| Metric | 11786708:ethusd:triple_med_gx:lsma285_45 | 11786708:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 50.67% | 118.17% |
| Max Drawdown | -24.06% | -64.23% |
| Sharpe | 0.33 | 0.37 |
| Sortino | 0.5 | 0.53 |
| Payoff Ratio | 1.31 | 1.11 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.54 | 1.09 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.36 | 1.02 |
| Outlier Win Ratio | 32.88 | 3.38 |
| Outlier Loss Ratio | 4.32 | 3.41 |
| Volatility (ann.) | 13.03% | 32.2% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.62 | 0.47 |
| Skew | 0.59 | 0.28 |
| Kurtosis | 50.42 | 9.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.19% |
| Expected Yearly % | 10.79% | 21.53% |
| Kelly Criterion | -1.03% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.74% |
| Expected Shortfall (cVaR) | -1.11% | -2.74% |
| Year | 11786708:ETHUSD | 11786708:ethusd:triple_med_gx:lsma285_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.94 | -9.11 | -2.31 | - |
| 2023 | 91.16 | 9.70 | 0.11 | - |
| 2024 | 45.75 | 69.63 | 1.52 | + |
| 2025 | -24.66 | -10.91 | 0.44 | + |
| Metric | 11786708:ethusd:triple_med_gx:lsma285_45 | 11786708:ETHUSD |
|---|---|---|
| MTD | -3.22% | -0.81% |
| 3M | -2.03% | 21.99% |
| 6M | -7.13% | -30.79% |
| YTD | -10.91% | -24.66% |
| 1Y | 5.33% | -27.95% |
| 3Y (ann.) | 14.86% | 30.17% |
| 5Y (ann.) | 14.86% | 30.17% |
| Metric | 11786708:ethusd:triple_med_gx:lsma285_45 | 11786708:ETHUSD |
|---|---|---|
| Max Drawdown | -24.06% | -64.23% |
| Longest DD Days | 266.0 | 464.0 |
| Avg. Drawdown | -6.09% | -7.8% |
| Avg. Drawdown Days | 42.0 | 28.0 |
| Recovery Factor | 2.11 | 1.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-19 | -24.06 | 146 |
| 2022-07-22 | 2023-03-17 | -22.17 | 237 |
| 2023-06-11 | 2024-03-04 | -20.39 | 266 |
| 2024-03-12 | 2024-06-18 | -12.57 | 98 |
| 2024-08-09 | 2024-11-11 | -11.27 | 94 |
| 2024-11-12 | 2024-12-11 | -9.42 | 29 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-12-24 | 2025-01-15 | -6.27 | 22 |
| 2024-03-05 | 2024-03-06 | -4.71 | 0 |
| 2024-06-20 | 2024-08-08 | -4.57 | 49 |
| Metric | 11786708:ethusd:triple_med_gx:lsma285_45 | 11786708:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 12.82% | 27.26% |
| Worst Week | -8.92% | -21.87% |
| Best Month | 18.99% | 47.37% |
| Worst Month | -12.4% | -32.24% |
| Best Year | 69.63% | 91.16% |
| Worst Year | -10.91% | -24.66% |
| Avg. Up Day | 1.28% | 1.31% |
| Avg. Down Day | -0.98% | -1.18% |
| Avg. Up Week | 3.22% | 8.38% |
| Avg. Down Week | -3.2% | -7.87% |
| Avg. Up Month | 6.53% | 23.75% |
| Avg. Down Month | -6.15% | -9.4% |
| Win Days % | 42.75% | 50.44% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 56.67% | 52.53% |
| Win Quarter % | 58.33% | 58.33% |
| Win Year % | 50.0% | 75.0% |