| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 70.51% | 77.62% |
| Max Drawdown | -19.27% | -53.18% |
| Sharpe | 1.43 | 1.14 |
| Sortino | 2.52 | 1.71 |
| Payoff Ratio | 2.61 | 0.94 |
| Profit Factor | 1.35 | 1.2 |
| Common Sense Ratio | 2.5 | 1.26 |
| CPC Index | 0.94 | 0.59 |
| Tail Ratio | 1.85 | 1.05 |
| Outlier Win Ratio | 4.56 | 3.68 |
| Outlier Loss Ratio | 14.72 | 3.49 |
| Volatility (ann.) | 50.76% | 101.1% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.11 | 0.44 |
| Skew | 1.2 | 0.29 |
| Kurtosis | 9.06 | 4.35 |
| Expected Daily % | 0.16% | 0.18% |
| Expected Monthly % | 1.58% | 1.7% |
| Expected Yearly % | 14.27% | 15.44% |
| Kelly Criterion | -1.46% | 2.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.17% | -8.39% |
| Expected Shortfall (cVaR) | -4.17% | -8.39% |
| Year | 11783401:ETHUSD | 11783401:ethusd:triple_med_gx:lsma200_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 10.53 | 13.05 | 1.24 | + |
| 2023 | 87.65 | -2.83 | -0.03 | - |
| 2024 | 55.15 | 63.51 | 1.15 | + |
| 2025 | -44.80 | -5.07 | 0.11 | + |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| MTD | 3.31% | -13.77% |
| 3M | -0.34% | -51.34% |
| 6M | 13.02% | -19.25% |
| YTD | -5.07% | -44.8% |
| 1Y | 22.77% | -52.29% |
| 3Y (ann.) | 21.48% | 23.3% |
| 5Y (ann.) | 21.48% | 23.3% |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Max Drawdown | -19.27% | -53.18% |
| Longest DD Days | 493.0 | 361.0 |
| Avg. Drawdown | -3.55% | -14.04% |
| Avg. Drawdown Days | 30.0 | 73.0 |
| Recovery Factor | 3.66 | 1.46 |
| Ulcer Index | 1.01 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-29 | 2024-03-06 | -19.27 | 493 |
| 2024-03-11 | 2024-06-20 | -17.12 | 101 |
| 2025-02-06 | 2025-03-15 | -10.32 | 36 |
| 2025-01-12 | 2025-01-16 | -8.68 | 4 |
| 2022-07-31 | 2022-08-31 | -8.59 | 31 |
| 2024-10-30 | 2024-11-06 | -6.51 | 6 |
| 2022-09-02 | 2022-09-22 | -5.92 | 20 |
| 2024-09-23 | 2024-10-30 | -4.78 | 36 |
| 2022-07-19 | 2022-07-24 | -3.88 | 4 |
| 2024-11-11 | 2024-12-11 | -2.65 | 30 |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 28.83% |
| Worst Day | -11.85% | -18.54% |
| Best Week | 16.09% | 38.16% |
| Worst Week | -12.16% | -18.49% |
| Best Month | 19.09% | 51.62% |
| Worst Month | -12.7% | -32.16% |
| Best Year | 63.51% | 87.65% |
| Worst Year | -5.07% | -44.8% |
| Avg. Up Day | 2.89% | 3.07% |
| Avg. Down Day | -1.11% | -3.28% |
| Avg. Up Week | 4.48% | 10.36% |
| Avg. Down Week | -2.72% | -6.5% |
| Avg. Up Month | 7.16% | 19.83% |
| Avg. Down Month | -5.58% | -11.31% |
| Win Days % | 26.63% | 52.63% |
| Win Month % | 64.71% | 50.0% |
| Win Week % | 52.13% | 51.06% |
| Win Quarter % | 58.33% | 66.67% |
| Win Year % | 50.0% | 75.0% |