| Metric | 11990810:ethusd:triple_med_gx:lsma45_140 | 11990810:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 139.18% | 0.9% |
| Max Drawdown | -24.99% | -64.23% |
| Sharpe | 0.51 | 0.17 |
| Sortino | 0.75 | 0.24 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.57 | 1.02 |
| CPC Index | 0.66 | 0.54 |
| Tail Ratio | 1.32 | 0.99 |
| Outlier Win Ratio | 21.41 | 3.46 |
| Outlier Loss Ratio | 3.97 | 3.81 |
| Volatility (ann.) | 17.82% | 33.39% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.39 | 0.0 |
| Skew | 0.51 | 0.26 |
| Kurtosis | 41.19 | 9.39 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.38% | 0.02% |
| Expected Yearly % | 24.36% | 0.23% |
| Kelly Criterion | 6.39% | 2.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.86% |
| Expected Shortfall (cVaR) | -1.51% | -2.86% |
| Year | 11990810:ETHUSD | 11990810:ethusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -18.84 | 0.56 | + |
| 2023 | 91.16 | 83.10 | 0.91 | - |
| 2024 | 45.75 | 71.47 | 1.56 | + |
| 2025 | -45.53 | -6.14 | 0.13 | + |
| Metric | 11990810:ethusd:triple_med_gx:lsma45_140 | 11990810:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -5.97% | -41.03% |
| 6M | 0.16% | -31.24% |
| YTD | -6.14% | -45.53% |
| 1Y | 47.0% | -39.75% |
| 3Y (ann.) | 34.76% | 0.31% |
| 5Y (ann.) | 34.76% | 0.31% |
| Metric | 11990810:ethusd:triple_med_gx:lsma45_140 | 11990810:ETHUSD |
|---|---|---|
| Max Drawdown | -24.99% | -64.23% |
| Longest DD Days | 298.0 | 415.0 |
| Avg. Drawdown | -3.46% | -11.23% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 5.57 | 0.01 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-04-10 | -24.99 | 298 |
| 2024-12-18 | 2025-05-01 | -24.28 | 133 |
| 2024-01-30 | 2024-03-25 | -14.20 | 54 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2023-07-15 | 2023-10-20 | -8.11 | 96 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-05-06 | 2023-06-17 | -6.57 | 42 |
| 2024-06-12 | 2024-07-13 | -6.53 | 31 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| 2023-11-20 | 2023-11-22 | -6.06 | 2 |
| Metric | 11990810:ethusd:triple_med_gx:lsma45_140 | 11990810:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 18.9% | 25.43% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 21.65% | 56.93% |
| Worst Month | -11.05% | -44.86% |
| Best Year | 83.1% | 91.16% |
| Worst Year | -18.84% | -45.53% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.1% | -1.16% |
| Avg. Up Week | 4.83% | 6.58% |
| Avg. Down Week | -3.98% | -8.1% |
| Avg. Up Month | 7.4% | 13.33% |
| Avg. Down Month | -6.07% | -17.21% |
| Win Days % | 51.08% | 50.06% |
| Win Month % | 71.88% | 51.35% |
| Win Week % | 59.74% | 51.28% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 50.0% | 50.0% |