| Metric | 11797193:ethusd:triple_med_gx:lsma40_100 | 11797193:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 215.54% | -14.58% |
| Max Drawdown | -31.88% | -71.78% |
| Sharpe | 1.03 | 0.29 |
| Sortino | 1.71 | 0.42 |
| Payoff Ratio | 1.33 | 1.23 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.69 | 1.01 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | 1.26 | 0.97 |
| Outlier Win Ratio | 17.08 | 3.66 |
| Outlier Loss Ratio | 4.25 | 3.29 |
| Volatility (ann.) | 41.07% | 70.75% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.27 | -0.06 |
| Skew | 1.96 | 0.25 |
| Kurtosis | 26.85 | 4.68 |
| Expected Daily % | 0.09% | -0.01% |
| Expected Monthly % | 2.84% | -0.38% |
| Expected Yearly % | 33.28% | -3.86% |
| Kelly Criterion | 9.41% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.42% | -6.04% |
| Expected Shortfall (cVaR) | -3.42% | -6.04% |
| Year | 11797193:ETHUSD | 11797193:ethusd:triple_med_gx:lsma40_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.20 | 44.96 | -0.73 | + |
| 2023 | 91.16 | 26.39 | 0.29 | - |
| 2024 | 45.75 | 59.87 | 1.31 | + |
| 2025 | -20.98 | 7.73 | -0.37 | + |
| Metric | 11797193:ethusd:triple_med_gx:lsma40_100 | 11797193:ETHUSD |
|---|---|---|
| MTD | 21.23% | 46.71% |
| 3M | 14.91% | 5.57% |
| 6M | 7.73% | -20.81% |
| YTD | 7.73% | -20.98% |
| 1Y | -4.56% | -31.47% |
| 3Y (ann.) | 52.56% | 13.69% |
| 5Y (ann.) | 40.36% | -4.54% |
| Metric | 11797193:ethusd:triple_med_gx:lsma40_100 | 11797193:ETHUSD |
|---|---|---|
| Max Drawdown | -31.88% | -71.78% |
| Longest DD Days | 305.0 | 699.0 |
| Avg. Drawdown | -7.16% | -21.63% |
| Avg. Drawdown Days | 44.0 | 153.0 |
| Recovery Factor | 6.76 | -0.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-05-29 | -31.88 | 131 |
| 2022-01-13 | 2022-07-18 | -29.21 | 186 |
| 2023-03-02 | 2024-01-01 | -17.30 | 305 |
| 2024-06-06 | 2025-01-15 | -17.00 | 223 |
| 2022-08-26 | 2023-01-11 | -15.83 | 138 |
| 2024-01-17 | 2024-02-12 | -12.49 | 26 |
| 2022-07-25 | 2022-07-27 | -9.87 | 2 |
| 2024-05-06 | 2024-05-20 | -8.17 | 14 |
| 2022-07-29 | 2022-08-05 | -4.81 | 7 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| Metric | 11797193:ethusd:triple_med_gx:lsma40_100 | 11797193:ETHUSD |
|---|---|---|
| Best Day | 21.85% | 21.85% |
| Worst Day | -14.6% | -17.59% |
| Best Week | 27.03% | 27.26% |
| Worst Week | -22.53% | -34.61% |
| Best Month | 51.31% | 56.93% |
| Worst Month | -18.8% | -44.86% |
| Best Year | 59.87% | 91.16% |
| Worst Year | 7.73% | -61.2% |
| Avg. Up Day | 2.78% | 2.81% |
| Avg. Down Day | -2.09% | -2.29% |
| Avg. Up Week | 7.03% | 8.1% |
| Avg. Down Week | -4.86% | -6.56% |
| Avg. Up Month | 16.48% | 21.56% |
| Avg. Down Month | -7.24% | -9.85% |
| Win Days % | 48.31% | 50.49% |
| Win Month % | 56.67% | 48.78% |
| Win Week % | 55.32% | 49.44% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 50.0% |