| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -2.2% | 76.55% |
| Max Drawdown | -39.81% | -64.23% |
| Sharpe | 0.06 | 0.29 |
| Sortino | 0.09 | 0.42 |
| Payoff Ratio | 1.34 | 1.17 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | 1.11 | 1.05 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 33.15 | 3.28 |
| Outlier Loss Ratio | 4.32 | 3.46 |
| Volatility (ann.) | 14.1% | 33.32% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.02 | 0.28 |
| Skew | 1.81 | 0.31 |
| Kurtosis | 53.26 | 8.84 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.05% | 1.33% |
| Expected Yearly % | -0.56% | 15.27% |
| Kelly Criterion | -4.84% | 7.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.84% |
| Expected Shortfall (cVaR) | -1.21% | -2.84% |
| Year | 11790024:ETHUSD | 11790024:ethusd:triple_med_gx:lsma145_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -4.61 | 0.11 | + |
| 2023 | 91.16 | 17.65 | 0.19 | - |
| 2024 | 45.75 | 10.52 | 0.23 | - |
| 2025 | 5.94 | -21.16 | -3.56 | - |
| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| MTD | 0.85% | -8.28% |
| 3M | -1.21% | -5.16% |
| 6M | 13.27% | 95.03% |
| YTD | -21.16% | 5.94% |
| 1Y | -14.57% | 43.62% |
| 3Y (ann.) | 4.07% | 32.06% |
| 5Y (ann.) | -0.65% | 18.01% |
| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| Max Drawdown | -39.81% | -64.23% |
| Longest DD Days | 594.0 | 515.0 |
| Avg. Drawdown | -10.23% | -11.03% |
| Avg. Drawdown Days | 99.0 | 42.0 |
| Recovery Factor | -0.06 | 1.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2025-11-04 | -39.81 | 594 |
| 2022-08-17 | 2023-03-17 | -24.51 | 211 |
| 2022-06-09 | 2022-07-14 | -19.32 | 35 |
| 2023-04-13 | 2024-03-06 | -14.64 | 327 |
| 2022-07-22 | 2022-08-16 | -8.42 | 24 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2024-03-06 | 2024-03-08 | -3.25 | 1 |
| 2023-03-17 | 2023-03-17 | -2.08 | 0 |
| 2023-04-11 | 2023-04-12 | -1.67 | 0 |
| 2022-08-16 | 2022-08-17 | -1.58 | 0 |
| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 20.66% | 27.26% |
| Worst Week | -14.54% | -34.61% |
| Best Month | 20.08% | 56.93% |
| Worst Month | -19.1% | -44.86% |
| Best Year | 17.65% | 91.16% |
| Worst Year | -21.16% | -40.19% |
| Avg. Up Day | 1.37% | 1.39% |
| Avg. Down Day | -1.02% | -1.19% |
| Avg. Up Week | 3.67% | 9.62% |
| Avg. Down Week | -3.24% | -7.67% |
| Avg. Up Month | 7.0% | 28.11% |
| Avg. Down Month | -5.22% | -12.06% |
| Win Days % | 39.98% | 50.39% |
| Win Month % | 45.24% | 46.51% |
| Win Week % | 45.28% | 51.91% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |