| Metric | 11783400:ethusd:triple_med_gx:lsma185_40 | 11783400:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 73.55% | 40.35% |
| Max Drawdown | -18.54% | -64.23% |
| Sharpe | 0.37 | 0.25 |
| Sortino | 0.62 | 0.36 |
| Payoff Ratio | 1.39 | 1.23 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 29.78 | 3.53 |
| Outlier Loss Ratio | 4.57 | 3.45 |
| Volatility (ann.) | 15.4% | 33.45% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.08 | 0.18 |
| Skew | 3.72 | 0.27 |
| Kurtosis | 77.72 | 9.11 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.5% | 0.92% |
| Expected Yearly % | 14.78% | 8.84% |
| Kelly Criterion | -0.96% | 9.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.86% |
| Expected Shortfall (cVaR) | -1.31% | -2.86% |
| Year | 11783400:ETHUSD | 11783400:ethusd:triple_med_gx:lsma185_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.13 | 25.49 | -0.77 | + |
| 2023 | 91.16 | 0.69 | 0.01 | - |
| 2024 | 45.75 | 49.69 | 1.09 | + |
| 2025 | -24.66 | -8.24 | 0.33 | + |
| Metric | 11783400:ethusd:triple_med_gx:lsma185_40 | 11783400:ETHUSD |
|---|---|---|
| MTD | -4.48% | -0.81% |
| 3M | -1.27% | 21.99% |
| 6M | -3.66% | -30.79% |
| YTD | -8.24% | -24.66% |
| 1Y | 7.74% | -27.95% |
| 3Y (ann.) | 23.83% | 36.13% |
| 5Y (ann.) | 19.97% | 11.85% |
| Metric | 11783400:ethusd:triple_med_gx:lsma185_40 | 11783400:ETHUSD |
|---|---|---|
| Max Drawdown | -18.54% | -64.23% |
| Longest DD Days | 287.0 | 464.0 |
| Avg. Drawdown | -4.65% | -10.24% |
| Avg. Drawdown Days | 26.0 | 41.0 |
| Recovery Factor | 3.97 | 0.63 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2024-05-26 | -18.54 | 68 |
| 2022-10-30 | 2023-04-27 | -17.93 | 178 |
| 2025-01-24 | 2025-06-19 | -17.22 | 146 |
| 2023-05-09 | 2024-02-20 | -15.07 | 287 |
| 2022-08-24 | 2022-10-25 | -13.39 | 62 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2024-11-12 | 2025-01-15 | -12.90 | 64 |
| 2022-07-22 | 2022-07-26 | -7.47 | 4 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-10-29 | 2024-11-11 | -6.59 | 12 |
| Metric | 11783400:ethusd:triple_med_gx:lsma185_40 | 11783400:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 16.09% | 27.26% |
| Worst Week | -17.19% | -34.61% |
| Best Month | 23.49% | 56.93% |
| Worst Month | -11.08% | -40.14% |
| Best Year | 49.69% | 91.16% |
| Worst Year | -8.24% | -33.13% |
| Avg. Up Day | 1.36% | 1.4% |
| Avg. Down Day | -0.98% | -1.14% |
| Avg. Up Week | 3.41% | 8.64% |
| Avg. Down Week | -3.77% | -8.43% |
| Avg. Up Month | 7.93% | 24.33% |
| Avg. Down Month | -5.19% | -11.73% |
| Win Days % | 41.35% | 50.2% |
| Win Month % | 64.86% | 48.65% |
| Win Week % | 59.41% | 51.85% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |