| Metric | 11779288:ethusd:triple_med_gx:lsma170_30 | 11779288:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 107.26% | 160.95% |
| Max Drawdown | -33.96% | -64.23% |
| Sharpe | 0.45 | 0.41 |
| Sortino | 0.75 | 0.6 |
| Payoff Ratio | 1.32 | 1.07 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.51 | 1.11 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 1.26 | 1.03 |
| Outlier Win Ratio | 29.3 | 3.55 |
| Outlier Loss Ratio | 3.86 | 3.54 |
| Volatility (ann.) | 16.35% | 32.74% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.81 | 0.59 |
| Skew | 3.17 | 0.35 |
| Kurtosis | 58.65 | 9.29 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.99% | 2.63% |
| Expected Yearly % | 19.99% | 27.1% |
| Kelly Criterion | 3.52% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.78% |
| Expected Shortfall (cVaR) | -1.39% | -2.78% |
| Year | 11779288:ETHUSD | 11779288:ethusd:triple_med_gx:lsma170_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 80.15 | 3.30 | + |
| 2023 | 91.16 | 8.89 | 0.10 | - |
| 2024 | 45.75 | -14.48 | -0.32 | - |
| 2025 | -24.66 | 23.54 | -0.95 | + |
| Metric | 11779288:ethusd:triple_med_gx:lsma170_30 | 11779288:ETHUSD |
|---|---|---|
| MTD | -8.28% | -0.81% |
| 3M | 21.31% | 21.99% |
| 6M | 18.71% | -30.79% |
| YTD | 23.54% | -24.66% |
| 1Y | 19.01% | -27.95% |
| 3Y (ann.) | 26.08% | 36.13% |
| 5Y (ann.) | 27.44% | 37.59% |
| Metric | 11779288:ethusd:triple_med_gx:lsma170_30 | 11779288:ETHUSD |
|---|---|---|
| Max Drawdown | -33.96% | -64.23% |
| Longest DD Days | 444.0 | 464.0 |
| Avg. Drawdown | -5.84% | -7.47% |
| Avg. Drawdown Days | 43.0 | 26.0 |
| Recovery Factor | 3.16 | 2.51 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-21 | 2025-05-10 | -33.96 | 444 |
| 2022-10-29 | 2023-12-08 | -16.33 | 404 |
| 2022-07-28 | 2022-10-25 | -12.03 | 88 |
| 2024-01-12 | 2024-02-18 | -9.25 | 37 |
| 2025-06-11 | 2025-06-19 | -8.98 | 8 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-07-22 | 2022-07-28 | -6.31 | 6 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2022-06-19 | 2022-06-19 | -4.92 | 0 |
| 2022-06-20 | 2022-07-15 | -4.83 | 25 |
| Metric | 11779288:ethusd:triple_med_gx:lsma170_30 | 11779288:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 24.75% | 27.36% |
| Worst Week | -11.18% | -21.87% |
| Best Month | 42.05% | 56.93% |
| Worst Month | -13.55% | -32.24% |
| Best Year | 80.15% | 91.16% |
| Worst Year | -14.48% | -24.66% |
| Avg. Up Day | 1.43% | 1.45% |
| Avg. Down Day | -1.09% | -1.36% |
| Avg. Up Week | 5.81% | 9.41% |
| Avg. Down Week | -3.97% | -7.08% |
| Avg. Up Month | 12.08% | 19.94% |
| Avg. Down Month | -6.7% | -10.07% |
| Win Days % | 45.19% | 50.38% |
| Win Month % | 54.55% | 51.35% |
| Win Week % | 55.56% | 52.5% |
| Win Quarter % | 61.54% | 61.54% |
| Win Year % | 75.0% | 75.0% |