| Metric | 11996095:ethusd:triple_med_gx:lsma70_145 | 11996095:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 98.25% | 3.07% |
| Max Drawdown | -23.84% | -55.09% |
| Sharpe | 0.42 | 0.17 |
| Sortino | 0.63 | 0.25 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.14 | 1.03 |
| Common Sense Ratio | 1.36 | 1.03 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 20.62 | 3.61 |
| Outlier Loss Ratio | 4.14 | 3.85 |
| Volatility (ann.) | 18.24% | 33.05% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.15 | 0.02 |
| Skew | 0.5 | 0.23 |
| Kurtosis | 43.07 | 9.47 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.97% | 0.09% |
| Expected Yearly % | 18.66% | 0.76% |
| Kelly Criterion | 5.01% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.83% |
| Expected Shortfall (cVaR) | -1.55% | -2.83% |
| Year | 11996095:ETHUSD | 11996095:ethusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 5.64 | -0.14 | + |
| 2023 | 91.16 | 68.55 | 0.75 | - |
| 2024 | 45.75 | 21.07 | 0.46 | - |
| 2025 | -38.16 | -8.04 | 0.21 | + |
| Metric | 11996095:ethusd:triple_med_gx:lsma70_145 | 11996095:ETHUSD |
|---|---|---|
| MTD | -11.76% | -7.9% |
| 3M | -10.4% | -39.74% |
| 6M | 2.61% | -22.19% |
| YTD | -8.04% | -38.16% |
| 1Y | 10.05% | -42.65% |
| 3Y (ann.) | 27.44% | 1.08% |
| 5Y (ann.) | 27.44% | 1.08% |
| Metric | 11996095:ethusd:triple_med_gx:lsma70_145 | 11996095:ETHUSD |
|---|---|---|
| Max Drawdown | -23.84% | -55.09% |
| Longest DD Days | 199.0 | 379.0 |
| Avg. Drawdown | -5.01% | -10.85% |
| Avg. Drawdown Days | 24.0 | 42.0 |
| Recovery Factor | 4.12 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-26 | -23.84 | 97 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-03-12 | -19.67 | 199 |
| 2024-01-30 | 2024-04-22 | -17.71 | 82 |
| 2024-04-24 | 2024-09-13 | -17.51 | 142 |
| 2023-06-22 | 2023-12-02 | -11.96 | 163 |
| 2023-05-06 | 2023-06-21 | -9.39 | 46 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| 2023-12-22 | 2023-12-27 | -5.58 | 4 |
| Metric | 11996095:ethusd:triple_med_gx:lsma70_145 | 11996095:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.91% | 25.43% |
| Worst Week | -11.76% | -34.61% |
| Best Month | 24.64% | 56.93% |
| Worst Month | -13.33% | -44.86% |
| Best Year | 68.55% | 91.16% |
| Worst Year | -8.04% | -40.19% |
| Avg. Up Day | 1.17% | 1.17% |
| Avg. Down Day | -1.04% | -1.09% |
| Avg. Up Week | 5.39% | 6.98% |
| Avg. Down Week | -3.85% | -7.18% |
| Avg. Up Month | 8.55% | 13.74% |
| Avg. Down Month | -6.21% | -13.55% |
| Win Days % | 49.83% | 50.02% |
| Win Month % | 61.29% | 48.57% |
| Win Week % | 54.55% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |