| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 170.7% | 109.43% |
| Max Drawdown | -23.64% | -52.72% |
| Sharpe | 0.75 | 0.45 |
| Sortino | 1.18 | 0.66 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 1.65 | 1.09 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.34 | 1.02 |
| Outlier Win Ratio | 17.76 | 3.95 |
| Outlier Loss Ratio | 4.47 | 4.1 |
| Volatility (ann.) | 18.84% | 32.3% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.72 | 0.84 |
| Skew | 1.55 | 0.64 |
| Kurtosis | 27.91 | 9.46 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.06% | 3.0% |
| Expected Yearly % | 39.37% | 27.94% |
| Kelly Criterion | 8.96% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.74% |
| Expected Shortfall (cVaR) | -1.58% | -2.74% |
| Year | 11990851:ETHUSD | 11990851:ethusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 10.71 | -0.32 | + |
| 2023 | 91.16 | 99.81 | 1.09 | + |
| 2024 | 64.77 | 22.37 | 0.35 | - |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| MTD | 3.91% | 25.05% |
| 3M | 11.84% | 12.65% |
| 6M | 45.52% | 83.38% |
| YTD | 22.37% | 64.77% |
| 1Y | 83.92% | 100.9% |
| 3Y (ann.) | 64.19% | 44.5% |
| 5Y (ann.) | 64.19% | 44.5% |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -52.72% |
| Longest DD Days | 81.0 | 242.0 |
| Avg. Drawdown | -4.67% | -9.77% |
| Avg. Drawdown Days | 14.0 | 29.0 |
| Recovery Factor | 7.22 | 2.08 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2022-11-12 | 2023-02-01 | -14.72 | 81 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-02-08 | 2024-03-21 | -11.74 | 42 |
| 2024-04-01 | 2024-04-22 | -10.35 | 21 |
| 2023-05-06 | 2023-06-21 | -9.66 | 46 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2022-06-26 | 2022-08-25 | -9.27 | 59 |
| 2022-09-27 | 2022-10-23 | -8.09 | 26 |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -7.12% | -10.54% |
| Best Week | 13.29% | 25.43% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 18.92% | 56.93% |
| Worst Month | -4.37% | -44.86% |
| Best Year | 99.81% | 91.16% |
| Worst Year | 10.71% | -33.51% |
| Avg. Up Day | 1.1% | 1.11% |
| Avg. Down Day | -0.97% | -1.01% |
| Avg. Up Week | 5.04% | 6.9% |
| Avg. Down Week | -2.97% | -6.7% |
| Avg. Up Month | 8.12% | 14.26% |
| Avg. Down Month | -2.28% | -15.51% |
| Win Days % | 51.59% | 50.38% |
| Win Month % | 69.57% | 64.0% |
| Win Week % | 62.5% | 53.27% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 100.0% | 66.67% |