| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 138.39% | 97.51% |
| Max Drawdown | -20.41% | -52.21% |
| Sharpe | 1.26 | 0.84 |
| Sortino | 2.14 | 1.28 |
| Payoff Ratio | 1.3 | 1.33 |
| Profit Factor | 1.37 | 1.14 |
| Common Sense Ratio | 2.03 | 1.22 |
| CPC Index | 0.9 | 0.76 |
| Tail Ratio | 1.48 | 1.07 |
| Outlier Win Ratio | 13.68 | 3.6 |
| Outlier Loss Ratio | 4.15 | 3.49 |
| Volatility (ann.) | 40.71% | 65.27% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.66 | 0.77 |
| Skew | 1.44 | 0.32 |
| Kurtosis | 14.71 | 3.06 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.54% | 2.76% |
| Expected Yearly % | 33.59% | 25.47% |
| Kelly Criterion | 12.73% | 12.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.36% | -5.47% |
| Expected Shortfall (cVaR) | -3.36% | -5.47% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | 2.92 | -0.08 | + |
| 2023 | 91.13 | 83.25 | 0.91 | - |
| 2024 | 64.31 | 26.40 | 0.41 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 19.93% | 18.23% |
| 3M | 17.09% | 15.1% |
| 6M | 49.54% | 82.29% |
| YTD | 26.4% | 64.31% |
| 1Y | 78.15% | 100.84% |
| 3Y (ann.) | 54.22% | 40.41% |
| 5Y (ann.) | 54.22% | 40.41% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -20.41% | -52.21% |
| Longest DD Days | 120.0 | 243.0 |
| Avg. Drawdown | -6.55% | -12.81% |
| Avg. Drawdown Days | 24.0 | 44.0 |
| Recovery Factor | 6.78 | 1.87 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-27 | 2022-09-27 | -20.41 | 92 |
| 2022-06-17 | 2022-06-25 | -20.04 | 8 |
| 2022-11-13 | 2023-02-08 | -13.85 | 87 |
| 2023-05-07 | 2023-06-22 | -13.13 | 46 |
| 2024-03-18 | 2024-03-22 | -11.89 | 4 |
| 2023-02-09 | 2023-02-16 | -10.34 | 7 |
| 2023-06-26 | 2023-10-24 | -10.28 | 120 |
| 2024-03-27 | 2024-05-21 | -9.82 | 55 |
| 2022-09-28 | 2022-10-26 | -7.24 | 28 |
| 2023-12-29 | 2024-02-09 | -6.88 | 42 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 16.33% | 16.54% |
| Worst Day | -12.21% | -14.26% |
| Best Week | 19.89% | 31.75% |
| Worst Week | -7.97% | -38.51% |
| Best Month | 19.93% | 55.48% |
| Worst Month | -8.18% | -44.95% |
| Best Year | 83.25% | 91.13% |
| Worst Year | 2.92% | -37.11% |
| Avg. Up Day | 2.53% | 2.7% |
| Avg. Down Day | -1.95% | -2.03% |
| Avg. Up Week | 5.81% | 7.94% |
| Avg. Down Week | -2.74% | -5.26% |
| Avg. Up Month | 9.01% | 13.69% |
| Avg. Down Month | -4.37% | -11.66% |
| Win Days % | 50.66% | 50.14% |
| Win Month % | 65.22% | 60.0% |
| Win Week % | 56.72% | 44.86% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 66.67% |