| Metric | 11783392:ethusd:triple_med_gx:lsma175_40 | 11783392:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 73.73% | 43.15% |
| Max Drawdown | -18.54% | -64.23% |
| Sharpe | 0.37 | 0.26 |
| Sortino | 0.61 | 0.37 |
| Payoff Ratio | 1.36 | 1.17 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 29.87 | 3.53 |
| Outlier Loss Ratio | 4.61 | 3.47 |
| Volatility (ann.) | 15.38% | 33.42% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.08 | 0.2 |
| Skew | 3.7 | 0.27 |
| Kurtosis | 77.97 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.5% | 0.97% |
| Expected Yearly % | 14.81% | 9.38% |
| Kelly Criterion | -1.0% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.85% |
| Expected Shortfall (cVaR) | -1.31% | -2.85% |
| Year | 11783392:ETHUSD | 11783392:ethusd:triple_med_gx:lsma175_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 22.44 | -0.71 | + |
| 2023 | 91.16 | -3.11 | -0.03 | - |
| 2024 | 45.75 | 44.30 | 0.97 | - |
| 2025 | -24.66 | 1.48 | -0.06 | + |
| Metric | 11783392:ethusd:triple_med_gx:lsma175_40 | 11783392:ETHUSD |
|---|---|---|
| MTD | -4.48% | -0.81% |
| 3M | 1.48% | 21.99% |
| 6M | 6.54% | -30.79% |
| YTD | 1.48% | -24.66% |
| 1Y | 17.33% | -27.95% |
| 3Y (ann.) | 23.87% | 36.13% |
| 5Y (ann.) | 19.96% | 12.54% |
| Metric | 11783392:ethusd:triple_med_gx:lsma175_40 | 11783392:ETHUSD |
|---|---|---|
| Max Drawdown | -18.54% | -64.23% |
| Longest DD Days | 302.0 | 464.0 |
| Avg. Drawdown | -4.73% | -10.26% |
| Avg. Drawdown Days | 26.0 | 42.0 |
| Recovery Factor | 3.98 | 0.67 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2024-05-26 | -18.54 | 68 |
| 2023-05-09 | 2024-03-06 | -17.11 | 302 |
| 2022-10-30 | 2023-04-13 | -17.06 | 165 |
| 2025-02-07 | 2025-06-19 | -15.25 | 132 |
| 2022-08-24 | 2022-09-22 | -13.39 | 29 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2024-11-12 | 2025-01-24 | -13.09 | 73 |
| 2024-09-17 | 2024-10-29 | -8.23 | 41 |
| 2022-07-22 | 2022-07-27 | -7.47 | 5 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| Metric | 11783392:ethusd:triple_med_gx:lsma175_40 | 11783392:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 15.52% | 27.26% |
| Worst Week | -17.19% | -34.61% |
| Best Month | 23.24% | 56.93% |
| Worst Month | -11.08% | -38.95% |
| Best Year | 44.3% | 91.16% |
| Worst Year | -3.11% | -31.8% |
| Avg. Up Day | 1.34% | 1.38% |
| Avg. Down Day | -0.98% | -1.18% |
| Avg. Up Week | 3.76% | 9.36% |
| Avg. Down Week | -3.59% | -8.73% |
| Avg. Up Month | 7.39% | 24.17% |
| Avg. Down Month | -4.08% | -9.83% |
| Win Days % | 41.79% | 50.2% |
| Win Month % | 59.46% | 48.65% |
| Win Week % | 55.0% | 51.85% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |