| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 37.6% | 205.41% |
| Max Drawdown | -19.26% | -45.01% |
| Sharpe | 0.67 | 1.2 |
| Sortino | 1.1 | 1.89 |
| Payoff Ratio | 1.39 | 1.09 |
| Profit Factor | 1.23 | 1.2 |
| Common Sense Ratio | 1.76 | 1.41 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.42 | 1.18 |
| Outlier Win Ratio | 22.46 | 3.38 |
| Outlier Loss Ratio | 4.88 | 3.17 |
| Volatility (ann.) | 31.73% | 63.95% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.92 | 1.7 |
| Skew | 1.91 | 0.47 |
| Kurtosis | 30.82 | 3.05 |
| Expected Daily % | 0.04% | 0.16% |
| Expected Monthly % | 1.34% | 4.76% |
| Expected Yearly % | 11.23% | 45.09% |
| Kelly Criterion | 3.28% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.67% | -5.29% |
| Expected Shortfall (cVaR) | -2.67% | -5.29% |
| Year | 11783401:ETHUSD | 11783401:ethusd:triple_med_gx:lsma200_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -2.75 | 12.92 | -4.70 | + |
| 2023 | 91.13 | -2.89 | -0.03 | - |
| 2024 | 64.31 | 25.48 | 0.40 | - |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| MTD | 19.09% | 18.23% |
| 3M | 9.84% | 15.1% |
| 6M | 24.3% | 82.29% |
| YTD | 25.48% | 64.31% |
| 1Y | 14.46% | 100.84% |
| 3Y (ann.) | 17.64% | 76.54% |
| 5Y (ann.) | 17.64% | 76.54% |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Max Drawdown | -19.26% | -45.01% |
| Longest DD Days | 493.0 | 243.0 |
| Avg. Drawdown | -7.45% | -10.3% |
| Avg. Drawdown Days | 66.0 | 29.0 |
| Recovery Factor | 1.95 | 4.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-31 | 2024-03-07 | -19.26 | 493 |
| 2024-03-12 | 2024-05-27 | -18.71 | 76 |
| 2022-06-18 | 2022-06-21 | -13.15 | 3 |
| 2022-07-31 | 2022-08-31 | -8.43 | 31 |
| 2022-09-03 | 2022-09-23 | -5.92 | 20 |
| 2022-07-20 | 2022-07-22 | -5.45 | 2 |
| 2024-05-28 | 2024-05-31 | -1.35 | 3 |
| 2022-06-22 | 2022-07-19 | -0.98 | 27 |
| 2022-10-19 | 2022-10-25 | -0.68 | 6 |
| 2022-07-23 | 2022-07-24 | -0.57 | 1 |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Best Day | 16.09% | 16.54% |
| Worst Day | -12.21% | -12.21% |
| Best Week | 16.09% | 31.75% |
| Worst Week | -12.16% | -19.21% |
| Best Month | 19.09% | 55.48% |
| Worst Month | -11.02% | -20.05% |
| Best Year | 25.48% | 91.13% |
| Worst Year | -2.89% | -2.75% |
| Avg. Up Day | 2.54% | 3.0% |
| Avg. Down Day | -1.82% | -2.74% |
| Avg. Up Week | 4.76% | 11.4% |
| Avg. Down Week | -3.24% | -4.97% |
| Avg. Up Month | 7.79% | 21.49% |
| Avg. Down Month | -4.55% | -8.34% |
| Win Days % | 43.72% | 50.49% |
| Win Month % | 54.17% | 58.33% |
| Win Week % | 51.43% | 45.71% |
| Win Quarter % | 55.56% | 66.67% |
| Win Year % | 66.67% | 66.67% |