| Metric | 11998095:ethusd:triple_med_gx:lsma180_145 | 11998095:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 117.01% | 40.37% |
| Max Drawdown | -12.7% | -55.09% |
| Sharpe | 0.7 | 0.26 |
| Sortino | 1.4 | 0.37 |
| Payoff Ratio | 1.49 | 1.29 |
| Profit Factor | 1.53 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.11 | 0.67 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 54.96 | 3.07 |
| Outlier Loss Ratio | 4.02 | 2.98 |
| Volatility (ann.) | 10.65% | 32.94% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.52 | 0.23 |
| Skew | 9.81 | 0.26 |
| Kurtosis | 267.19 | 9.65 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.3% | 1.0% |
| Expected Yearly % | 21.37% | 8.85% |
| Kelly Criterion | 14.5% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.81% |
| Expected Shortfall (cVaR) | -0.9% | -2.81% |
| Year | 11998095:ETHUSD | 11998095:ethusd:triple_med_gx:lsma180_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 24.99 | -1.35 | + |
| 2023 | 91.16 | 19.16 | 0.21 | - |
| 2024 | 45.75 | 39.02 | 0.85 | - |
| 2025 | -38.16 | 4.81 | -0.13 | + |
| Metric | 11998095:ethusd:triple_med_gx:lsma180_145 | 11998095:ETHUSD |
|---|---|---|
| MTD | -1.27% | -7.9% |
| 3M | 4.81% | -39.74% |
| 6M | 24.41% | -22.19% |
| YTD | 4.81% | -38.16% |
| 1Y | 46.1% | -42.65% |
| 3Y (ann.) | 32.06% | 12.94% |
| 5Y (ann.) | 32.06% | 12.94% |
| Metric | 11998095:ethusd:triple_med_gx:lsma180_145 | 11998095:ETHUSD |
|---|---|---|
| Max Drawdown | -12.7% | -55.09% |
| Longest DD Days | 195.0 | 379.0 |
| Avg. Drawdown | -3.13% | -9.07% |
| Avg. Drawdown Days | 31.0 | 31.0 |
| Recovery Factor | 9.21 | 0.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-03-26 | -12.70 | 19 |
| 2024-07-17 | 2024-11-06 | -9.90 | 112 |
| 2024-04-23 | 2024-05-20 | -7.55 | 27 |
| 2023-12-22 | 2024-04-22 | -7.30 | 121 |
| 2025-01-19 | 2025-03-05 | -6.64 | 44 |
| 2023-06-09 | 2023-12-22 | -6.15 | 195 |
| 2023-03-18 | 2023-05-28 | -4.81 | 71 |
| 2022-10-18 | 2023-01-13 | -4.28 | 87 |
| 2022-09-23 | 2022-09-27 | -4.10 | 3 |
| 2022-07-14 | 2022-07-14 | -3.06 | 0 |
| Metric | 11998095:ethusd:triple_med_gx:lsma180_145 | 11998095:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 22.82% | 25.43% |
| Worst Week | -6.29% | -26.0% |
| Best Month | 15.47% | 56.93% |
| Worst Month | -4.05% | -32.24% |
| Best Year | 39.02% | 91.16% |
| Worst Year | 4.81% | -38.16% |
| Avg. Up Day | 1.28% | 1.29% |
| Avg. Down Day | -0.86% | -1.0% |
| Avg. Up Week | 5.42% | 9.57% |
| Avg. Down Week | -1.99% | -5.8% |
| Avg. Up Month | 6.86% | 23.83% |
| Avg. Down Month | -1.6% | -8.4% |
| Win Days % | 48.84% | 50.15% |
| Win Month % | 60.87% | 50.0% |
| Win Week % | 54.76% | 52.35% |
| Win Quarter % | 81.82% | 50.0% |
| Win Year % | 100.0% | 50.0% |