| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -2.57% | 91.93% |
| Max Drawdown | -20.9% | -64.23% |
| Sharpe | -0.01 | 0.31 |
| Sortino | -0.02 | 0.45 |
| Payoff Ratio | 1.35 | 1.03 |
| Profit Factor | 0.99 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 156.88 | 2.41 |
| Outlier Loss Ratio | 4.76 | 2.54 |
| Volatility (ann.) | 5.08% | 33.32% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.04 | 0.33 |
| Skew | -2.71 | 0.31 |
| Kurtosis | 249.48 | 8.85 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.06% | 1.56% |
| Expected Yearly % | -0.65% | 17.7% |
| Kelly Criterion | -6.84% | 2.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.84% |
| Expected Shortfall (cVaR) | -0.44% | -2.84% |
| Year | 11802663:ETHUSD | 11802663:ethusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.98 | -3.09 | 0.09 | + |
| 2023 | 91.16 | 4.71 | 0.05 | - |
| 2024 | 45.75 | 11.24 | 0.25 | - |
| 2025 | 5.94 | -13.68 | -2.30 | - |
| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -6.13% | -5.16% |
| 6M | -6.09% | 95.03% |
| YTD | -13.68% | 5.94% |
| 1Y | -16.42% | 43.62% |
| 3Y (ann.) | -0.1% | 32.06% |
| 5Y (ann.) | -0.76% | 20.95% |
| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| Max Drawdown | -20.9% | -64.23% |
| Longest DD Days | 487.0 | 515.0 |
| Avg. Drawdown | -3.26% | -10.41% |
| Avg. Drawdown Days | 76.0 | 39.0 |
| Recovery Factor | -0.12 | 1.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-11-04 | -20.90 | 487 |
| 2023-05-30 | 2024-02-09 | -6.80 | 254 |
| 2022-10-14 | 2023-04-07 | -4.21 | 175 |
| 2024-03-10 | 2024-03-17 | -2.48 | 7 |
| 2024-03-23 | 2024-03-24 | -2.31 | 1 |
| 2024-03-17 | 2024-03-23 | -1.62 | 5 |
| 2023-05-28 | 2023-05-30 | -1.10 | 1 |
| 2024-04-10 | 2024-05-17 | -0.96 | 37 |
| 2024-05-18 | 2024-06-14 | -0.91 | 27 |
| 2024-03-03 | 2024-03-03 | -0.49 | 0 |
| Metric | 11802663:ethusd:triple_med_gx:lsma75_65 | 11802663:ETHUSD |
|---|---|---|
| Best Day | 5.7% | 16.51% |
| Worst Day | -6.47% | -14.0% |
| Best Week | 9.99% | 27.26% |
| Worst Week | -8.34% | -34.61% |
| Best Month | 11.93% | 56.93% |
| Worst Month | -8.34% | -41.79% |
| Best Year | 11.24% | 91.16% |
| Worst Year | -13.68% | -34.98% |
| Avg. Up Day | 0.93% | 0.98% |
| Avg. Down Day | -0.69% | -0.95% |
| Avg. Up Week | 1.96% | 6.65% |
| Avg. Down Week | -2.7% | -7.69% |
| Avg. Up Month | 3.44% | 19.3% |
| Avg. Down Month | -3.41% | -13.13% |
| Win Days % | 38.66% | 50.41% |
| Win Month % | 46.43% | 47.62% |
| Win Week % | 52.83% | 51.91% |
| Win Quarter % | 53.85% | 53.33% |
| Win Year % | 50.0% | 75.0% |