| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 13.97% | 82.61% |
| Max Drawdown | -17.13% | -64.23% |
| Sharpe | 0.19 | 0.3 |
| Sortino | 0.31 | 0.43 |
| Payoff Ratio | 1.49 | 1.35 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.64 | 0.72 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 99.11 | 2.6 |
| Outlier Loss Ratio | 5.38 | 2.72 |
| Volatility (ann.) | 5.87% | 33.33% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.23 | 0.3 |
| Skew | 1.74 | 0.31 |
| Kurtosis | 99.58 | 8.84 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.31% | 1.44% |
| Expected Yearly % | 3.32% | 16.25% |
| Kelly Criterion | -3.09% | 13.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.84% |
| Expected Shortfall (cVaR) | -0.5% | -2.84% |
| Year | 11802593:ETHUSD | 11802593:ethusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.13 | 2.62 | -0.07 | + |
| 2023 | 91.16 | -0.85 | -0.01 | - |
| 2024 | 45.75 | 18.09 | 0.40 | - |
| 2025 | 5.94 | -5.15 | -0.87 | - |
| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 1.58% | -5.16% |
| 6M | 3.0% | 95.03% |
| YTD | -5.15% | 5.94% |
| 1Y | -7.09% | 43.62% |
| 3Y (ann.) | 2.65% | 32.06% |
| 5Y (ann.) | 3.89% | 19.19% |
| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| Max Drawdown | -17.13% | -64.23% |
| Longest DD Days | 536.0 | 515.0 |
| Avg. Drawdown | -2.7% | -10.63% |
| Avg. Drawdown Days | 59.0 | 41.0 |
| Recovery Factor | 0.82 | 1.29 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-11-04 | -17.13 | 322 |
| 2022-07-28 | 2024-01-15 | -12.33 | 536 |
| 2024-03-25 | 2024-07-15 | -5.01 | 111 |
| 2024-10-13 | 2024-11-18 | -3.38 | 36 |
| 2024-03-10 | 2024-03-17 | -2.48 | 7 |
| 2024-03-17 | 2024-03-24 | -2.22 | 7 |
| 2024-02-26 | 2024-02-26 | -1.82 | 0 |
| 2024-01-15 | 2024-02-25 | -1.74 | 41 |
| 2024-12-16 | 2024-12-16 | -1.45 | 0 |
| 2022-07-14 | 2022-07-27 | -1.19 | 13 |
| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| Best Day | 4.68% | 16.51% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 8.29% | 27.26% |
| Worst Week | -6.39% | -34.61% |
| Best Month | 8.19% | 56.93% |
| Worst Month | -6.39% | -44.61% |
| Best Year | 18.09% | 91.16% |
| Worst Year | -5.15% | -38.13% |
| Avg. Up Day | 1.01% | 1.06% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 2.45% | 6.59% |
| Avg. Down Week | -1.72% | -7.07% |
| Avg. Up Month | 2.62% | 28.54% |
| Avg. Down Month | -2.44% | -7.12% |
| Win Days % | 38.38% | 50.42% |
| Win Month % | 48.72% | 47.62% |
| Win Week % | 46.03% | 51.91% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 50.0% | 75.0% |