| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -15.17% | 75.13% |
| Max Drawdown | -42.48% | -64.23% |
| Sharpe | -0.03 | 0.29 |
| Sortino | -0.04 | 0.42 |
| Payoff Ratio | 1.22 | 1.05 |
| Profit Factor | 0.99 | 1.05 |
| Common Sense Ratio | 1.07 | 1.04 |
| CPC Index | 0.49 | 0.55 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 35.41 | 3.23 |
| Outlier Loss Ratio | 4.7 | 3.44 |
| Volatility (ann.) | 13.05% | 33.42% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.11 | 0.27 |
| Skew | 1.07 | 0.29 |
| Kurtosis | 49.43 | 8.65 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.38% | 1.31% |
| Expected Yearly % | -4.03% | 15.04% |
| Kelly Criterion | -8.47% | 3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.85% |
| Expected Shortfall (cVaR) | -1.12% | -2.85% |
| Year | 11786607:ETHUSD | 11786607:ethusd:triple_med_gx:lsma80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.67 | 3.10 | -0.08 | + |
| 2023 | 91.16 | -2.17 | -0.02 | - |
| 2024 | 45.75 | 27.80 | 0.61 | - |
| 2025 | 5.94 | -34.19 | -5.76 | - |
| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| MTD | -5.63% | -8.28% |
| 3M | -7.47% | -5.16% |
| 6M | 5.86% | 95.03% |
| YTD | -34.19% | 5.94% |
| 1Y | -27.8% | 43.62% |
| 3Y (ann.) | -3.28% | 32.06% |
| 5Y (ann.) | -4.62% | 17.49% |
| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| Max Drawdown | -42.48% | -64.23% |
| Longest DD Days | 452.0 | 565.0 |
| Avg. Drawdown | -6.11% | -8.65% |
| Avg. Drawdown Days | 58.0 | 44.0 |
| Recovery Factor | -0.36 | 1.17 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-11-04 | -42.48 | 452 |
| 2022-05-16 | 2023-01-04 | -24.49 | 233 |
| 2023-04-26 | 2024-03-06 | -17.28 | 314 |
| 2024-03-06 | 2024-06-18 | -12.44 | 104 |
| 2023-02-08 | 2023-04-05 | -8.75 | 55 |
| 2024-07-23 | 2024-08-08 | -5.50 | 16 |
| 2023-01-18 | 2023-02-07 | -3.17 | 20 |
| 2023-04-05 | 2023-04-12 | -2.53 | 7 |
| 2024-07-10 | 2024-07-23 | -2.07 | 13 |
| 2023-01-11 | 2023-01-12 | -1.75 | 1 |
| Metric | 11786607:ethusd:triple_med_gx:lsma80_45 | 11786607:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 12.04% | 27.26% |
| Worst Week | -16.26% | -34.61% |
| Best Month | 24.51% | 56.93% |
| Worst Month | -22.08% | -44.86% |
| Best Year | 27.8% | 91.16% |
| Worst Year | -34.19% | -40.67% |
| Avg. Up Day | 1.19% | 1.23% |
| Avg. Down Day | -0.98% | -1.18% |
| Avg. Up Week | 3.41% | 8.34% |
| Avg. Down Week | -3.46% | -7.85% |
| Avg. Up Month | 6.78% | 24.99% |
| Avg. Down Month | -7.54% | -12.2% |
| Win Days % | 40.49% | 50.45% |
| Win Month % | 53.49% | 46.51% |
| Win Week % | 49.22% | 51.89% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |