| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 88.77% | 89.51% |
| Max Drawdown | -22.63% | -52.21% |
| Sharpe | 1.03 | 0.81 |
| Sortino | 1.65 | 1.23 |
| Payoff Ratio | 1.25 | 1.25 |
| Profit Factor | 1.31 | 1.13 |
| Common Sense Ratio | 1.84 | 1.21 |
| CPC Index | 0.83 | 0.71 |
| Tail Ratio | 1.4 | 1.07 |
| Outlier Win Ratio | 16.43 | 3.57 |
| Outlier Loss Ratio | 4.07 | 3.58 |
| Volatility (ann.) | 37.77% | 65.25% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.65 | 0.72 |
| Skew | 0.94 | 0.33 |
| Kurtosis | 14.81 | 3.07 |
| Expected Daily % | 0.09% | 0.09% |
| Expected Monthly % | 2.57% | 2.59% |
| Expected Yearly % | 23.59% | 23.75% |
| Kelly Criterion | 10.43% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.15% | -5.47% |
| Expected Shortfall (cVaR) | -3.15% | -5.47% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.66 | 7.28 | -0.18 | + |
| 2023 | 91.13 | 74.50 | 0.82 | - |
| 2024 | 64.31 | 0.84 | 0.01 | - |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 2.59% | 18.23% |
| 3M | -4.85% | 15.1% |
| 6M | 13.9% | 82.29% |
| YTD | 0.84% | 64.31% |
| 1Y | 39.25% | 100.84% |
| 3Y (ann.) | 37.33% | 37.6% |
| 5Y (ann.) | 37.33% | 37.6% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -22.63% | -52.21% |
| Longest DD Days | 206.0 | 243.0 |
| Avg. Drawdown | -7.33% | -12.81% |
| Avg. Drawdown Days | 41.0 | 44.0 |
| Recovery Factor | 3.92 | 1.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-19 | 2023-03-13 | -22.63 | 206 |
| 2022-06-17 | 2022-06-25 | -20.04 | 8 |
| 2024-03-18 | 2024-05-31 | -14.76 | 74 |
| 2023-05-07 | 2023-06-22 | -10.50 | 46 |
| 2023-06-23 | 2023-10-23 | -8.02 | 122 |
| 2022-06-15 | 2022-06-16 | -4.66 | 1 |
| 2023-04-29 | 2023-05-06 | -4.53 | 7 |
| 2022-06-27 | 2022-08-11 | -4.50 | 45 |
| 2023-12-29 | 2024-01-31 | -4.24 | 33 |
| 2023-11-26 | 2023-12-01 | -4.12 | 5 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 14.29% | 16.54% |
| Worst Day | -12.21% | -14.26% |
| Best Week | 14.86% | 31.75% |
| Worst Week | -8.56% | -38.51% |
| Best Month | 14.86% | 55.48% |
| Worst Month | -6.15% | -44.95% |
| Best Year | 74.5% | 91.13% |
| Worst Year | 0.84% | -39.66% |
| Avg. Up Day | 2.59% | 2.7% |
| Avg. Down Day | -2.07% | -2.17% |
| Avg. Up Week | 4.96% | 8.4% |
| Avg. Down Week | -2.86% | -6.13% |
| Avg. Up Month | 7.13% | 14.5% |
| Avg. Down Month | -3.61% | -7.2% |
| Win Days % | 50.19% | 50.07% |
| Win Month % | 69.57% | 58.33% |
| Win Week % | 58.62% | 44.86% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 100.0% | 66.67% |