| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 55.27% | 91.93% |
| Max Drawdown | -15.73% | -64.23% |
| Sharpe | 0.49 | 0.31 |
| Sortino | 0.97 | 0.45 |
| Payoff Ratio | 1.66 | 1.65 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.91 | 0.88 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 82.88 | 2.65 |
| Outlier Loss Ratio | 5.23 | 2.76 |
| Volatility (ann.) | 7.08% | 33.32% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.87 | 0.33 |
| Skew | 8.29 | 0.31 |
| Kurtosis | 172.53 | 8.85 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.05% | 1.56% |
| Expected Yearly % | 11.63% | 17.7% |
| Kelly Criterion | 3.93% | 20.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.84% |
| Expected Shortfall (cVaR) | -0.6% | -2.84% |
| Year | 11802658:ETHUSD | 11802658:ethusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.98 | 17.55 | -0.50 | + |
| 2023 | 91.16 | -4.96 | -0.05 | - |
| 2024 | 45.75 | 41.37 | 0.90 | - |
| 2025 | 5.94 | -1.69 | -0.29 | - |
| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.49% | -5.16% |
| 6M | 1.36% | 95.03% |
| YTD | -1.69% | 5.94% |
| 1Y | 6.68% | 43.62% |
| 3Y (ann.) | 8.79% | 32.06% |
| 5Y (ann.) | 13.7% | 20.95% |
| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| Max Drawdown | -15.73% | -64.23% |
| Longest DD Days | 353.0 | 515.0 |
| Avg. Drawdown | -2.73% | -10.41% |
| Avg. Drawdown Days | 51.0 | 39.0 |
| Recovery Factor | 3.51 | 1.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-03-10 | -15.73 | 353 |
| 2024-12-29 | 2025-07-28 | -8.96 | 211 |
| 2022-07-28 | 2023-03-21 | -8.23 | 235 |
| 2025-07-28 | 2025-10-20 | -3.69 | 83 |
| 2025-10-20 | 2025-11-04 | -2.89 | 15 |
| 2024-10-13 | 2024-11-06 | -2.73 | 24 |
| 2024-03-25 | 2024-07-14 | -2.51 | 111 |
| 2024-03-10 | 2024-03-17 | -2.48 | 7 |
| 2024-03-17 | 2024-03-24 | -2.22 | 7 |
| 2024-11-18 | 2024-11-18 | -1.98 | 0 |
| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -3.72% | -14.0% |
| Best Week | 14.81% | 27.26% |
| Worst Week | -5.12% | -34.61% |
| Best Month | 14.81% | 56.93% |
| Worst Month | -5.12% | -41.79% |
| Best Year | 41.37% | 91.16% |
| Worst Year | -4.96% | -34.98% |
| Avg. Up Day | 1.2% | 1.25% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.14% | 7.1% |
| Avg. Down Week | -1.68% | -6.24% |
| Avg. Up Month | 5.02% | 26.22% |
| Avg. Down Month | -1.69% | -8.24% |
| Win Days % | 40.0% | 50.41% |
| Win Month % | 52.63% | 47.62% |
| Win Week % | 52.46% | 51.91% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |