| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 62.17% | 192.16% |
| Max Drawdown | -42.87% | -64.23% |
| Sharpe | 0.29 | 0.4 |
| Sortino | 0.44 | 0.59 |
| Payoff Ratio | 1.2 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.46 | 1.09 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.3 | 1.02 |
| Outlier Win Ratio | 26.85 | 3.57 |
| Outlier Loss Ratio | 3.77 | 3.77 |
| Volatility (ann.) | 18.22% | 33.0% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.36 | 0.58 |
| Skew | 2.21 | 0.39 |
| Kurtosis | 67.05 | 9.05 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.59% |
| Expected Yearly % | 12.85% | 30.74% |
| Kelly Criterion | 0.46% | 3.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.81% |
| Expected Shortfall (cVaR) | -1.55% | -2.81% |
| Year | 11785371:ETHUSD | 11785371:ethusd:triple_med_gx:lsma170_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.02 | 26.55 | -26.02 | + |
| 2023 | 91.16 | 22.77 | 0.25 | - |
| 2024 | 45.75 | 12.28 | 0.27 | - |
| 2025 | 5.94 | -7.04 | -1.19 | - |
| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -10.16% | -5.16% |
| 6M | 26.84% | 95.03% |
| YTD | -7.04% | 5.94% |
| 1Y | -1.09% | 43.62% |
| 3Y (ann.) | 5.81% | 32.06% |
| 5Y (ann.) | 15.32% | 37.18% |
| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| Max Drawdown | -42.87% | -64.23% |
| Longest DD Days | 529.0 | 515.0 |
| Avg. Drawdown | -5.53% | -8.54% |
| Avg. Drawdown Days | 36.0 | 28.0 |
| Recovery Factor | 1.45 | 2.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-11-04 | -42.87 | 529 |
| 2022-06-16 | 2022-07-18 | -23.64 | 32 |
| 2022-10-29 | 2023-04-13 | -12.42 | 165 |
| 2023-05-07 | 2023-10-24 | -12.39 | 169 |
| 2024-04-13 | 2024-05-20 | -9.19 | 37 |
| 2022-07-22 | 2022-08-25 | -8.42 | 33 |
| 2022-06-15 | 2022-06-15 | -7.82 | 0 |
| 2022-08-25 | 2022-08-29 | -7.25 | 4 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-08-30 | 2022-10-14 | -6.36 | 44 |
| Metric | 11785371:ethusd:triple_med_gx:lsma170_40 | 11785371:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 19.93% | 27.26% |
| Worst Week | -20.89% | -21.87% |
| Best Month | 27.44% | 56.93% |
| Worst Month | -20.89% | -32.24% |
| Best Year | 26.55% | 91.16% |
| Worst Year | -7.04% | -1.02% |
| Avg. Up Day | 1.45% | 1.47% |
| Avg. Down Day | -1.21% | -1.41% |
| Avg. Up Week | 5.58% | 8.71% |
| Avg. Down Week | -4.27% | -7.68% |
| Avg. Up Month | 10.8% | 19.38% |
| Avg. Down Month | -7.14% | -9.16% |
| Win Days % | 45.63% | 50.52% |
| Win Month % | 56.76% | 47.62% |
| Win Week % | 51.69% | 52.49% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |