| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 49.85% | 222.89% |
| Max Drawdown | -27.23% | -64.23% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.45 | 0.63 |
| Payoff Ratio | 1.32 | 1.16 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.39 | 1.1 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.26 | 1.02 |
| Outlier Win Ratio | 29.0 | 3.35 |
| Outlier Loss Ratio | 4.69 | 3.38 |
| Volatility (ann.) | 13.33% | 32.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.47 | 0.65 |
| Skew | 1.01 | 0.32 |
| Kurtosis | 42.37 | 9.0 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.83% |
| Expected Yearly % | 10.64% | 34.05% |
| Kelly Criterion | -2.1% | 8.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.75% |
| Expected Shortfall (cVaR) | -1.14% | -2.75% |
| Year | 11786820:ETHUSD | 11786820:ethusd:triple_med_gx:lsma240_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.39 | -6.26 | -0.67 | - |
| 2023 | 91.16 | 21.53 | 0.24 | - |
| 2024 | 45.75 | 39.85 | 0.87 | - |
| 2025 | 5.94 | -5.95 | -1.00 | - |
| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -5.86% | -5.16% |
| 6M | 2.83% | 95.03% |
| YTD | -5.95% | 5.94% |
| 1Y | 1.34% | 43.62% |
| 3Y (ann.) | 19.55% | 32.06% |
| 5Y (ann.) | 12.76% | 41.64% |
| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| Max Drawdown | -27.23% | -64.23% |
| Longest DD Days | 509.0 | 515.0 |
| Avg. Drawdown | -4.86% | -7.87% |
| Avg. Drawdown Days | 42.0 | 28.0 |
| Recovery Factor | 1.83 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-11-04 | -27.23 | 509 |
| 2023-05-13 | 2024-03-01 | -24.85 | 293 |
| 2022-08-26 | 2023-01-25 | -22.43 | 152 |
| 2022-07-22 | 2022-08-11 | -8.42 | 19 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-03-23 | 2024-05-04 | -5.76 | 41 |
| 2024-03-05 | 2024-03-06 | -4.71 | 0 |
| 2024-03-08 | 2024-03-20 | -4.63 | 11 |
| 2023-03-18 | 2023-04-13 | -3.38 | 26 |
| 2024-03-06 | 2024-03-08 | -3.25 | 1 |
| Metric | 11786820:ethusd:triple_med_gx:lsma240_45 | 11786820:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 12.91% | 27.26% |
| Worst Week | -11.81% | -21.87% |
| Best Month | 24.19% | 56.93% |
| Worst Month | -14.29% | -32.24% |
| Best Year | 39.85% | 91.16% |
| Worst Year | -6.26% | 5.94% |
| Avg. Up Day | 1.18% | 1.22% |
| Avg. Down Day | -0.9% | -1.05% |
| Avg. Up Week | 3.96% | 9.51% |
| Avg. Down Week | -2.74% | -6.6% |
| Avg. Up Month | 8.82% | 25.6% |
| Avg. Down Month | -5.47% | -10.62% |
| Win Days % | 41.95% | 50.61% |
| Win Month % | 53.85% | 47.62% |
| Win Week % | 45.16% | 52.78% |
| Win Quarter % | 42.86% | 53.33% |
| Win Year % | 50.0% | 100.0% |