DD Days | 213.0 | 379.0 |
| Avg. Drawdown | -5.11% | -9.56% |
| Avg. Drawdown Days | 37.0 | 37.0 |
| Recovery Factor | 1.57 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-11-07 | -23.88 | 151 |
| 2025-03-06 | 2025-03-26 | -21.20 | 19 |
| 2022-06-17 | 2022-06-19 | -14.18 | 2 |
| 2022-09-27 | 2023-04-07 | -10.95 | 192 |
| 2023-05-23 | 2023-12-22 | -8.88 | 213 |
| 2023-12-22 | 2024-04-22 | -7.55 | 121 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-08-13 | 2022-09-23 | -5.45 | 40 |
| 2024-04-24 | 2024-05-15 | -5.21 | 21 |
| 2022-09-23 | 2022-09-27 | -4.10 | 3 |
| Metric | 11986563:ethusd:triple_med_gx:lsma85_135 | 11986563:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 19.26% | 25.43% |
| Worst Week | -19.37% | -34.61% |
| Best Month | 19.26% | 56.93% |
| Worst Month | -19.37% | -40.58% |
| Best Year | 22.56% | 91.16% |
| Worst Year | -16.51% | -38.16% |
| Avg. Up Day | 1.32% | 1.33% |
| Avg. Down Day | -1.24% | -1.31% |
| Avg. Up Week | 5.66% | 8.83% |
| Avg. Down Week | -4.9% | -6.97% |
| Avg. Up Month | 5.78% | 12.53% |
| Avg. Down Month | -9.09% | -12.1% |
| Win Days % | 50.21% | 50.11% |
| Win Month % | 68.0% | 50.0% |
| Win Week % | 57.89% | 52.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |