| Metric | 11990879:ethusd:triple_med_gx:lsma155_140 | 11990879:ETHUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 18.05% | 12.05% |
| Max Drawdown | -22.67% | -55.09% |
| Sharpe | 0.2 | 0.2 |
| Sortino | 0.31 | 0.28 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | NaN | 1.03 |
| CPC Index | 0.66 | 0.56 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 75.08 | 2.72 |
| Outlier Loss Ratio | 3.32 | 2.93 |
| Volatility (ann.) | 9.53% | 33.05% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.27 | 0.07 |
| Skew | 2.63 | 0.23 |
| Kurtosis | 199.89 | 9.49 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.49% | 0.34% |
| Expected Yearly % | 4.24% | 2.88% |
| Kelly Criterion | 3.01% | 4.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.83% |
| Expected Shortfall (cVaR) | -0.82% | -2.83% |
| Year | 11990879:ETHUSD | 11990879:ethusd:triple_med_gx:lsma155_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.98 | 20.41 | -0.58 | + |
| 2023 | 91.16 | 7.28 | 0.08 | - |
| 2024 | 45.75 | 3.02 | 0.07 | - |
| 2025 | -38.16 | -11.29 | 0.30 | + |
| Metric | 11990879:ethusd:triple_med_gx:lsma155_140 | 11990879:ETHUSD |
|---|---|---|
| MTD | -10.76% | -7.9% |
| 3M | -11.29% | -39.74% |
| 6M | -18.81% | -22.19% |
| YTD | -11.29% | -38.16% |
| 1Y | -8.61% | -42.65% |
| 3Y (ann.) | 6.07% | 4.13% |
| 5Y (ann.) | 6.07% | 4.13% |
| Metric | 11990879:ethusd:triple_med_gx:lsma155_140 | 11990879:ETHUSD |
|---|---|---|
| Max Drawdown | -22.67% | -55.09% |
| Longest DD Days | 358.0 | 379.0 |
| Avg. Drawdown | -4.02% | -10.13% |
| Avg. Drawdown Days | 46.0 | 38.0 |
| Recovery Factor | 0.8 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-11 | 2025-03-26 | -22.67 | 134 |
| 2024-05-18 | 2024-09-07 | -9.66 | 111 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2023-04-26 | 2024-04-19 | -7.19 | 358 |
| 2024-10-09 | 2024-11-06 | -5.16 | 27 |
| 2023-02-02 | 2023-03-12 | -4.68 | 37 |
| 2022-09-23 | 2022-10-23 | -4.10 | 30 |
| 2022-10-24 | 2022-10-25 | -2.15 | 1 |
| 2024-05-06 | 2024-05-17 | -2.04 | 11 |
| 2024-04-19 | 2024-04-20 | -1.81 | 1 |
| Metric | 11990879:ethusd:triple_med_gx:lsma155_140 | 11990879:ETHUSD |
|---|---|---|
| Best Day | 10.95% | 16.51% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 19.43% | 25.43% |
| Worst Week | -12.37% | -34.61% |
| Best Month | 19.43% | 56.93% |
| Worst Month | -10.76% | -41.79% |
| Best Year | 20.41% | 91.16% |
| Worst Year | -11.29% | -38.16% |
| Avg. Up Day | 1.27% | 1.29% |
| Avg. Down Day | -1.04% | -1.18% |
| Avg. Up Week | 4.09% | 8.88% |
| Avg. Down Week | -3.21% | -7.57% |
| Avg. Up Month | 4.51% | 13.72% |
| Avg. Down Month | -4.44% | -7.78% |
| Win Days % | 46.69% | 50.05% |
| Win Month % | 59.26% | 50.0% |
| Win Week % | 52.27% | 51.66% |
| Win Quarter % | 63.64% | 50.0% |
| Win Year % | 75.0% | 50.0% |