| Metric | 11783403:ethusd:triple_med_gx:lsma215_40 | 11783403:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 60.7% | 129.87% |
| Max Drawdown | -18.59% | -64.23% |
| Sharpe | 0.35 | 0.37 |
| Sortino | 0.56 | 0.55 |
| Payoff Ratio | 1.38 | 1.17 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.34 | 1.1 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.18 | 1.03 |
| Outlier Win Ratio | 30.73 | 3.47 |
| Outlier Loss Ratio | 4.62 | 3.41 |
| Volatility (ann.) | 14.11% | 32.81% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.92 | 0.5 |
| Skew | 2.18 | 0.33 |
| Kurtosis | 49.44 | 9.24 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.28% |
| Expected Yearly % | 12.59% | 23.13% |
| Kelly Criterion | -1.34% | 7.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.79% |
| Expected Shortfall (cVaR) | -1.2% | -2.79% |
| Year | 11783403:ETHUSD | 11783403:ethusd:triple_med_gx:lsma215_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 7.00 | 0.74 | - |
| 2023 | 91.16 | -0.01 | -0.00 | - |
| 2024 | 45.75 | 47.80 | 1.04 | + |
| 2025 | -24.66 | 1.63 | -0.07 | + |
| Metric | 11783403:ethusd:triple_med_gx:lsma215_40 | 11783403:ETHUSD |
|---|---|---|
| MTD | 2.14% | -0.81% |
| 3M | 11.2% | 21.99% |
| 6M | 5.89% | -30.79% |
| YTD | 1.63% | -24.66% |
| 1Y | 33.32% | -27.95% |
| 3Y (ann.) | 20.7% | 36.13% |
| 5Y (ann.) | 17.08% | 31.88% |
| Metric | 11783403:ethusd:triple_med_gx:lsma215_40 | 11783403:ETHUSD |
|---|---|---|
| Max Drawdown | -18.59% | -64.23% |
| Longest DD Days | 496.0 | 464.0 |
| Avg. Drawdown | -6.01% | -7.85% |
| Avg. Drawdown Days | 41.0 | 27.0 |
| Recovery Factor | 3.26 | 2.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-25 | 2024-03-05 | -18.59 | 496 |
| 2024-03-11 | 2024-10-29 | -18.56 | 231 |
| 2025-01-24 | 2025-06-19 | -17.62 | 146 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2024-12-24 | 2025-01-15 | -9.71 | 22 |
| 2024-11-12 | 2024-12-24 | -9.49 | 42 |
| 2022-07-22 | 2022-08-03 | -7.47 | 11 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-10-29 | 2024-11-06 | -6.59 | 7 |
| 2022-09-02 | 2022-09-19 | -6.28 | 17 |
| Metric | 11783403:ethusd:triple_med_gx:lsma215_40 | 11783403:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 15.63% | 27.26% |
| Worst Week | -17.19% | -21.87% |
| Best Month | 10.31% | 56.93% |
| Worst Month | -10.41% | -32.24% |
| Best Year | 47.8% | 91.16% |
| Worst Year | -0.01% | -24.66% |
| Avg. Up Day | 1.3% | 1.34% |
| Avg. Down Day | -0.94% | -1.14% |
| Avg. Up Week | 3.01% | 8.36% |
| Avg. Down Week | -3.62% | -6.88% |
| Avg. Up Month | 5.0% | 22.62% |
| Avg. Down Month | -3.74% | -9.66% |
| Win Days % | 41.15% | 50.34% |
| Win Month % | 64.86% | 48.65% |
| Win Week % | 58.82% | 52.17% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 75.0% |