| Metric | 11997457:ethusd:triple_med_gx:lsma90_145 | 11997457:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 53.16% | 17.71% |
| Max Drawdown | -35.8% | -55.09% |
| Sharpe | 0.33 | 0.21 |
| Sortino | 0.48 | 0.3 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | 1.88 | 1.03 |
| CPC Index | 0.64 | 0.56 |
| Tail Ratio | 1.62 | 1.0 |
| Outlier Win Ratio | 35.34 | 3.38 |
| Outlier Loss Ratio | 3.5 | 3.57 |
| Volatility (ann.) | 14.64% | 33.05% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.46 | 0.11 |
| Skew | -0.32 | 0.23 |
| Kurtosis | 79.26 | 9.5 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.26% | 0.48% |
| Expected Yearly % | 11.25% | 4.16% |
| Kelly Criterion | 4.51% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.83% |
| Expected Shortfall (cVaR) | -1.25% | -2.83% |
| Year | 11997457:ETHUSD | 11997457:ethusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.69 | 11.83 | -0.37 | + |
| 2023 | 91.16 | 40.87 | 0.45 | - |
| 2024 | 45.75 | 22.44 | 0.49 | - |
| 2025 | -38.16 | -20.60 | 0.54 | + |
| Metric | 11997457:ethusd:triple_med_gx:lsma90_145 | 11997457:ETHUSD |
|---|---|---|
| MTD | -16.97% | -7.9% |
| 3M | -20.6% | -39.74% |
| 6M | -7.8% | -22.19% |
| YTD | -20.6% | -38.16% |
| 1Y | -3.97% | -42.65% |
| 3Y (ann.) | 16.38% | 5.97% |
| 5Y (ann.) | 16.38% | 5.97% |
| Metric | 11997457:ethusd:triple_med_gx:lsma90_145 | 11997457:ETHUSD |
|---|---|---|
| Max Drawdown | -35.8% | -55.09% |
| Longest DD Days | 161.0 | 379.0 |
| Avg. Drawdown | -4.28% | -9.31% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 1.48 | 0.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-03-26 | -35.80 | 110 |
| 2024-08-03 | 2024-11-07 | -23.50 | 95 |
| 2022-06-16 | 2022-11-11 | -14.96 | 148 |
| 2024-04-24 | 2024-07-15 | -9.46 | 81 |
| 2023-04-26 | 2023-07-13 | -8.67 | 77 |
| 2023-07-14 | 2023-12-22 | -8.58 | 161 |
| 2022-11-12 | 2022-12-20 | -8.35 | 38 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2023-04-05 | 2023-04-11 | -7.17 | 5 |
| 2024-12-01 | 2024-12-04 | -4.28 | 2 |
| Metric | 11997457:ethusd:triple_med_gx:lsma90_145 | 11997457:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 20.98% | 25.43% |
| Worst Week | -13.9% | -34.61% |
| Best Month | 34.02% | 56.93% |
| Worst Month | -16.97% | -38.85% |
| Best Year | 40.87% | 91.16% |
| Worst Year | -20.6% | -38.16% |
| Avg. Up Day | 1.28% | 1.29% |
| Avg. Down Day | -1.17% | -1.2% |
| Avg. Up Week | 5.16% | 7.08% |
| Avg. Down Week | -4.8% | -8.34% |
| Avg. Up Month | 7.34% | 15.26% |
| Avg. Down Month | -7.87% | -14.72% |
| Win Days % | 50.0% | 50.09% |
| Win Month % | 67.86% | 50.0% |
| Win Week % | 61.11% | 52.32% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |