| Metric | 11806190:ethusd:triple_med_gx:lsma50_70 | 11806190:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 37.49% | 21.36% |
| Max Drawdown | -23.83% | -64.23% |
| Sharpe | 0.31 | 0.21 |
| Sortino | 0.54 | 0.31 |
| Payoff Ratio | 1.47 | 1.38 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 0.59 | 1.04 |
| CPC Index | 0.7 | 0.72 |
| Tail Ratio | 0.51 | 1.0 |
| Outlier Win Ratio | 49.97 | 2.98 |
| Outlier Loss Ratio | 4.99 | 3.06 |
| Volatility (ann.) | 9.95% | 33.52% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.46 | 0.1 |
| Skew | 4.48 | 0.26 |
| Kurtosis | 92.8 | 8.93 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.84% | 0.51% |
| Expected Yearly % | 8.28% | 4.96% |
| Kelly Criterion | 1.35% | 13.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.87% |
| Expected Shortfall (cVaR) | -0.85% | -2.87% |
| Year | 11806190:ETHUSD | 11806190:ethusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.18 | 20.60 | -0.49 | + |
| 2023 | 91.16 | -14.39 | -0.16 | - |
| 2024 | 45.75 | 30.35 | 0.66 | - |
| 2025 | -24.66 | 2.16 | -0.09 | + |
| Metric | 11806190:ethusd:triple_med_gx:lsma50_70 | 11806190:ETHUSD |
|---|---|---|
| MTD | 0.38% | -0.81% |
| 3M | 2.71% | 21.99% |
| 6M | 2.16% | -30.79% |
| YTD | 2.16% | -24.66% |
| 1Y | 16.98% | -27.95% |
| 3Y (ann.) | 11.19% | 36.13% |
| 5Y (ann.) | 10.9% | 6.49% |
| Metric | 11806190:ethusd:triple_med_gx:lsma50_70 | 11806190:ETHUSD |
|---|---|---|
| Max Drawdown | -23.83% | -64.23% |
| Longest DD Days | 760.0 | 464.0 |
| Avg. Drawdown | -6.27% | -9.79% |
| Avg. Drawdown Days | 84.0 | 48.0 |
| Recovery Factor | 1.57 | 0.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2024-12-05 | -23.83 | 760 |
| 2022-07-24 | 2022-07-27 | -14.21 | 3 |
| 2024-12-16 | 2025-05-21 | -8.31 | 155 |
| 2022-08-30 | 2022-10-23 | -8.31 | 54 |
| 2022-06-21 | 2022-06-23 | -6.96 | 2 |
| 2022-08-28 | 2022-08-29 | -4.32 | 1 |
| 2025-05-21 | 2025-06-19 | -4.17 | 29 |
| 2022-10-24 | 2022-10-25 | -2.15 | 1 |
| 2024-12-06 | 2024-12-16 | -1.52 | 9 |
| 2024-12-05 | 2024-12-06 | -0.75 | 0 |
| Metric | 11806190:ethusd:triple_med_gx:lsma50_70 | 11806190:ETHUSD |
|---|---|---|
| Best Day | 9.82% | 16.51% |
| Worst Day | -6.19% | -14.0% |
| Best Week | 14.87% | 27.26% |
| Worst Week | -7.22% | -34.61% |
| Best Month | 13.14% | 56.93% |
| Worst Month | -4.03% | -44.86% |
| Best Year | 30.35% | 91.16% |
| Worst Year | -14.39% | -42.18% |
| Avg. Up Day | 1.12% | 1.15% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 3.38% | 8.98% |
| Avg. Down Week | -2.02% | -6.08% |
| Avg. Up Month | 4.45% | 25.81% |
| Avg. Down Month | -1.81% | -11.66% |
| Win Days % | 41.22% | 50.16% |
| Win Month % | 47.22% | 47.37% |
| Win Week % | 47.83% | 51.83% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |