| Metric | 11996073:ethusd:triple_med_gx:lsma65_145 | 11996073:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 85.69% | 3.07% |
| Max Drawdown | -25.91% | -55.09% |
| Sharpe | 0.39 | 0.17 |
| Sortino | 0.58 | 0.25 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.14 | 1.03 |
| Common Sense Ratio | 1.32 | 1.03 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 21.44 | 3.6 |
| Outlier Loss Ratio | 4.09 | 3.85 |
| Volatility (ann.) | 18.12% | 33.05% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.95 | 0.02 |
| Skew | 0.47 | 0.23 |
| Kurtosis | 44.42 | 9.47 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.78% | 0.09% |
| Expected Yearly % | 16.73% | 0.76% |
| Kelly Criterion | 4.65% | 3.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.83% |
| Expected Shortfall (cVaR) | -1.54% | -2.83% |
| Year | 11996073:ETHUSD | 11996073:ethusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 5.82 | -0.14 | + |
| 2023 | 91.16 | 69.10 | 0.76 | - |
| 2024 | 45.75 | 18.12 | 0.40 | - |
| 2025 | -38.16 | -12.14 | 0.32 | + |
| Metric | 11996073:ethusd:triple_med_gx:lsma65_145 | 11996073:ETHUSD |
|---|---|---|
| MTD | -11.52% | -7.9% |
| 3M | -14.4% | -39.74% |
| 6M | -5.43% | -22.19% |
| YTD | -12.14% | -38.16% |
| 1Y | 1.88% | -42.65% |
| 3Y (ann.) | 24.52% | 1.08% |
| 5Y (ann.) | 24.52% | 1.08% |
| Metric | 11996073:ethusd:triple_med_gx:lsma65_145 | 11996073:ETHUSD |
|---|---|---|
| Max Drawdown | -25.91% | -55.09% |
| Longest DD Days | 199.0 | 379.0 |
| Avg. Drawdown | -4.91% | -10.85% |
| Avg. Drawdown Days | 23.0 | 42.0 |
| Recovery Factor | 3.31 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-26 | -25.91 | 97 |
| 2022-06-16 | 2022-08-10 | -23.64 | 55 |
| 2022-08-25 | 2023-03-12 | -20.48 | 199 |
| 2024-04-24 | 2024-09-09 | -17.57 | 138 |
| 2024-01-30 | 2024-04-24 | -17.27 | 84 |
| 2023-06-22 | 2023-11-19 | -9.31 | 150 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2023-03-14 | 2023-04-26 | -7.23 | 42 |
| 2023-05-15 | 2023-06-20 | -7.14 | 35 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| Metric | 11996073:ethusd:triple_med_gx:lsma65_145 | 11996073:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 19.01% | 25.43% |
| Worst Week | -11.52% | -34.61% |
| Best Month | 17.78% | 56.93% |
| Worst Month | -13.33% | -44.86% |
| Best Year | 69.1% | 91.16% |
| Worst Year | -12.14% | -40.19% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.06% | -1.11% |
| Avg. Up Week | 5.17% | 6.98% |
| Avg. Down Week | -4.18% | -8.0% |
| Avg. Up Month | 7.8% | 13.74% |
| Avg. Down Month | -6.15% | -13.82% |
| Win Days % | 49.65% | 50.02% |
| Win Month % | 68.97% | 48.57% |
| Win Week % | 57.53% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |