| Metric | 11806706:ethusd:triple_med_gx:lsma90_115 | 11806706:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 240.06% | 3.56% |
| Max Drawdown | -37.58% | -71.78% |
| Sharpe | 1.19 | 0.37 |
| Sortino | 2.09 | 0.54 |
| Payoff Ratio | 1.35 | 1.23 |
| Profit Factor | 1.41 | 1.06 |
| Common Sense Ratio | 1.77 | 1.04 |
| CPC Index | 0.96 | 0.66 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 19.34 | 3.62 |
| Outlier Loss Ratio | 4.14 | 3.14 |
| Volatility (ann.) | 36.07% | 70.38% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.17 | 0.01 |
| Skew | 2.34 | 0.29 |
| Kurtosis | 26.1 | 4.72 |
| Expected Daily % | 0.1% | 0.0% |
| Expected Monthly % | 3.03% | 0.09% |
| Expected Yearly % | 35.8% | 0.88% |
| Kelly Criterion | 12.99% | 10.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.99% | -5.99% |
| Expected Shortfall (cVaR) | -2.99% | -5.99% |
| Year | 11806706:ETHUSD | 11806706:ethusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.96 | 57.98 | -1.09 | + |
| 2023 | 91.16 | 39.76 | 0.44 | - |
| 2024 | 45.75 | 92.80 | 2.03 | + |
| 2025 | -20.98 | -20.12 | 0.96 | + |
| Metric | 11806706:ethusd:triple_med_gx:lsma90_115 | 11806706:ETHUSD |
|---|---|---|
| MTD | 0.48% | 46.71% |
| 3M | -4.56% | 5.57% |
| 6M | -20.12% | -20.81% |
| YTD | -20.12% | -20.98% |
| 1Y | -24.26% | -31.47% |
| 3Y (ann.) | 54.78% | 13.69% |
| 5Y (ann.) | 44.14% | 1.05% |
| Metric | 11806706:ethusd:triple_med_gx:lsma90_115 | 11806706:ETHUSD |
|---|---|---|
| Max Drawdown | -37.58% | -71.78% |
| Longest DD Days | 220.0 | 699.0 |
| Avg. Drawdown | -5.34% | -17.48% |
| Avg. Drawdown Days | 31.0 | 120.0 |
| Recovery Factor | 6.39 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-05-29 | -37.58 | 220 |
| 2022-02-16 | 2022-07-16 | -22.79 | 150 |
| 2024-09-28 | 2024-10-20 | -12.81 | 22 |
| 2024-05-28 | 2024-09-23 | -12.41 | 118 |
| 2022-09-11 | 2023-01-14 | -11.96 | 125 |
| 2023-05-29 | 2023-12-27 | -11.13 | 212 |
| 2022-07-25 | 2022-07-27 | -9.87 | 2 |
| 2024-01-02 | 2024-02-09 | -7.49 | 38 |
| 2022-07-29 | 2022-08-05 | -6.78 | 7 |
| 2023-01-21 | 2023-02-03 | -6.16 | 13 |
| Metric | 11806706:ethusd:triple_med_gx:lsma90_115 | 11806706:ETHUSD |
|---|---|---|
| Best Day | 19.2% | 21.85% |
| Worst Day | -12.64% | -17.59% |
| Best Week | 24.75% | 27.26% |
| Worst Week | -17.37% | -34.61% |
| Best Month | 51.07% | 56.93% |
| Worst Month | -17.37% | -44.86% |
| Best Year | 92.8% | 91.16% |
| Worst Year | -20.12% | -52.96% |
| Avg. Up Day | 2.64% | 2.65% |
| Avg. Down Day | -1.95% | -2.15% |
| Avg. Up Week | 7.53% | 8.0% |
| Avg. Down Week | -5.09% | -6.45% |
| Avg. Up Month | 13.66% | 19.68% |
| Avg. Down Month | -5.94% | -11.08% |
| Win Days % | 50.0% | 50.53% |
| Win Month % | 58.62% | 51.22% |
| Win Week % | 55.41% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 50.0% |