| Metric | 11996086:ethusd:triple_med_gx:lsma60_145 | 11996086:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 84.9% | 3.07% |
| Max Drawdown | -26.19% | -55.09% |
| Sharpe | 0.39 | 0.17 |
| Sortino | 0.58 | 0.25 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.14 | 1.03 |
| Common Sense Ratio | 1.33 | 1.03 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 21.88 | 3.6 |
| Outlier Loss Ratio | 4.0 | 3.81 |
| Volatility (ann.) | 18.04% | 33.05% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.93 | 0.02 |
| Skew | 0.49 | 0.23 |
| Kurtosis | 45.16 | 9.47 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.77% | 0.09% |
| Expected Yearly % | 16.61% | 0.76% |
| Kelly Criterion | 4.79% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.83% |
| Expected Shortfall (cVaR) | -1.53% | -2.83% |
| Year | 11996086:ETHUSD | 11996086:ethusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 2.54 | -0.06 | + |
| 2023 | 91.16 | 65.94 | 0.72 | - |
| 2024 | 45.75 | 22.62 | 0.49 | - |
| 2025 | -38.16 | -11.38 | 0.30 | + |
| Metric | 11996086:ethusd:triple_med_gx:lsma60_145 | 11996086:ETHUSD |
|---|---|---|
| MTD | -11.17% | -7.9% |
| 3M | -13.66% | -39.74% |
| 6M | -6.51% | -22.19% |
| YTD | -11.38% | -38.16% |
| 1Y | 6.58% | -42.65% |
| 3Y (ann.) | 24.34% | 1.08% |
| 5Y (ann.) | 24.34% | 1.08% |
| Metric | 11996086:ethusd:triple_med_gx:lsma60_145 | 11996086:ETHUSD |
|---|---|---|
| Max Drawdown | -26.19% | -55.09% |
| Longest DD Days | 243.0 | 379.0 |
| Avg. Drawdown | -5.44% | -10.85% |
| Avg. Drawdown Days | 25.0 | 42.0 |
| Recovery Factor | 3.24 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-03-26 | -26.19 | 138 |
| 2022-08-25 | 2023-04-26 | -25.50 | 243 |
| 2022-06-16 | 2022-08-10 | -23.64 | 55 |
| 2024-01-30 | 2024-05-17 | -17.29 | 107 |
| 2024-08-04 | 2024-08-12 | -15.27 | 8 |
| 2023-07-14 | 2023-11-19 | -12.00 | 128 |
| 2024-05-18 | 2024-07-15 | -8.53 | 58 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2023-05-15 | 2023-06-20 | -7.14 | 35 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| Metric | 11996086:ethusd:triple_med_gx:lsma60_145 | 11996086:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 19.01% | 25.43% |
| Worst Week | -11.17% | -34.61% |
| Best Month | 14.87% | 56.93% |
| Worst Month | -13.41% | -44.86% |
| Best Year | 65.94% | 91.16% |
| Worst Year | -11.38% | -40.19% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.07% | -1.12% |
| Avg. Up Week | 5.47% | 6.49% |
| Avg. Down Week | -3.91% | -7.54% |
| Avg. Up Month | 6.89% | 13.66% |
| Avg. Down Month | -6.09% | -12.39% |
| Win Days % | 49.5% | 50.02% |
| Win Month % | 67.74% | 48.57% |
| Win Week % | 51.32% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |