| Metric | 11783404:ethusd:triple_med_gx:lsma210_40 | 11783404:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 35.7% | 112.35% |
| Max Drawdown | -18.71% | -64.23% |
| Sharpe | 0.25 | 0.35 |
| Sortino | 0.39 | 0.52 |
| Payoff Ratio | 1.36 | 1.16 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.23 | 1.09 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 30.79 | 3.46 |
| Outlier Loss Ratio | 4.61 | 3.45 |
| Volatility (ann.) | 14.37% | 32.87% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.57 | 0.44 |
| Skew | 2.45 | 0.32 |
| Kurtosis | 52.13 | 9.19 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.06% |
| Expected Yearly % | 7.93% | 20.71% |
| Kelly Criterion | -3.07% | 7.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.8% |
| Expected Shortfall (cVaR) | -1.23% | -2.8% |
| Year | 11783404:ETHUSD | 11783404:ethusd:triple_med_gx:lsma210_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 1.16 | 11.17 | 9.61 | + |
| 2023 | 91.16 | 1.03 | 0.01 | - |
| 2024 | 45.75 | 27.46 | 0.60 | - |
| 2025 | -24.66 | -5.21 | 0.21 | + |
| Metric | 11783404:ethusd:triple_med_gx:lsma210_40 | 11783404:ETHUSD |
|---|---|---|
| MTD | -3.91% | -0.81% |
| 3M | 1.88% | 21.99% |
| 6M | -0.48% | -30.79% |
| YTD | -5.21% | -24.66% |
| 1Y | 19.61% | -27.95% |
| 3Y (ann.) | 14.09% | 36.13% |
| 5Y (ann.) | 10.67% | 28.42% |
| Metric | 11783404:ethusd:triple_med_gx:lsma210_40 | 11783404:ETHUSD |
|---|---|---|
| Max Drawdown | -18.71% | -64.23% |
| Longest DD Days | 493.0 | 464.0 |
| Avg. Drawdown | -6.86% | -8.1% |
| Avg. Drawdown Days | 55.0 | 28.0 |
| Recovery Factor | 1.91 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-11-11 | -18.71 | 245 |
| 2022-10-30 | 2024-03-06 | -18.45 | 493 |
| 2025-01-24 | 2025-06-19 | -15.40 | 146 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2024-11-12 | 2024-12-24 | -9.49 | 42 |
| 2024-12-24 | 2025-01-15 | -9.02 | 21 |
| 2022-07-22 | 2022-08-23 | -7.47 | 32 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-09-02 | 2022-09-22 | -6.78 | 20 |
| 2022-08-24 | 2022-08-31 | -6.20 | 7 |
| Metric | 11783404:ethusd:triple_med_gx:lsma210_40 | 11783404:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 10.7% | 27.26% |
| Worst Week | -17.19% | -21.87% |
| Best Month | 10.25% | 56.93% |
| Worst Month | -10.22% | -32.24% |
| Best Year | 27.46% | 91.16% |
| Worst Year | -5.21% | -24.66% |
| Avg. Up Day | 1.3% | 1.34% |
| Avg. Down Day | -0.96% | -1.15% |
| Avg. Up Week | 3.21% | 8.93% |
| Avg. Down Week | -3.14% | -7.2% |
| Avg. Up Month | 5.5% | 23.33% |
| Avg. Down Month | -4.16% | -8.75% |
| Win Days % | 40.69% | 50.31% |
| Win Month % | 62.16% | 48.65% |
| Win Week % | 53.47% | 52.17% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 75.0% |