| Metric | 11990885:ethusd:triple_med_gx:lsma195_140 | 11990885:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 107.39% | 40.37% |
| Max Drawdown | -23.64% | -55.09% |
| Sharpe | 0.55 | 0.26 |
| Sortino | 0.92 | 0.37 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 2.01 | 1.06 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.53 | 1.01 |
| Outlier Win Ratio | 39.88 | 3.24 |
| Outlier Loss Ratio | 3.43 | 3.2 |
| Volatility (ann.) | 13.67% | 32.94% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.27 | 0.23 |
| Skew | 5.02 | 0.26 |
| Kurtosis | 141.07 | 9.65 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.17% | 1.0% |
| Expected Yearly % | 20.0% | 8.85% |
| Kelly Criterion | 9.9% | 7.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.81% |
| Expected Shortfall (cVaR) | -1.16% | -2.81% |
| Year | 11990885:ETHUSD | 11990885:ethusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 12.77 | -0.69 | + |
| 2023 | 91.16 | 7.19 | 0.08 | - |
| 2024 | 45.75 | 105.08 | 2.30 | + |
| 2025 | -38.16 | -16.34 | 0.43 | + |
| Metric | 11990885:ethusd:triple_med_gx:lsma195_140 | 11990885:ETHUSD |
|---|---|---|
| MTD | -10.46% | -7.9% |
| 3M | -16.34% | -39.74% |
| 6M | 26.07% | -22.19% |
| YTD | -16.34% | -38.16% |
| 1Y | 80.03% | -42.65% |
| 3Y (ann.) | 29.93% | 12.94% |
| 5Y (ann.) | 29.93% | 12.94% |
| Metric | 11990885:ethusd:triple_med_gx:lsma195_140 | 11990885:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -55.09% |
| Longest DD Days | 175.0 | 379.0 |
| Avg. Drawdown | -4.7% | -9.07% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 4.54 | 0.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-09-27 | -23.64 | 103 |
| 2025-01-24 | 2025-03-26 | -20.58 | 60 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2024-09-14 | 2024-11-06 | -8.69 | 53 |
| 2023-12-20 | 2024-05-17 | -8.04 | 148 |
| 2023-05-29 | 2023-11-20 | -7.59 | 175 |
| 2022-09-27 | 2022-10-25 | -7.39 | 28 |
| 2022-11-12 | 2023-02-02 | -6.32 | 81 |
| 2023-11-20 | 2023-12-20 | -6.06 | 29 |
| 2024-12-06 | 2025-01-24 | -5.59 | 48 |
| Metric | 11990885:ethusd:triple_med_gx:lsma195_140 | 11990885:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.71% | 25.43% |
| Worst Week | -11.63% | -26.0% |
| Best Month | 32.65% | 56.93% |
| Worst Month | -10.46% | -32.24% |
| Best Year | 105.08% | 91.16% |
| Worst Year | -16.34% | -38.16% |
| Avg. Up Day | 1.32% | 1.33% |
| Avg. Down Day | -1.07% | -1.14% |
| Avg. Up Week | 6.88% | 9.35% |
| Avg. Down Week | -2.95% | -7.97% |
| Avg. Up Month | 9.55% | 12.41% |
| Avg. Down Month | -3.7% | -11.61% |
| Win Days % | 50.1% | 50.15% |
| Win Month % | 56.67% | 50.0% |
| Win Week % | 48.98% | 52.35% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |