| Metric | 11996098:ethusd:triple_med_gx:lsma85_145 | 11996098:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 103.24% | 3.07% |
| Max Drawdown | -23.64% | -55.09% |
| Sharpe | 0.42 | 0.17 |
| Sortino | 0.63 | 0.25 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.13 | 1.03 |
| Common Sense Ratio | 1.36 | 1.03 |
| CPC Index | 0.62 | 0.54 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 17.86 | 3.62 |
| Outlier Loss Ratio | 4.12 | 3.9 |
| Volatility (ann.) | 19.33% | 33.05% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.21 | 0.02 |
| Skew | 0.53 | 0.23 |
| Kurtosis | 36.88 | 9.47 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.05% | 0.09% |
| Expected Yearly % | 19.4% | 0.76% |
| Kelly Criterion | 5.1% | 2.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -2.83% |
| Expected Shortfall (cVaR) | -1.64% | -2.83% |
| Year | 11996098:ETHUSD | 11996098:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 3.99 | -0.10 | + |
| 2023 | 91.16 | 74.29 | 0.81 | - |
| 2024 | 45.75 | 17.86 | 0.39 | - |
| 2025 | -38.16 | -4.86 | 0.13 | + |
| Metric | 11996098:ethusd:triple_med_gx:lsma85_145 | 11996098:ETHUSD |
|---|---|---|
| MTD | -12.75% | -7.9% |
| 3M | -7.3% | -39.74% |
| 6M | 6.2% | -22.19% |
| YTD | -4.86% | -38.16% |
| 1Y | 9.3% | -42.65% |
| 3Y (ann.) | 28.57% | 1.08% |
| 5Y (ann.) | 28.57% | 1.08% |
| Metric | 11996098:ethusd:triple_med_gx:lsma85_145 | 11996098:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -55.09% |
| Longest DD Days | 205.0 | 379.0 |
| Avg. Drawdown | -5.88% | -10.85% |
| Avg. Drawdown Days | 26.0 | 42.0 |
| Recovery Factor | 4.37 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-18 | 2023-03-12 | -23.31 | 205 |
| 2024-12-01 | 2025-03-26 | -21.86 | 114 |
| 2024-01-30 | 2024-05-18 | -17.06 | 108 |
| 2024-05-18 | 2024-08-14 | -16.56 | 87 |
| 2023-07-14 | 2023-12-02 | -15.76 | 141 |
| 2023-05-06 | 2023-06-21 | -11.12 | 46 |
| 2024-09-14 | 2024-10-14 | -8.16 | 30 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| Metric | 11996098:ethusd:triple_med_gx:lsma85_145 | 11996098:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.91% | 25.43% |
| Worst Week | -12.41% | -34.61% |
| Best Month | 25.05% | 56.93% |
| Worst Month | -15.88% | -44.86% |
| Best Year | 74.29% | 91.16% |
| Worst Year | -4.86% | -40.19% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -1.05% | -1.1% |
| Avg. Up Week | 5.25% | 7.39% |
| Avg. Down Week | -3.95% | -7.13% |
| Avg. Up Month | 8.34% | 16.22% |
| Avg. Down Month | -6.16% | -13.35% |
| Win Days % | 50.59% | 50.02% |
| Win Month % | 60.61% | 48.57% |
| Win Week % | 55.68% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |