| Metric | 11986871:ethusd:triple_med_gx:lsma170_135 | 11986871:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 60.54% | 40.37% |
| Max Drawdown | -18.27% | -55.09% |
| Sharpe | 0.46 | 0.26 |
| Sortino | 0.77 | 0.37 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.85 | 0.61 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 62.57 | 2.97 |
| Outlier Loss Ratio | 3.4 | 2.92 |
| Volatility (ann.) | 10.37% | 32.94% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.01 | 0.23 |
| Skew | 6.79 | 0.26 |
| Kurtosis | 297.13 | 9.65 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.4% | 1.0% |
| Expected Yearly % | 12.56% | 8.85% |
| Kelly Criterion | 10.21% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.81% |
| Expected Shortfall (cVaR) | -0.88% | -2.81% |
| Year | 11986871:ETHUSD | 11986871:ethusd:triple_med_gx:lsma170_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | -0.57 | 0.03 | + |
| 2023 | 91.16 | 34.93 | 0.38 | - |
| 2024 | 45.75 | 38.06 | 0.83 | - |
| 2025 | -38.16 | -13.32 | 0.35 | + |
| Metric | 11986871:ethusd:triple_med_gx:lsma170_135 | 11986871:ETHUSD |
|---|---|---|
| MTD | -12.91% | -7.9% |
| 3M | -13.32% | -39.74% |
| 6M | -10.28% | -22.19% |
| YTD | -13.32% | -38.16% |
| 1Y | 15.76% | -42.65% |
| 3Y (ann.) | 18.52% | 12.94% |
| 5Y (ann.) | 18.52% | 12.94% |
| Metric | 11986871:ethusd:triple_med_gx:lsma170_135 | 11986871:ETHUSD |
|---|---|---|
| Max Drawdown | -18.27% | -55.09% |
| Longest DD Days | 142.0 | 379.0 |
| Avg. Drawdown | -3.11% | -9.07% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 3.31 | 0.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -18.27 | 65 |
| 2022-09-21 | 2023-01-12 | -10.54 | 112 |
| 2024-08-29 | 2025-01-19 | -9.80 | 142 |
| 2023-09-18 | 2023-12-22 | -6.45 | 94 |
| 2023-12-22 | 2024-02-19 | -5.64 | 58 |
| 2024-02-21 | 2024-04-19 | -3.89 | 58 |
| 2024-04-22 | 2024-05-20 | -2.87 | 28 |
| 2022-09-20 | 2022-09-21 | -2.71 | 1 |
| 2024-07-17 | 2024-08-29 | -2.62 | 43 |
| 2023-03-29 | 2023-03-31 | -2.27 | 2 |
| Metric | 11986871:ethusd:triple_med_gx:lsma170_135 | 11986871:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 16.29% | 25.43% |
| Worst Week | -12.77% | -26.0% |
| Best Month | 16.29% | 56.93% |
| Worst Month | -12.91% | -32.24% |
| Best Year | 38.06% | 91.16% |
| Worst Year | -13.32% | -38.16% |
| Avg. Up Day | 1.25% | 1.25% |
| Avg. Down Day | -0.99% | -1.08% |
| Avg. Up Week | 4.69% | 8.12% |
| Avg. Down Week | -2.43% | -6.07% |
| Avg. Up Month | 5.6% | 23.25% |
| Avg. Down Month | -4.47% | -9.14% |
| Win Days % | 50.0% | 50.15% |
| Win Month % | 71.43% | 50.0% |
| Win Week % | 59.38% | 52.35% |
| Win Quarter % | 81.82% | 50.0% |
| Win Year % | 50.0% | 50.0% |