| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 15.1% | 94.22% |
| Max Drawdown | -46.77% | -64.23% |
| Sharpe | 0.14 | 0.31 |
| Sortino | 0.22 | 0.45 |
| Payoff Ratio | 1.3 | 1.01 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | 1.12 | 1.05 |
| CPC Index | 0.56 | 0.54 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 37.69 | 3.15 |
| Outlier Loss Ratio | 4.58 | 3.3 |
| Volatility (ann.) | 12.62% | 33.52% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.09 | 0.33 |
| Skew | 1.77 | 0.31 |
| Kurtosis | 64.02 | 8.59 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.33% | 1.56% |
| Expected Yearly % | 3.58% | 18.05% |
| Kelly Criterion | -5.31% | 1.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.86% |
| Expected Shortfall (cVaR) | -1.08% | -2.86% |
| Year | 11771447:ETHUSD | 11771447:ethusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.20 | 73.78 | -2.16 | + |
| 2023 | 91.16 | 10.90 | 0.12 | - |
| 2024 | 45.75 | -30.74 | -0.67 | - |
| 2025 | 5.94 | -13.77 | -2.32 | - |
| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| MTD | -4.12% | -8.28% |
| 3M | -23.76% | -5.16% |
| 6M | -14.52% | 95.03% |
| YTD | -13.77% | 5.94% |
| 1Y | -26.71% | 43.62% |
| 3Y (ann.) | -12.91% | 32.06% |
| 5Y (ann.) | 4.12% | 20.98% |
| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| Max Drawdown | -46.77% | -64.23% |
| Longest DD Days | 651.0 | 565.0 |
| Avg. Drawdown | -4.47% | -8.83% |
| Avg. Drawdown Days | 47.0 | 44.0 |
| Recovery Factor | 0.32 | 1.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-23 | 2025-11-04 | -46.77 | 651 |
| 2023-04-19 | 2024-01-10 | -17.72 | 266 |
| 2022-11-08 | 2023-02-15 | -11.72 | 98 |
| 2022-05-25 | 2022-07-14 | -10.77 | 50 |
| 2022-08-21 | 2022-08-23 | -3.84 | 2 |
| 2022-07-28 | 2022-08-05 | -3.79 | 8 |
| 2022-09-29 | 2022-10-25 | -2.73 | 26 |
| 2023-02-23 | 2023-04-04 | -2.72 | 40 |
| 2022-08-31 | 2022-09-07 | -2.56 | 7 |
| 2022-08-09 | 2022-08-10 | -1.58 | 1 |
| Metric | 11771447:ethusd:triple_med_gx:lsma55_20 | 11771447:ETHUSD |
|---|---|---|
| Best Day | 10.45% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 14.84% | 27.26% |
| Worst Week | -11.81% | -34.61% |
| Best Month | 23.11% | 56.93% |
| Worst Month | -13.58% | -44.86% |
| Best Year | 73.78% | 91.16% |
| Worst Year | -30.74% | -34.2% |
| Avg. Up Day | 1.26% | 1.3% |
| Avg. Down Day | -0.97% | -1.28% |
| Avg. Up Week | 4.41% | 8.42% |
| Avg. Down Week | -3.63% | -7.28% |
| Avg. Up Month | 6.85% | 21.8% |
| Avg. Down Month | -7.66% | -16.46% |
| Win Days % | 40.39% | 50.47% |
| Win Month % | 51.16% | 48.84% |
| Win Week % | 49.62% | 52.15% |
| Win Quarter % | 40.0% | 53.33% |
| Win Year % | 50.0% | 75.0% |