| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 32.29% | 223.25% |
| Max Drawdown | -55.18% | -64.23% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.32 | 0.63 |
| Payoff Ratio | 1.29 | 0.99 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.28 | 1.1 |
| CPC Index | 0.58 | 0.54 |
| Tail Ratio | 1.19 | 1.02 |
| Outlier Win Ratio | 25.21 | 3.5 |
| Outlier Loss Ratio | 4.19 | 3.62 |
| Volatility (ann.) | 17.11% | 32.75% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.16 | 0.64 |
| Skew | 2.85 | 0.37 |
| Kurtosis | 60.75 | 8.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.83% |
| Expected Yearly % | 7.25% | 34.09% |
| Kelly Criterion | -3.58% | 0.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.78% |
| Expected Shortfall (cVaR) | -1.46% | -2.78% |
| Year | 11767968:ETHUSD | 11767968:ethusd:triple_med_gx:lsma175_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 71.14 | 7.48 | + |
| 2023 | 91.16 | -3.18 | -0.03 | - |
| 2024 | 45.75 | -13.44 | -0.29 | - |
| 2025 | 5.94 | -7.77 | -1.31 | - |
| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| MTD | -5.11% | -8.28% |
| 3M | -5.18% | -5.16% |
| 6M | 43.35% | 95.03% |
| YTD | -7.77% | 5.94% |
| 1Y | -11.56% | 43.62% |
| 3Y (ann.) | -9.49% | 32.06% |
| 5Y (ann.) | 8.61% | 41.41% |
| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| Max Drawdown | -55.18% | -64.23% |
| Longest DD Days | 622.0 | 515.0 |
| Avg. Drawdown | -6.25% | -8.1% |
| Avg. Drawdown Days | 52.0 | 27.0 |
| Recovery Factor | 0.59 | 3.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-21 | 2025-11-04 | -55.18 | 622 |
| 2022-12-14 | 2024-01-10 | -24.76 | 392 |
| 2022-07-28 | 2022-10-14 | -12.78 | 77 |
| 2024-01-22 | 2024-02-15 | -9.04 | 23 |
| 2022-10-14 | 2022-10-25 | -6.29 | 11 |
| 2022-06-18 | 2022-06-19 | -5.10 | 0 |
| 2022-06-20 | 2022-07-13 | -4.83 | 23 |
| 2022-10-27 | 2022-10-29 | -4.36 | 2 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2022-07-19 | 2022-07-20 | -3.23 | 1 |
| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 24.1% | 27.26% |
| Worst Week | -15.86% | -21.87% |
| Best Month | 36.67% | 56.93% |
| Worst Month | -18.41% | -32.24% |
| Best Year | 71.14% | 91.16% |
| Worst Year | -13.44% | 5.94% |
| Avg. Up Day | 1.42% | 1.45% |
| Avg. Down Day | -1.1% | -1.45% |
| Avg. Up Week | 5.29% | 8.93% |
| Avg. Down Week | -4.15% | -7.0% |
| Avg. Up Month | 14.1% | 26.11% |
| Avg. Down Month | -7.44% | -9.43% |
| Win Days % | 41.64% | 50.58% |
| Win Month % | 43.59% | 47.62% |
| Win Week % | 50.49% | 52.49% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 25.0% | 100.0% |