| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 27.24% | -8.62% |
| Max Drawdown | -29.24% | -64.23% |
| Sharpe | 0.22 | 0.14 |
| Sortino | 0.32 | 0.21 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 1.11 | 1.02 |
| Common Sense Ratio | 1.75 | 1.01 |
| CPC Index | 0.57 | 0.53 |
| Tail Ratio | 1.58 | 0.99 |
| Outlier Win Ratio | 39.04 | 3.18 |
| Outlier Loss Ratio | 3.62 | 3.52 |
| Volatility (ann.) | 13.54% | 33.37% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.29 | -0.05 |
| Skew | 1.19 | 0.26 |
| Kurtosis | 74.94 | 9.43 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.67% | -0.25% |
| Expected Yearly % | 6.21% | -2.23% |
| Kelly Criterion | 1.48% | 1.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.86% |
| Expected Shortfall (cVaR) | -1.16% | -2.86% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -24.67 | 0.61 | + |
| 2023 | 91.16 | 33.16 | 0.36 | - |
| 2024 | 45.75 | 39.28 | 0.86 | - |
| 2025 | -45.17 | -8.93 | 0.20 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 6.53% | 0.22% |
| 3M | -5.62% | -42.61% |
| 6M | 0.29% | -28.83% |
| YTD | -8.93% | -45.17% |
| 1Y | 20.52% | -44.03% |
| 3Y (ann.) | 8.61% | -3.05% |
| 5Y (ann.) | 8.61% | -3.05% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -29.24% | -64.23% |
| Longest DD Days | 589.0 | 413.0 |
| Avg. Drawdown | -5.47% | -11.23% |
| Avg. Drawdown Days | 42.0 | 43.0 |
| Recovery Factor | 0.93 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2024-01-26 | -29.24 | 589 |
| 2024-12-18 | 2025-04-29 | -25.81 | 132 |
| 2024-03-18 | 2024-04-20 | -14.39 | 33 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2024-04-22 | 2024-05-18 | -6.37 | 26 |
| 2024-09-11 | 2024-11-06 | -6.08 | 56 |
| 2024-08-09 | 2024-09-09 | -3.88 | 31 |
| 2024-05-18 | 2024-06-12 | -2.80 | 25 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 25.43% |
| Worst Week | -15.2% | -34.61% |
| Best Month | 25.72% | 56.93% |
| Worst Month | -20.34% | -44.86% |
| Best Year | 39.28% | 91.16% |
| Worst Year | -24.67% | -45.17% |
| Avg. Up Day | 1.18% | 1.27% |
| Avg. Down Day | -1.15% | -1.23% |
| Avg. Up Week | 4.0% | 8.03% |
| Avg. Down Week | -3.74% | -7.68% |
| Avg. Up Month | 6.04% | 11.39% |
| Avg. Down Month | -6.25% | -13.25% |
| Win Days % | 50.08% | 49.98% |
| Win Month % | 61.29% | 50.0% |
| Win Week % | 54.84% | 51.28% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |