| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 85.7% | 82.0% |
| Max Drawdown | -33.56% | -64.23% |
| Sharpe | 0.43 | 0.3 |
| Sortino | 0.68 | 0.43 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.37 | 1.05 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 43.49 | 3.14 |
| Outlier Loss Ratio | 3.69 | 3.24 |
| Volatility (ann.) | 12.21% | 33.39% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.58 | 0.29 |
| Skew | 3.88 | 0.29 |
| Kurtosis | 140.95 | 8.73 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.48% | 1.44% |
| Expected Yearly % | 16.73% | 16.15% |
| Kelly Criterion | 5.66% | 6.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.85% |
| Expected Shortfall (cVaR) | -1.04% | -2.85% |
| Year | 11997473:ETHUSD | 11997473:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.69 | 9.08 | -0.29 | + |
| 2023 | 91.16 | 24.44 | 0.27 | - |
| 2024 | 45.75 | 67.58 | 1.48 | + |
| 2025 | -4.37 | -18.36 | 4.20 | - |
| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| MTD | -0.11% | -17.21% |
| 3M | -1.01% | -28.03% |
| 6M | -6.86% | 28.61% |
| YTD | -18.36% | -4.37% |
| 1Y | -21.67% | 1.62% |
| 3Y (ann.) | 19.49% | 37.83% |
| 5Y (ann.) | 19.6% | 18.91% |
| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| Max Drawdown | -33.56% | -64.23% |
| Longest DD Days | 345.0 | 515.0 |
| Avg. Drawdown | -3.95% | -9.96% |
| Avg. Drawdown Days | 36.0 | 37.0 |
| Recovery Factor | 2.55 | 1.28 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-11-17 | -33.56 | 345 |
| 2023-02-04 | 2023-03-14 | -8.91 | 37 |
| 2024-07-16 | 2024-08-08 | -7.26 | 23 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2022-08-13 | 2022-12-26 | -6.98 | 135 |
| 2024-06-12 | 2024-07-13 | -6.53 | 31 |
| 2023-07-17 | 2023-11-20 | -6.39 | 126 |
| 2024-04-24 | 2024-05-20 | -5.57 | 26 |
| 2023-04-14 | 2023-06-16 | -4.88 | 63 |
| 2022-06-16 | 2022-08-10 | -4.02 | 55 |
| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.65% | 27.26% |
| Worst Week | -9.83% | -34.61% |
| Best Month | 23.47% | 56.93% |
| Worst Month | -10.54% | -38.85% |
| Best Year | 67.58% | 91.16% |
| Worst Year | -18.36% | -31.69% |
| Avg. Up Day | 1.29% | 1.3% |
| Avg. Down Day | -1.06% | -1.15% |
| Avg. Up Week | 5.34% | 8.43% |
| Avg. Down Week | -2.61% | -7.77% |
| Avg. Up Month | 6.61% | 19.72% |
| Avg. Down Month | -3.37% | -11.16% |
| Win Days % | 48.17% | 50.41% |
| Win Month % | 56.76% | 47.62% |
| Win Week % | 47.83% | 52.43% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 75.0% | 50.0% |