| Metric | 11783428:ethusd:triple_med_gx:lsma240_40 | 11783428:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 56.11% | 129.62% |
| Max Drawdown | -21.32% | -64.23% |
| Sharpe | 0.34 | 0.38 |
| Sortino | 0.53 | 0.55 |
| Payoff Ratio | 1.38 | 1.21 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.46 | 1.1 |
| CPC Index | 0.64 | 0.65 |
| Tail Ratio | 1.29 | 1.03 |
| Outlier Win Ratio | 30.96 | 3.36 |
| Outlier Loss Ratio | 4.7 | 3.38 |
| Volatility (ann.) | 13.57% | 32.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.75 | 0.5 |
| Skew | 1.14 | 0.27 |
| Kurtosis | 54.91 | 9.27 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 2.27% |
| Expected Yearly % | 11.78% | 23.1% |
| Kelly Criterion | -1.73% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.75% |
| Expected Shortfall (cVaR) | -1.16% | -2.75% |
| Year | 11783428:ETHUSD | 11783428:ethusd:triple_med_gx:lsma240_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.39 | -1.95 | -0.21 | - |
| 2023 | 91.16 | 0.96 | 0.01 | - |
| 2024 | 45.75 | 41.33 | 0.90 | - |
| 2025 | -24.66 | 11.59 | -0.47 | + |
| Metric | 11783428:ethusd:triple_med_gx:lsma240_40 | 11783428:ETHUSD |
|---|---|---|
| MTD | 1.81% | -0.81% |
| 3M | 9.58% | 21.99% |
| 6M | 16.3% | -30.79% |
| YTD | 11.59% | -24.66% |
| 1Y | 40.02% | -27.95% |
| 3Y (ann.) | 16.05% | 32.03% |
| 5Y (ann.) | 16.05% | 32.03% |
| Metric | 11783428:ethusd:triple_med_gx:lsma240_40 | 11783428:ETHUSD |
|---|---|---|
| Max Drawdown | -21.32% | -64.23% |
| Longest DD Days | 407.0 | 464.0 |
| Avg. Drawdown | -6.9% | -7.57% |
| Avg. Drawdown Days | 51.0 | 28.0 |
| Recovery Factor | 2.63 | 2.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-02 | 2023-01-20 | -21.32 | 140 |
| 2024-03-18 | 2024-11-11 | -17.58 | 237 |
| 2023-01-22 | 2024-03-04 | -16.37 | 407 |
| 2025-01-24 | 2025-03-02 | -10.66 | 37 |
| 2024-12-24 | 2025-01-15 | -9.68 | 22 |
| 2024-11-12 | 2024-12-23 | -9.42 | 41 |
| 2025-03-03 | 2025-04-14 | -7.96 | 41 |
| 2025-05-14 | 2025-06-19 | -7.14 | 36 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-07-22 | 2022-08-23 | -6.31 | 32 |
| Metric | 11783428:ethusd:triple_med_gx:lsma240_40 | 11783428:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 14.56% | 27.26% |
| Worst Week | -17.19% | -21.87% |
| Best Month | 11.41% | 56.93% |
| Worst Month | -13.86% | -32.24% |
| Best Year | 41.33% | 91.16% |
| Worst Year | -1.95% | -24.66% |
| Avg. Up Day | 1.25% | 1.29% |
| Avg. Down Day | -0.91% | -1.07% |
| Avg. Up Week | 3.39% | 8.95% |
| Avg. Down Week | -3.49% | -7.02% |
| Avg. Up Month | 5.34% | 23.33% |
| Avg. Down Month | -4.34% | -12.14% |
| Win Days % | 41.1% | 50.38% |
| Win Month % | 61.11% | 48.65% |
| Win Week % | 56.44% | 52.5% |
| Win Quarter % | 75.0% | 53.85% |
| Win Year % | 75.0% | 75.0% |