| Metric | 11996229:ethusd:triple_med_gx:lsma70_145 | 11996229:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 155.22% | -9.23% |
| Max Drawdown | -23.75% | -64.23% |
| Sharpe | 0.53 | 0.14 |
| Sortino | 0.8 | 0.2 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.18 | 1.02 |
| Common Sense Ratio | 1.46 | 1.01 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 20.42 | 3.6 |
| Outlier Loss Ratio | 4.11 | 3.8 |
| Volatility (ann.) | 18.16% | 33.36% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.59 | -0.05 |
| Skew | 0.76 | 0.26 |
| Kurtosis | 38.85 | 9.43 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.56% | -0.26% |
| Expected Yearly % | 26.4% | -2.39% |
| Kelly Criterion | 6.49% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.86% |
| Expected Shortfall (cVaR) | -1.54% | -2.86% |
| Year | 11996229:ETHUSD | 11996229:ethusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 11.19 | -0.28 | + |
| 2023 | 91.16 | 60.90 | 0.67 | - |
| 2024 | 45.75 | 49.04 | 1.07 | + |
| 2025 | -45.53 | -4.28 | 0.09 | + |
| Metric | 11996229:ethusd:triple_med_gx:lsma70_145 | 11996229:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -12.31% | -41.03% |
| 6M | -0.51% | -31.24% |
| YTD | -4.28% | -45.53% |
| 1Y | 36.33% | -39.75% |
| 3Y (ann.) | 37.83% | -3.26% |
| 5Y (ann.) | 37.83% | -3.26% |
| Metric | 11996229:ethusd:triple_med_gx:lsma70_145 | 11996229:ETHUSD |
|---|---|---|
| Max Drawdown | -23.75% | -64.23% |
| Longest DD Days | 200.0 | 415.0 |
| Avg. Drawdown | -4.74% | -11.23% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 6.54 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-05-01 | -23.75 | 173 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-03-13 | -22.31 | 200 |
| 2024-01-30 | 2024-04-20 | -17.46 | 80 |
| 2023-05-06 | 2023-06-21 | -10.52 | 46 |
| 2024-04-24 | 2024-08-05 | -10.14 | 103 |
| 2023-06-22 | 2023-11-19 | -8.99 | 150 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-09 | -6.63 | 26 |
| Metric | 11996229:ethusd:triple_med_gx:lsma70_145 | 11996229:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 21.28% | 25.43% |
| Worst Week | -12.47% | -34.61% |
| Best Month | 21.28% | 56.93% |
| Worst Month | -14.3% | -44.86% |
| Best Year | 60.9% | 91.16% |
| Worst Year | -4.28% | -45.53% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.05% | -1.07% |
| Avg. Up Week | 5.48% | 7.19% |
| Avg. Down Week | -3.39% | -7.1% |
| Avg. Up Month | 7.18% | 14.67% |
| Avg. Down Month | -5.34% | -13.79% |
| Win Days % | 50.53% | 50.0% |
| Win Month % | 68.75% | 48.65% |
| Win Week % | 53.75% | 51.28% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |