| Metric | 11997439:ethusd:triple_med_gx:lsma80_145 | 11997439:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 69.88% | 128.52% |
| Max Drawdown | -34.64% | -64.23% |
| Sharpe | 0.33 | 0.35 |
| Sortino | 0.49 | 0.51 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.62 | 1.08 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 1.42 | 1.02 |
| Outlier Win Ratio | 31.75 | 3.36 |
| Outlier Loss Ratio | 3.48 | 3.53 |
| Volatility (ann.) | 15.32% | 33.36% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.49 | 0.43 |
| Skew | 0.5 | 0.32 |
| Kurtosis | 70.19 | 8.95 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.04% |
| Expected Yearly % | 14.17% | 22.95% |
| Kelly Criterion | 4.72% | 2.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.84% |
| Expected Shortfall (cVaR) | -1.3% | -2.84% |
| Year | 11997439:ETHUSD | 11997439:ethusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.69 | 28.08 | -0.89 | + |
| 2023 | 91.16 | 41.14 | 0.45 | - |
| 2024 | 45.75 | 2.58 | 0.06 | - |
| 2025 | 20.07 | -8.39 | -0.42 | - |
| Metric | 11997439:ethusd:triple_med_gx:lsma80_145 | 11997439:ETHUSD |
|---|---|---|
| MTD | 12.83% | -3.55% |
| 3M | 5.99% | 27.43% |
| 6M | -7.66% | 151.7% |
| YTD | -8.39% | 20.07% |
| 1Y | -2.58% | 53.4% |
| 3Y (ann.) | 13.55% | 46.32% |
| 5Y (ann.) | 17.03% | 27.79% |
| Metric | 11997439:ethusd:triple_med_gx:lsma80_145 | 11997439:ETHUSD |
|---|---|---|
| Max Drawdown | -34.64% | -64.23% |
| Longest DD Days | 318.0 | 515.0 |
| Avg. Drawdown | -5.11% | -9.55% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 2.02 | 2.0 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-10-16 | -34.64 | 318 |
| 2024-07-16 | 2024-11-27 | -30.09 | 134 |
| 2022-06-16 | 2022-08-13 | -13.77 | 58 |
| 2023-07-14 | 2023-12-20 | -9.91 | 158 |
| 2022-11-11 | 2022-12-22 | -9.03 | 41 |
| 2023-04-26 | 2023-07-13 | -8.50 | 77 |
| 2024-06-09 | 2024-07-14 | -8.45 | 35 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2023-04-05 | 2023-04-11 | -7.17 | 5 |
| 2022-08-13 | 2022-09-23 | -6.58 | 40 |
| Metric | 11997439:ethusd:triple_med_gx:lsma80_145 | 11997439:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 18.3% | 27.26% |
| Worst Week | -13.9% | -34.61% |
| Best Month | 30.04% | 56.93% |
| Worst Month | -18.83% | -38.85% |
| Best Year | 41.14% | 91.16% |
| Worst Year | -8.39% | -31.69% |
| Avg. Up Day | 1.29% | 1.29% |
| Avg. Down Day | -1.16% | -1.25% |
| Avg. Up Week | 4.69% | 7.16% |
| Avg. Down Week | -4.43% | -8.29% |
| Avg. Up Month | 7.82% | 15.88% |
| Avg. Down Month | -9.34% | -14.64% |
| Win Days % | 49.82% | 50.4% |
| Win Month % | 64.71% | 48.78% |
| Win Week % | 59.09% | 53.33% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |