| Metric | 11996234:ethusd:triple_med_gx:lsma65_145 | 11996234:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 120.57% | -5.79% |
| Max Drawdown | -25.94% | -55.09% |
| Sharpe | 0.48 | 0.15 |
| Sortino | 0.72 | 0.21 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.17 | 1.02 |
| Common Sense Ratio | 1.4 | 1.01 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 21.19 | 3.62 |
| Outlier Loss Ratio | 4.11 | 3.84 |
| Volatility (ann.) | 18.15% | 33.06% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.24 | -0.04 |
| Skew | 0.75 | 0.23 |
| Kurtosis | 40.25 | 9.45 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.29% | -0.17% |
| Expected Yearly % | 21.87% | -1.48% |
| Kelly Criterion | 5.67% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.83% |
| Expected Shortfall (cVaR) | -1.54% | -2.83% |
| Year | 11996234:ETHUSD | 11996234:ethusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 3.85 | -0.10 | + |
| 2023 | 91.16 | 56.97 | 0.62 | - |
| 2024 | 45.75 | 50.62 | 1.11 | + |
| 2025 | -43.47 | -10.16 | 0.23 | + |
| Metric | 11996234:ethusd:triple_med_gx:lsma65_145 | 11996234:ETHUSD |
|---|---|---|
| MTD | -13.97% | -15.82% |
| 3M | -10.18% | -43.48% |
| 6M | -0.79% | -28.47% |
| YTD | -10.16% | -43.47% |
| 1Y | 36.97% | -46.2% |
| 3Y (ann.) | 32.28% | -2.09% |
| 5Y (ann.) | 32.28% | -2.09% |
| Metric | 11996234:ethusd:triple_med_gx:lsma65_145 | 11996234:ETHUSD |
|---|---|---|
| Max Drawdown | -25.94% | -55.09% |
| Longest DD Days | 244.0 | 381.0 |
| Avg. Drawdown | -4.65% | -10.85% |
| Avg. Drawdown Days | 20.0 | 42.0 |
| Recovery Factor | 4.65 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-28 | -25.94 | 100 |
| 2022-08-25 | 2023-04-26 | -24.45 | 244 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-01-30 | 2024-04-20 | -16.46 | 80 |
| 2023-05-06 | 2023-06-20 | -8.45 | 45 |
| 2024-04-24 | 2024-07-15 | -8.26 | 81 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-06-22 | 2023-10-20 | -6.41 | 120 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| Metric | 11996234:ethusd:triple_med_gx:lsma65_145 | 11996234:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 20.45% | 25.43% |
| Worst Week | -13.97% | -34.61% |
| Best Month | 20.45% | 56.93% |
| Worst Month | -14.3% | -44.86% |
| Best Year | 56.97% | 91.16% |
| Worst Year | -10.16% | -43.47% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.05% | -1.08% |
| Avg. Up Week | 5.48% | 7.26% |
| Avg. Down Week | -3.73% | -7.62% |
| Avg. Up Month | 6.64% | 14.67% |
| Avg. Down Month | -6.07% | -11.21% |
| Win Days % | 50.0% | 50.0% |
| Win Month % | 73.33% | 48.57% |
| Win Week % | 54.05% | 50.99% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |