| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 170.7% | 97.51% |
| Max Drawdown | -23.11% | -52.21% |
| Sharpe | 1.5 | 0.84 |
| Sortino | 2.45 | 1.28 |
| Payoff Ratio | 1.33 | 1.24 |
| Profit Factor | 1.47 | 1.14 |
| Common Sense Ratio | 2.08 | 1.22 |
| CPC Index | 1.01 | 0.7 |
| Tail Ratio | 1.42 | 1.07 |
| Outlier Win Ratio | 14.69 | 3.55 |
| Outlier Loss Ratio | 4.34 | 3.58 |
| Volatility (ann.) | 37.89% | 65.27% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.78 | 0.77 |
| Skew | 0.87 | 0.32 |
| Kurtosis | 13.75 | 3.06 |
| Expected Daily % | 0.14% | 0.09% |
| Expected Monthly % | 4.06% | 2.76% |
| Expected Yearly % | 39.37% | 25.47% |
| Kelly Criterion | 15.42% | 9.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.11% | -5.47% |
| Expected Shortfall (cVaR) | -3.11% | -5.47% |
| Year | 11990851:ETHUSD | 11990851:ethusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | 10.48 | -0.28 | + |
| 2023 | 91.13 | 99.78 | 1.09 | + |
| 2024 | 64.31 | 22.65 | 0.35 | - |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| MTD | 3.91% | 18.23% |
| 3M | 11.84% | 15.1% |
| 6M | 45.4% | 82.29% |
| YTD | 22.65% | 64.31% |
| 1Y | 83.92% | 100.84% |
| 3Y (ann.) | 64.31% | 40.41% |
| 5Y (ann.) | 64.31% | 40.41% |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Max Drawdown | -23.11% | -52.21% |
| Longest DD Days | 80.0 | 243.0 |
| Avg. Drawdown | -5.14% | -12.81% |
| Avg. Drawdown Days | 18.0 | 44.0 |
| Recovery Factor | 7.38 | 1.87 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2022-06-26 | -23.11 | 12 |
| 2022-08-26 | 2022-09-23 | -14.22 | 28 |
| 2022-11-14 | 2023-02-02 | -13.04 | 80 |
| 2024-03-19 | 2024-03-22 | -11.51 | 3 |
| 2023-02-09 | 2023-02-16 | -10.34 | 7 |
| 2024-03-27 | 2024-04-22 | -9.27 | 26 |
| 2023-05-07 | 2023-06-21 | -8.11 | 45 |
| 2022-09-28 | 2022-10-26 | -7.24 | 28 |
| 2023-08-31 | 2023-10-22 | -6.01 | 52 |
| 2024-03-23 | 2024-03-26 | -5.97 | 3 |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Best Day | 14.29% | 16.54% |
| Worst Day | -12.21% | -14.26% |
| Best Week | 13.29% | 31.75% |
| Worst Week | -10.41% | -38.51% |
| Best Month | 19.72% | 55.48% |
| Worst Month | -4.37% | -44.95% |
| Best Year | 99.78% | 91.13% |
| Worst Year | 10.48% | -37.11% |
| Avg. Up Day | 2.53% | 2.65% |
| Avg. Down Day | -1.91% | -2.14% |
| Avg. Up Week | 5.5% | 7.89% |
| Avg. Down Week | -2.42% | -5.71% |
| Avg. Up Month | 8.21% | 13.69% |
| Avg. Down Month | -3.47% | -14.79% |
| Win Days % | 51.79% | 50.14% |
| Win Month % | 78.26% | 60.0% |
| Win Week % | 60.32% | 44.86% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 100.0% | 66.67% |