| Metric | 11765643:ethusd:triple_med_gx:lsma135_40 | 11765643:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 95.96% | -39.13% |
| Max Drawdown | -26.04% | -71.78% |
| Sharpe | 0.84 | 0.11 |
| Sortino | 1.32 | 0.16 |
| Payoff Ratio | 1.38 | 1.2 |
| Profit Factor | 1.3 | 1.02 |
| Common Sense Ratio | 1.76 | 0.96 |
| CPC Index | 0.86 | 0.61 |
| Tail Ratio | 1.35 | 0.94 |
| Outlier Win Ratio | 23.42 | 3.38 |
| Outlier Loss Ratio | 3.76 | 3.03 |
| Volatility (ann.) | 31.73% | 69.12% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.93 | -0.21 |
| Skew | 0.65 | 0.08 |
| Kurtosis | 21.25 | 4.33 |
| Expected Daily % | 0.06% | -0.04% |
| Expected Monthly % | 1.79% | -1.3% |
| Expected Yearly % | 18.32% | -11.67% |
| Kelly Criterion | 9.52% | 8.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.66% | -5.93% |
| Expected Shortfall (cVaR) | -2.66% | -5.93% |
| Year | 11765643:ETHUSD | 11765643:ethusd:triple_med_gx:lsma135_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.44 | -10.20 | 0.19 | + |
| 2023 | 91.16 | 59.66 | 0.65 | - |
| 2024 | 45.75 | 58.57 | 1.28 | + |
| 2025 | -52.05 | -13.81 | 0.27 | + |
| Metric | 11765643:ethusd:triple_med_gx:lsma135_40 | 11765643:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -13.81% | -51.11% |
| 6M | 14.27% | -34.52% |
| YTD | -13.81% | -52.05% |
| 1Y | 29.57% | -50.7% |
| 3Y (ann.) | 26.1% | -19.19% |
| 5Y (ann.) | 24.13% | -14.74% |
| Metric | 11765643:ethusd:triple_med_gx:lsma135_40 | 11765643:ETHUSD |
|---|---|---|
| Max Drawdown | -26.04% | -71.78% |
| Longest DD Days | 367.0 | 699.0 |
| Avg. Drawdown | -5.38% | -15.99% |
| Avg. Drawdown Days | 36.0 | 111.0 |
| Recovery Factor | 3.69 | -0.55 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-13 | -26.04 | 125 |
| 2024-03-12 | 2024-07-15 | -22.36 | 125 |
| 2022-03-10 | 2023-03-12 | -21.53 | 367 |
| 2023-07-04 | 2023-10-23 | -12.11 | 111 |
| 2024-07-22 | 2024-11-07 | -10.23 | 108 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2023-12-28 | 2024-03-04 | -5.36 | 67 |
| 2023-06-26 | 2023-06-30 | -3.81 | 4 |
| 2023-03-22 | 2023-03-23 | -3.77 | 1 |
| 2023-03-18 | 2023-03-21 | -3.02 | 3 |
| Metric | 11765643:ethusd:triple_med_gx:lsma135_40 | 11765643:ETHUSD |
|---|---|---|
| Best Day | 13.68% | 19.2% |
| Worst Day | -14.77% | -17.59% |
| Best Week | 25.43% | 25.43% |
| Worst Week | -11.84% | -34.61% |
| Best Month | 35.8% | 56.93% |
| Worst Month | -12.29% | -44.86% |
| Best Year | 59.66% | 91.16% |
| Worst Year | -13.81% | -54.44% |
| Avg. Up Day | 2.87% | 2.88% |
| Avg. Down Day | -2.08% | -2.4% |
| Avg. Up Week | 7.12% | 8.97% |
| Avg. Down Week | -4.24% | -6.97% |
| Avg. Up Month | 14.21% | 17.79% |
| Avg. Down Month | -5.46% | -21.43% |
| Win Days % | 47.51% | 50.31% |
| Win Month % | 54.55% | 47.37% |
| Win Week % | 52.83% | 49.4% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 50.0% | 50.0% |