| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 27.33% | 76.55% |
| Max Drawdown | -10.22% | -64.23% |
| Sharpe | 0.35 | 0.29 |
| Sortino | 0.7 | 0.42 |
| Payoff Ratio | 1.96 | 1.42 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.9 | 0.75 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 123.77 | 2.47 |
| Outlier Loss Ratio | 5.34 | 2.59 |
| Volatility (ann.) | 5.39% | 33.32% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.71 | 0.28 |
| Skew | 8.39 | 0.31 |
| Kurtosis | 172.11 | 8.84 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.56% | 1.33% |
| Expected Yearly % | 6.23% | 15.27% |
| Kelly Criterion | 1.69% | 15.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.84% |
| Expected Shortfall (cVaR) | -0.46% | -2.84% |
| Year | 11802541:ETHUSD | 11802541:ethusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 9.66 | -0.24 | + |
| 2023 | 91.16 | 0.56 | 0.01 | - |
| 2024 | 45.75 | 11.33 | 0.25 | - |
| 2025 | 5.94 | 3.72 | 0.63 | - |
| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 5.02% | -5.16% |
| 6M | 6.24% | 95.03% |
| YTD | 3.72% | 5.94% |
| 1Y | 7.55% | 43.62% |
| 3Y (ann.) | 4.56% | 32.06% |
| 5Y (ann.) | 7.29% | 18.01% |
| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| Max Drawdown | -10.22% | -64.23% |
| Longest DD Days | 510.0 | 515.0 |
| Avg. Drawdown | -2.89% | -11.03% |
| Avg. Drawdown Days | 64.0 | 42.0 |
| Recovery Factor | 2.68 | 1.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-27 | 2023-12-19 | -10.22 | 510 |
| 2024-02-27 | 2024-03-20 | -5.04 | 21 |
| 2024-09-14 | 2024-11-18 | -4.43 | 65 |
| 2024-03-25 | 2024-07-15 | -4.41 | 111 |
| 2025-08-29 | 2025-11-04 | -4.35 | 67 |
| 2025-06-27 | 2025-08-12 | -3.91 | 46 |
| 2024-12-28 | 2025-06-09 | -3.80 | 163 |
| 2024-11-19 | 2024-12-19 | -3.17 | 30 |
| 2022-06-07 | 2022-06-23 | -2.97 | 16 |
| 2024-02-02 | 2024-02-26 | -2.55 | 24 |
| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| Best Day | 5.89% | 16.51% |
| Worst Day | -3.44% | -14.0% |
| Best Week | 8.54% | 27.26% |
| Worst Week | -3.68% | -34.61% |
| Best Month | 9.61% | 56.93% |
| Worst Month | -3.68% | -44.86% |
| Best Year | 11.33% | 91.16% |
| Worst Year | 0.56% | -40.19% |
| Avg. Up Day | 1.32% | 1.4% |
| Avg. Down Day | -0.67% | -0.98% |
| Avg. Up Week | 3.2% | 7.33% |
| Avg. Down Week | -1.42% | -6.84% |
| Avg. Up Month | 3.3% | 27.39% |
| Avg. Down Month | -1.35% | -7.99% |
| Win Days % | 34.85% | 50.39% |
| Win Month % | 54.29% | 46.51% |
| Win Week % | 45.61% | 51.91% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 100.0% | 75.0% |