| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 37.6% | 203.99% |
| Max Drawdown | -19.41% | -45.82% |
| Sharpe | 0.33 | 0.6 |
| Sortino | 0.57 | 0.92 |
| Payoff Ratio | 1.39 | 1.19 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.2 | 1.14 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | 1.05 | 1.03 |
| Outlier Win Ratio | 31.09 | 3.89 |
| Outlier Loss Ratio | 4.4 | 3.52 |
| Volatility (ann.) | 15.99% | 31.71% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.91 | 1.66 |
| Skew | 4.64 | 0.82 |
| Kurtosis | 87.65 | 9.87 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.34% | 4.74% |
| Expected Yearly % | 11.23% | 44.86% |
| Kelly Criterion | -1.59% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.68% |
| Expected Shortfall (cVaR) | -1.36% | -2.68% |
| Year | 11783401:ETHUSD | 11783401:ethusd:triple_med_gx:lsma200_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.49 | 12.85 | -3.68 | + |
| 2023 | 91.16 | -2.83 | -0.03 | - |
| 2024 | 64.77 | 25.48 | 0.39 | - |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| MTD | 19.09% | 25.05% |
| 3M | 7.05% | 12.65% |
| 6M | 24.3% | 83.38% |
| YTD | 25.48% | 64.77% |
| 1Y | 14.12% | 100.9% |
| 3Y (ann.) | 17.61% | 75.98% |
| 5Y (ann.) | 17.61% | 75.98% |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Max Drawdown | -19.41% | -45.82% |
| Longest DD Days | 493.0 | 242.0 |
| Avg. Drawdown | -5.81% | -7.41% |
| Avg. Drawdown Days | 39.0 | 18.0 |
| Recovery Factor | 1.94 | 4.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-30 | 2024-03-06 | -19.41 | 493 |
| 2024-03-11 | 2024-05-27 | -18.71 | 76 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2022-07-31 | 2022-08-31 | -10.20 | 30 |
| 2022-07-22 | 2022-07-31 | -7.47 | 8 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-09-02 | 2022-09-22 | -6.61 | 20 |
| 2022-06-20 | 2022-07-18 | -4.83 | 28 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2022-07-19 | 2022-07-20 | -2.25 | 0 |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -7.8% | -10.54% |
| Best Week | 16.09% | 25.43% |
| Worst Week | -17.19% | -21.87% |
| Best Month | 19.09% | 56.93% |
| Worst Month | -10.08% | -17.68% |
| Best Year | 25.48% | 91.16% |
| Worst Year | -2.83% | -3.49% |
| Avg. Up Day | 1.33% | 1.37% |
| Avg. Down Day | -0.95% | -1.15% |
| Avg. Up Week | 4.66% | 10.82% |
| Avg. Down Week | -3.43% | -6.24% |
| Avg. Up Month | 7.88% | 22.26% |
| Avg. Down Month | -3.91% | -11.63% |
| Win Days % | 40.86% | 50.49% |
| Win Month % | 54.17% | 62.5% |
| Win Week % | 51.47% | 54.29% |
| Win Quarter % | 55.56% | 66.67% |
| Win Year % | 66.67% | 66.67% |