| Metric | 11997451:ethusd:triple_med_gx:lsma95_145 | 11997451:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 34.86% | 17.71% |
| Max Drawdown | -31.33% | -55.09% |
| Sharpe | 0.26 | 0.21 |
| Sortino | 0.37 | 0.3 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.12 | 1.03 |
| Common Sense Ratio | 1.64 | 1.03 |
| CPC Index | 0.6 | 0.55 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 37.2 | 3.33 |
| Outlier Loss Ratio | 3.43 | 3.53 |
| Volatility (ann.) | 14.34% | 33.05% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.36 | 0.11 |
| Skew | -0.38 | 0.23 |
| Kurtosis | 85.08 | 9.5 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.88% | 0.48% |
| Expected Yearly % | 7.76% | 4.16% |
| Kelly Criterion | 2.71% | 3.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.83% |
| Expected Shortfall (cVaR) | -1.22% | -2.83% |
| Year | 11997451:ETHUSD | 11997451:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.69 | 8.26 | -0.26 | + |
| 2023 | 91.16 | 27.45 | 0.30 | - |
| 2024 | 45.75 | 16.32 | 0.36 | - |
| 2025 | -38.16 | -15.97 | 0.42 | + |
| Metric | 11997451:ethusd:triple_med_gx:lsma95_145 | 11997451:ETHUSD |
|---|---|---|
| MTD | -15.05% | -7.9% |
| 3M | -15.97% | -39.74% |
| 6M | -2.61% | -22.19% |
| YTD | -15.97% | -38.16% |
| 1Y | -1.64% | -42.65% |
| 3Y (ann.) | 11.23% | 5.97% |
| 5Y (ann.) | 11.23% | 5.97% |
| Metric | 11997451:ethusd:triple_med_gx:lsma95_145 | 11997451:ETHUSD |
|---|---|---|
| Max Drawdown | -31.33% | -55.09% |
| Longest DD Days | 359.0 | 379.0 |
| Avg. Drawdown | -6.22% | -9.31% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 1.11 | 0.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-26 | -31.33 | 109 |
| 2024-07-16 | 2024-11-07 | -22.87 | 114 |
| 2022-06-16 | 2022-08-13 | -13.77 | 58 |
| 2023-04-26 | 2024-04-20 | -13.31 | 359 |
| 2024-04-24 | 2024-07-15 | -12.53 | 82 |
| 2022-08-13 | 2023-02-01 | -10.77 | 172 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2023-03-18 | 2023-04-11 | -7.21 | 24 |
| 2024-12-01 | 2024-12-04 | -4.28 | 2 |
| 2023-02-04 | 2023-03-13 | -4.08 | 36 |
| Metric | 11997451:ethusd:triple_med_gx:lsma95_145 | 11997451:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 20.24% | 25.43% |
| Worst Week | -13.9% | -34.61% |
| Best Month | 30.31% | 56.93% |
| Worst Month | -15.05% | -38.85% |
| Best Year | 27.45% | 91.16% |
| Worst Year | -15.97% | -38.16% |
| Avg. Up Day | 1.3% | 1.3% |
| Avg. Down Day | -1.19% | -1.22% |
| Avg. Up Week | 5.77% | 7.53% |
| Avg. Down Week | -3.67% | -8.06% |
| Avg. Up Month | 9.8% | 13.25% |
| Avg. Down Month | -6.49% | -13.53% |
| Win Days % | 49.16% | 50.09% |
| Win Month % | 51.85% | 50.0% |
| Win Week % | 49.06% | 52.32% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |