| Metric | 11996104:ethusd:triple_med_gx:lsma90_145 | 11996104:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 136.41% | -9.23% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.48 | 0.14 |
| Sortino | 0.71 | 0.2 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.15 | 1.02 |
| Common Sense Ratio | 1.45 | 1.01 |
| CPC Index | 0.64 | 0.54 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 17.4 | 3.63 |
| Outlier Loss Ratio | 4.13 | 3.88 |
| Volatility (ann.) | 19.47% | 33.36% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.45 | -0.05 |
| Skew | 0.51 | 0.26 |
| Kurtosis | 34.92 | 9.43 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.35% | -0.26% |
| Expected Yearly % | 24.0% | -2.39% |
| Kelly Criterion | 5.63% | 2.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -2.86% |
| Expected Shortfall (cVaR) | -1.65% | -2.86% |
| Year | 11996104:ETHUSD | 11996104:ethusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 10.71 | -0.27 | + |
| 2023 | 91.16 | 85.90 | 0.94 | - |
| 2024 | 45.75 | 20.41 | 0.45 | - |
| 2025 | -45.53 | -4.61 | 0.10 | + |
| Metric | 11996104:ethusd:triple_med_gx:lsma90_145 | 11996104:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -11.11% | -41.03% |
| 6M | 2.71% | -31.24% |
| YTD | -4.61% | -45.53% |
| 1Y | 14.02% | -39.75% |
| 3Y (ann.) | 34.26% | -3.26% |
| 5Y (ann.) | 34.26% | -3.26% |
| Metric | 11996104:ethusd:triple_med_gx:lsma90_145 | 11996104:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 167.0 | 415.0 |
| Avg. Drawdown | -5.9% | -11.23% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 5.77 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-18 | 2023-02-01 | -23.45 | 167 |
| 2024-12-01 | 2025-05-01 | -23.11 | 150 |
| 2024-01-30 | 2024-05-18 | -16.63 | 108 |
| 2024-07-15 | 2024-08-12 | -15.32 | 28 |
| 2023-06-23 | 2023-10-24 | -14.31 | 122 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2023-05-06 | 2023-06-21 | -11.66 | 46 |
| 2024-06-10 | 2024-07-15 | -11.09 | 34 |
| 2024-09-14 | 2024-10-14 | -8.99 | 30 |
| Metric | 11996104:ethusd:triple_med_gx:lsma90_145 | 11996104:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.09% | 25.43% |
| Worst Week | -12.27% | -34.61% |
| Best Month | 25.54% | 56.93% |
| Worst Month | -14.24% | -44.86% |
| Best Year | 85.9% | 91.16% |
| Worst Year | -4.61% | -45.53% |
| Avg. Up Day | 1.16% | 1.16% |
| Avg. Down Day | -1.06% | -1.11% |
| Avg. Up Week | 5.21% | 7.13% |
| Avg. Down Week | -3.92% | -7.23% |
| Avg. Up Month | 8.75% | 16.22% |
| Avg. Down Month | -5.39% | -11.52% |
| Win Days % | 50.7% | 50.0% |
| Win Month % | 61.76% | 48.65% |
| Win Week % | 57.14% | 51.28% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |