| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 1.68% | 94.22% |
| Max Drawdown | -45.66% | -64.23% |
| Sharpe | 0.06 | 0.31 |
| Sortino | 0.1 | 0.45 |
| Payoff Ratio | 1.41 | 1.09 |
| Profit Factor | 1.03 | 1.05 |
| Common Sense Ratio | 0.2 | 1.05 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 0.2 | 1.0 |
| Outlier Win Ratio | 50.13 | 2.95 |
| Outlier Loss Ratio | 5.09 | 3.12 |
| Volatility (ann.) | 10.96% | 33.52% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.01 | 0.33 |
| Skew | 4.71 | 0.31 |
| Kurtosis | 195.84 | 8.59 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.04% | 1.56% |
| Expected Yearly % | 0.42% | 18.05% |
| Kelly Criterion | -7.7% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.86% |
| Expected Shortfall (cVaR) | -0.94% | -2.86% |
| Year | 11771449:ETHUSD | 11771449:ethusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.20 | 26.44 | -0.77 | + |
| 2023 | 91.16 | 0.40 | 0.00 | - |
| 2024 | 45.75 | -11.43 | -0.25 | - |
| 2025 | 5.94 | -9.57 | -1.61 | - |
| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.52% | -5.16% |
| 6M | 4.15% | 95.03% |
| YTD | -9.57% | 5.94% |
| 1Y | -21.52% | 43.62% |
| 3Y (ann.) | -6.08% | 32.06% |
| 5Y (ann.) | 0.48% | 20.98% |
| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| Max Drawdown | -45.66% | -64.23% |
| Longest DD Days | 490.0 | 565.0 |
| Avg. Drawdown | -3.85% | -8.83% |
| Avg. Drawdown Days | 40.0 | 44.0 |
| Recovery Factor | 0.04 | 1.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2025-11-04 | -45.66 | 490 |
| 2023-02-23 | 2024-01-10 | -18.69 | 321 |
| 2022-08-03 | 2022-11-04 | -12.21 | 93 |
| 2024-01-31 | 2024-02-28 | -5.28 | 27 |
| 2022-12-07 | 2023-02-15 | -4.00 | 70 |
| 2024-03-05 | 2024-05-20 | -4.00 | 76 |
| 2022-11-22 | 2022-11-29 | -3.86 | 7 |
| 2024-06-20 | 2024-06-25 | -2.61 | 5 |
| 2024-06-04 | 2024-06-18 | -1.98 | 14 |
| 2022-07-08 | 2022-07-13 | -1.94 | 4 |
| Metric | 11771449:ethusd:triple_med_gx:lsma30_20 | 11771449:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -10.7% | -14.0% |
| Best Week | 16.09% | 27.26% |
| Worst Week | -10.05% | -34.61% |
| Best Month | 17.5% | 56.93% |
| Worst Month | -13.93% | -44.86% |
| Best Year | 26.44% | 91.16% |
| Worst Year | -11.43% | -34.2% |
| Avg. Up Day | 1.21% | 1.27% |
| Avg. Down Day | -0.85% | -1.17% |
| Avg. Up Week | 3.17% | 9.14% |
| Avg. Down Week | -2.29% | -6.21% |
| Avg. Up Month | 5.8% | 22.39% |
| Avg. Down Month | -4.42% | -10.22% |
| Win Days % | 36.92% | 50.47% |
| Win Month % | 47.62% | 48.84% |
| Win Week % | 43.85% | 52.15% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 50.0% | 75.0% |