| Metric | 11783408:ethusd:triple_med_gx:lsma225_40 | 11783408:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 56.15% | 122.64% |
| Max Drawdown | -18.56% | -64.23% |
| Sharpe | 0.34 | 0.37 |
| Sortino | 0.54 | 0.53 |
| Payoff Ratio | 1.38 | 1.18 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.43 | 1.09 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.26 | 1.03 |
| Outlier Win Ratio | 31.09 | 3.38 |
| Outlier Loss Ratio | 4.64 | 3.38 |
| Volatility (ann.) | 13.53% | 32.47% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.86 | 0.48 |
| Skew | 1.95 | 0.27 |
| Kurtosis | 46.69 | 9.13 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 2.19% |
| Expected Yearly % | 11.78% | 22.15% |
| Kelly Criterion | -1.47% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.76% |
| Expected Shortfall (cVaR) | -1.15% | -2.76% |
| Year | 11783408:ETHUSD | 11783408:ethusd:triple_med_gx:lsma225_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 6.07 | 2.04 | 0.34 | - |
| 2023 | 91.16 | 1.09 | 0.01 | - |
| 2024 | 45.75 | 47.80 | 1.04 | + |
| 2025 | -24.66 | 2.42 | -0.10 | + |
| Metric | 11783408:ethusd:triple_med_gx:lsma225_40 | 11783408:ETHUSD |
|---|---|---|
| MTD | -3.91% | -0.81% |
| 3M | 2.98% | 21.99% |
| 6M | 6.71% | -30.79% |
| YTD | 2.42% | -24.66% |
| 1Y | 33.81% | -27.95% |
| 3Y (ann.) | 16.01% | 30.58% |
| 5Y (ann.) | 16.01% | 30.58% |
| Metric | 11783408:ethusd:triple_med_gx:lsma225_40 | 11783408:ETHUSD |
|---|---|---|
| Max Drawdown | -18.56% | -64.23% |
| Longest DD Days | 491.0 | 464.0 |
| Avg. Drawdown | -6.26% | -7.71% |
| Avg. Drawdown Days | 51.0 | 27.0 |
| Recovery Factor | 3.03 | 1.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-10-29 | -18.56 | 231 |
| 2022-10-30 | 2024-03-04 | -17.69 | 491 |
| 2022-09-02 | 2022-10-25 | -11.86 | 53 |
| 2025-01-24 | 2025-03-02 | -10.31 | 37 |
| 2024-11-12 | 2025-01-15 | -9.94 | 64 |
| 2025-03-03 | 2025-05-21 | -9.78 | 78 |
| 2025-05-24 | 2025-06-19 | -8.92 | 26 |
| 2022-07-22 | 2022-08-31 | -7.47 | 39 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-10-29 | 2024-11-06 | -6.59 | 7 |
| Metric | 11783408:ethusd:triple_med_gx:lsma225_40 | 11783408:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 14.56% | 27.26% |
| Worst Week | -17.19% | -21.87% |
| Best Month | 10.25% | 56.93% |
| Worst Month | -8.78% | -32.24% |
| Best Year | 47.8% | 91.16% |
| Worst Year | 1.09% | -24.66% |
| Avg. Up Day | 1.27% | 1.31% |
| Avg. Down Day | -0.92% | -1.11% |
| Avg. Up Week | 3.46% | 8.63% |
| Avg. Down Week | -3.73% | -6.94% |
| Avg. Up Month | 5.09% | 23.33% |
| Avg. Down Month | -3.07% | -10.06% |
| Win Days % | 41.22% | 50.37% |
| Win Month % | 56.76% | 48.65% |
| Win Week % | 55.67% | 52.5% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 75.0% |