| Metric | 11990675:ethusd:triple_med_gx:lsma70_140 | 11990675:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 128.93% | 14.57% |
| Max Drawdown | -26.94% | -55.09% |
| Sharpe | 0.49 | 0.2 |
| Sortino | 0.73 | 0.29 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | 1.42 | 1.03 |
| CPC Index | 0.65 | 0.56 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 19.27 | 3.61 |
| Outlier Loss Ratio | 4.08 | 3.87 |
| Volatility (ann.) | 18.69% | 33.09% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.26 | 0.09 |
| Skew | 0.64 | 0.23 |
| Kurtosis | 36.03 | 9.43 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.39% | 0.39% |
| Expected Yearly % | 23.01% | 3.46% |
| Kelly Criterion | 5.97% | 3.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.83% |
| Expected Shortfall (cVaR) | -1.58% | -2.83% |
| Year | 11990675:ETHUSD | 11990675:ethusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 13.44 | -0.40 | + |
| 2023 | 91.16 | 64.16 | 0.70 | - |
| 2024 | 45.75 | 36.46 | 0.80 | - |
| 2025 | -38.16 | -9.91 | 0.26 | + |
| Metric | 11990675:ethusd:triple_med_gx:lsma70_140 | 11990675:ETHUSD |
|---|---|---|
| MTD | -9.93% | -7.9% |
| 3M | -12.23% | -39.74% |
| 6M | -0.77% | -22.19% |
| YTD | -9.91% | -38.16% |
| 1Y | 21.55% | -42.65% |
| 3Y (ann.) | 34.07% | 4.93% |
| 5Y (ann.) | 34.07% | 4.93% |
| Metric | 11990675:ethusd:triple_med_gx:lsma70_140 | 11990675:ETHUSD |
|---|---|---|
| Max Drawdown | -26.94% | -55.09% |
| Longest DD Days | 199.0 | 379.0 |
| Avg. Drawdown | -5.24% | -10.85% |
| Avg. Drawdown Days | 23.0 | 42.0 |
| Recovery Factor | 4.79 | 0.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-26 | -26.94 | 97 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-03-12 | -19.40 | 199 |
| 2024-01-30 | 2024-04-21 | -17.25 | 81 |
| 2023-06-22 | 2023-11-20 | -11.86 | 151 |
| 2024-08-14 | 2024-10-14 | -11.74 | 61 |
| 2023-05-06 | 2023-06-21 | -10.89 | 46 |
| 2024-04-24 | 2024-08-05 | -9.67 | 103 |
| 2022-06-14 | 2022-06-15 | -9.25 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| Metric | 11990675:ethusd:triple_med_gx:lsma70_140 | 11990675:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 18.57% | 25.43% |
| Worst Week | -10.27% | -34.61% |
| Best Month | 18.14% | 56.93% |
| Worst Month | -13.33% | -44.86% |
| Best Year | 64.16% | 91.16% |
| Worst Year | -9.91% | -38.16% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.06% | -1.11% |
| Avg. Up Week | 5.51% | 7.53% |
| Avg. Down Week | -3.83% | -7.51% |
| Avg. Up Month | 6.65% | 14.95% |
| Avg. Down Month | -6.58% | -12.46% |
| Win Days % | 50.32% | 50.08% |
| Win Month % | 68.75% | 51.43% |
| Win Week % | 56.25% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |