| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -13.44% | 75.13% |
| Max Drawdown | -35.99% | -64.23% |
| Sharpe | -0.06 | 0.29 |
| Sortino | -0.09 | 0.42 |
| Payoff Ratio | 1.36 | 1.22 |
| Profit Factor | 0.97 | 1.05 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.48 | 0.65 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 60.11 | 2.89 |
| Outlier Loss Ratio | 4.95 | 2.98 |
| Volatility (ann.) | 9.75% | 33.42% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.11 | 0.27 |
| Skew | 5.97 | 0.29 |
| Kurtosis | 239.98 | 8.65 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.34% | 1.31% |
| Expected Yearly % | -3.54% | 15.04% |
| Kelly Criterion | -10.44% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.85% |
| Expected Shortfall (cVaR) | -0.84% | -2.85% |
| Year | 11789712:ETHUSD | 11789712:ethusd:triple_med_gx:lsma80_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.67 | 14.16 | -0.35 | + |
| 2023 | 91.16 | -20.71 | -0.23 | - |
| 2024 | 45.75 | 22.28 | 0.49 | - |
| 2025 | 5.94 | -21.79 | -3.67 | - |
| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| MTD | -6.11% | -8.28% |
| 3M | -0.37% | -5.16% |
| 6M | 2.31% | 95.03% |
| YTD | -21.79% | 5.94% |
| 1Y | -16.86% | 43.62% |
| 3Y (ann.) | -6.52% | 32.06% |
| 5Y (ann.) | -4.07% | 17.49% |
| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| Max Drawdown | -35.99% | -64.23% |
| Longest DD Days | 547.0 | 565.0 |
| Avg. Drawdown | -8.49% | -8.65% |
| Avg. Drawdown Days | 94.0 | 44.0 |
| Recovery Factor | -0.37 | 1.17 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-11-04 | -35.99 | 290 |
| 2023-02-08 | 2024-08-08 | -31.34 | 547 |
| 2024-08-25 | 2025-01-15 | -14.29 | 143 |
| 2022-07-09 | 2023-01-02 | -10.89 | 176 |
| 2022-05-31 | 2022-07-05 | -8.51 | 35 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2022-07-07 | 2022-07-07 | -1.81 | 0 |
| 2023-01-03 | 2023-01-09 | -0.86 | 5 |
| 2023-01-10 | 2023-02-07 | -0.75 | 28 |
| 2022-07-09 | 2022-07-09 | -0.51 | 0 |
| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 16.78% | 27.26% |
| Worst Week | -15.56% | -34.61% |
| Best Month | 23.56% | 56.93% |
| Worst Month | -15.76% | -44.86% |
| Best Year | 22.28% | 91.16% |
| Worst Year | -21.79% | -40.67% |
| Avg. Up Day | 1.14% | 1.21% |
| Avg. Down Day | -0.84% | -0.99% |
| Avg. Up Week | 3.05% | 8.28% |
| Avg. Down Week | -2.84% | -7.53% |
| Avg. Up Month | 6.09% | 31.46% |
| Avg. Down Month | -5.14% | -13.02% |
| Win Days % | 36.28% | 50.45% |
| Win Month % | 46.51% | 46.51% |
| Win Week % | 42.11% | 51.89% |
| Win Quarter % | 40.0% | 53.33% |
| Win Year % | 50.0% | 75.0% |