| Metric | 11783405:ethusd:triple_med_gx:lsma195_40 | 11783405:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 68.68% | 70.99% |
| Max Drawdown | -18.88% | -64.23% |
| Sharpe | 0.36 | 0.3 |
| Sortino | 0.6 | 0.43 |
| Payoff Ratio | 1.4 | 1.23 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.66 | 0.65 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 29.71 | 3.51 |
| Outlier Loss Ratio | 4.64 | 3.42 |
| Volatility (ann.) | 15.37% | 33.34% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.0 | 0.3 |
| Skew | 3.87 | 0.3 |
| Kurtosis | 79.31 | 9.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.42% | 1.46% |
| Expected Yearly % | 13.96% | 14.35% |
| Kelly Criterion | -1.39% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.84% |
| Expected Shortfall (cVaR) | -1.31% | -2.84% |
| Year | 11783405:ETHUSD | 11783405:ethusd:triple_med_gx:lsma195_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 16.63 | -0.90 | + |
| 2023 | 91.16 | 0.23 | 0.00 | - |
| 2024 | 45.75 | 57.60 | 1.26 | + |
| 2025 | -24.66 | -8.44 | 0.34 | + |
| Metric | 11783405:ethusd:triple_med_gx:lsma195_40 | 11783405:ETHUSD |
|---|---|---|
| MTD | -4.17% | -0.81% |
| 3M | -3.55% | 21.99% |
| 6M | -3.87% | -30.79% |
| YTD | -8.44% | -24.66% |
| 1Y | 19.16% | -27.95% |
| 3Y (ann.) | 22.66% | 36.13% |
| 5Y (ann.) | 18.89% | 19.43% |
| Metric | 11783405:ethusd:triple_med_gx:lsma195_40 | 11783405:ETHUSD |
|---|---|---|
| Max Drawdown | -18.88% | -64.23% |
| Longest DD Days | 492.0 | 464.0 |
| Avg. Drawdown | -4.64% | -9.36% |
| Avg. Drawdown Days | 30.0 | 34.0 |
| Recovery Factor | 3.64 | 1.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-19 | -18.88 | 146 |
| 2024-03-11 | 2024-05-27 | -18.71 | 76 |
| 2022-10-30 | 2024-03-06 | -18.45 | 492 |
| 2024-11-12 | 2025-01-15 | -13.74 | 64 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2022-07-22 | 2022-07-31 | -7.47 | 8 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-10-29 | 2024-11-06 | -6.59 | 7 |
| 2022-09-02 | 2022-09-19 | -6.48 | 17 |
| 2022-07-31 | 2022-08-29 | -6.22 | 29 |
| Metric | 11783405:ethusd:triple_med_gx:lsma195_40 | 11783405:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 16.09% | 27.26% |
| Worst Week | -17.19% | -26.0% |
| Best Month | 19.09% | 56.93% |
| Worst Month | -10.32% | -32.24% |
| Best Year | 57.6% | 91.16% |
| Worst Year | -8.44% | -24.66% |
| Avg. Up Day | 1.34% | 1.38% |
| Avg. Down Day | -0.96% | -1.12% |
| Avg. Up Week | 3.81% | 9.45% |
| Avg. Down Week | -3.13% | -7.63% |
| Avg. Up Month | 7.89% | 24.33% |
| Avg. Down Month | -4.28% | -10.73% |
| Win Days % | 40.91% | 50.25% |
| Win Month % | 56.76% | 48.65% |
| Win Week % | 52.94% | 52.17% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |