| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 84.55% | -8.62% |
| Max Drawdown | -23.67% | -64.23% |
| Sharpe | 0.41 | 0.14 |
| Sortino | 0.63 | 0.21 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.17 | 1.02 |
| Common Sense Ratio | 1.55 | 1.01 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.33 | 0.99 |
| Outlier Win Ratio | 27.21 | 3.36 |
| Outlier Loss Ratio | 3.94 | 3.63 |
| Volatility (ann.) | 15.69% | 33.37% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.99 | -0.05 |
| Skew | 1.67 | 0.26 |
| Kurtosis | 54.22 | 9.43 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.72% | -0.25% |
| Expected Yearly % | 16.55% | -2.23% |
| Kelly Criterion | 4.76% | 4.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.86% |
| Expected Shortfall (cVaR) | -1.33% | -2.86% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -1.42 | 0.04 | + |
| 2023 | 91.16 | 32.51 | 0.36 | - |
| 2024 | 45.75 | 56.78 | 1.24 | + |
| 2025 | -45.17 | -9.89 | 0.22 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | 0.22% |
| 3M | -6.61% | -42.61% |
| 6M | 6.17% | -28.83% |
| YTD | -9.89% | -45.17% |
| 1Y | 36.72% | -44.03% |
| 3Y (ann.) | 23.39% | -3.05% |
| 5Y (ann.) | 23.39% | -3.05% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -23.67% | -64.23% |
| Longest DD Days | 211.0 | 413.0 |
| Avg. Drawdown | -4.76% | -11.23% |
| Avg. Drawdown Days | 29.0 | 43.0 |
| Recovery Factor | 3.57 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-04-29 | -23.67 | 132 |
| 2022-06-16 | 2022-08-12 | -23.64 | 57 |
| 2024-01-30 | 2024-08-05 | -16.79 | 187 |
| 2022-08-18 | 2022-10-25 | -16.02 | 68 |
| 2023-04-26 | 2023-11-24 | -9.90 | 211 |
| 2022-10-25 | 2023-03-12 | -8.67 | 138 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-12-22 | 2023-12-27 | -5.58 | 4 |
| 2023-11-24 | 2023-12-22 | -5.01 | 27 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 25.43% |
| Worst Week | -13.06% | -34.61% |
| Best Month | 26.21% | 56.93% |
| Worst Month | -12.28% | -44.86% |
| Best Year | 56.78% | 91.16% |
| Worst Year | -9.89% | -45.17% |
| Avg. Up Day | 1.19% | 1.25% |
| Avg. Down Day | -1.07% | -1.13% |
| Avg. Up Week | 4.35% | 7.97% |
| Avg. Down Week | -3.43% | -7.07% |
| Avg. Up Month | 6.45% | 14.72% |
| Avg. Down Month | -4.35% | -13.83% |
| Win Days % | 49.89% | 49.98% |
| Win Month % | 62.5% | 50.0% |
| Win Week % | 56.34% | 51.28% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |