| Metric | 11996220:ethusd:triple_med_gx:lsma60_145 | 11996220:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 103.95% | 3.07% |
| Max Drawdown | -29.39% | -55.09% |
| Sharpe | 0.44 | 0.17 |
| Sortino | 0.66 | 0.25 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | 1.36 | 1.03 |
| CPC Index | 0.65 | 0.56 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 21.74 | 3.61 |
| Outlier Loss Ratio | 4.08 | 3.85 |
| Volatility (ann.) | 18.07% | 33.05% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.98 | 0.02 |
| Skew | 0.75 | 0.23 |
| Kurtosis | 41.05 | 9.47 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.06% | 0.09% |
| Expected Yearly % | 19.5% | 0.76% |
| Kelly Criterion | 5.07% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.83% |
| Expected Shortfall (cVaR) | -1.53% | -2.83% |
| Year | 11996220:ETHUSD | 11996220:ethusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 2.63 | -0.07 | + |
| 2023 | 91.16 | 58.15 | 0.64 | - |
| 2024 | 45.75 | 47.24 | 1.03 | + |
| 2025 | -38.16 | -14.66 | 0.38 | + |
| Metric | 11996220:ethusd:triple_med_gx:lsma60_145 | 11996220:ETHUSD |
|---|---|---|
| MTD | -14.28% | -7.9% |
| 3M | -16.86% | -39.74% |
| 6M | -7.14% | -22.19% |
| YTD | -14.66% | -38.16% |
| 1Y | 25.83% | -42.65% |
| 3Y (ann.) | 28.73% | 1.08% |
| 5Y (ann.) | 28.73% | 1.08% |
| Metric | 11996220:ethusd:triple_med_gx:lsma60_145 | 11996220:ETHUSD |
|---|---|---|
| Max Drawdown | -29.39% | -55.09% |
| Longest DD Days | 253.0 | 379.0 |
| Avg. Drawdown | -4.5% | -10.85% |
| Avg. Drawdown Days | 19.0 | 42.0 |
| Recovery Factor | 3.54 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-26 | -29.39 | 97 |
| 2022-08-25 | 2023-05-05 | -25.27 | 253 |
| 2022-06-16 | 2022-08-10 | -23.64 | 55 |
| 2024-01-30 | 2024-04-22 | -17.83 | 82 |
| 2023-06-22 | 2023-10-21 | -9.23 | 121 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-04-24 | 2024-07-15 | -6.57 | 81 |
| 2023-06-13 | 2023-06-17 | -6.44 | 3 |
| 2023-11-20 | 2023-11-22 | -6.06 | 2 |
| Metric | 11996220:ethusd:triple_med_gx:lsma60_145 | 11996220:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 20.45% | 25.43% |
| Worst Week | -14.28% | -34.61% |
| Best Month | 20.45% | 56.93% |
| Worst Month | -14.3% | -44.86% |
| Best Year | 58.15% | 91.16% |
| Worst Year | -14.66% | -40.19% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.07% | -1.11% |
| Avg. Up Week | 5.27% | 7.32% |
| Avg. Down Week | -3.66% | -7.53% |
| Avg. Up Month | 6.37% | 13.66% |
| Avg. Down Month | -4.67% | -11.51% |
| Win Days % | 49.68% | 50.02% |
| Win Month % | 64.52% | 48.57% |
| Win Week % | 52.0% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |