| Metric | 11783416:ethusd:triple_med_gx:lsma230_40 | 11783416:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 57.42% | 118.28% |
| Max Drawdown | -18.56% | -64.23% |
| Sharpe | 0.35 | 0.36 |
| Sortino | 0.55 | 0.53 |
| Payoff Ratio | 1.36 | 1.16 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.5 | 1.09 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.32 | 1.03 |
| Outlier Win Ratio | 31.42 | 3.35 |
| Outlier Loss Ratio | 4.68 | 3.39 |
| Volatility (ann.) | 13.29% | 32.37% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.88 | 0.46 |
| Skew | 1.88 | 0.27 |
| Kurtosis | 48.11 | 9.22 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.23% | 2.13% |
| Expected Yearly % | 12.01% | 21.55% |
| Kelly Criterion | -1.17% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.75% |
| Expected Shortfall (cVaR) | -1.13% | -2.75% |
| Year | 11783416:ETHUSD | 11783416:ethusd:triple_med_gx:lsma230_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 2.89 | 0.72 | - |
| 2023 | 91.16 | -0.84 | -0.01 | - |
| 2024 | 45.75 | 44.82 | 0.98 | - |
| 2025 | -24.66 | 6.55 | -0.27 | + |
| Metric | 11783416:ethusd:triple_med_gx:lsma230_40 | 11783416:ETHUSD |
|---|---|---|
| MTD | -3.99% | -0.81% |
| 3M | 6.23% | 21.99% |
| 6M | 11.01% | -30.79% |
| YTD | 6.55% | -24.66% |
| 1Y | 32.26% | -27.95% |
| 3Y (ann.) | 16.35% | 29.75% |
| 5Y (ann.) | 16.35% | 29.75% |
| Metric | 11783416:ethusd:triple_med_gx:lsma230_40 | 11783416:ETHUSD |
|---|---|---|
| Max Drawdown | -18.56% | -64.23% |
| Longest DD Days | 407.0 | 464.0 |
| Avg. Drawdown | -6.88% | -7.62% |
| Avg. Drawdown Days | 51.0 | 27.0 |
| Recovery Factor | 3.09 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-11-06 | -18.56 | 239 |
| 2022-10-30 | 2023-01-20 | -18.45 | 82 |
| 2023-01-22 | 2024-03-04 | -16.00 | 407 |
| 2022-09-02 | 2022-10-25 | -11.86 | 53 |
| 2025-01-24 | 2025-03-02 | -10.40 | 37 |
| 2024-11-12 | 2024-12-24 | -9.94 | 42 |
| 2025-05-14 | 2025-06-19 | -9.82 | 36 |
| 2025-03-03 | 2025-05-13 | -9.51 | 71 |
| 2024-12-24 | 2025-01-15 | -8.85 | 21 |
| 2022-07-22 | 2022-08-31 | -7.57 | 39 |
| Metric | 11783416:ethusd:triple_med_gx:lsma230_40 | 11783416: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 | 10.87% | 56.93% |
| Worst Month | -9.61% | -32.24% |
| Best Year | 44.82% | 91.16% |
| Worst Year | -0.84% | -24.66% |
| Avg. Up Day | 1.24% | 1.28% |
| Avg. Down Day | -0.91% | -1.1% |
| Avg. Up Week | 3.35% | 8.74% |
| Avg. Down Week | -3.56% | -7.25% |
| Avg. Up Month | 5.76% | 26.26% |
| Avg. Down Month | -3.17% | -10.55% |
| Win Days % | 41.66% | 50.35% |
| Win Month % | 51.35% | 48.65% |
| Win Week % | 56.0% | 52.5% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 75.0% |