| Metric | 11806783:ethusd:triple_med_gx:lsma25_115 | 11806783:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 115.53% | 3.56% |
| Max Drawdown | -34.59% | -71.78% |
| Sharpe | 0.82 | 0.37 |
| Sortino | 1.4 | 0.54 |
| Payoff Ratio | 1.37 | 1.28 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.72 | 1.04 |
| CPC Index | 0.81 | 0.69 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 21.95 | 3.51 |
| Outlier Loss Ratio | 4.65 | 3.24 |
| Volatility (ann.) | 35.79% | 70.38% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.75 | 0.01 |
| Skew | 2.87 | 0.29 |
| Kurtosis | 39.54 | 4.72 |
| Expected Daily % | 0.06% | 0.0% |
| Expected Monthly % | 1.89% | 0.09% |
| Expected Yearly % | 21.16% | 0.88% |
| Kelly Criterion | 5.75% | 11.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.0% | -5.99% |
| Expected Shortfall (cVaR) | -3.0% | -5.99% |
| Year | 11806783:ETHUSD | 11806783:ethusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.96 | 45.24 | -0.85 | + |
| 2023 | 91.16 | -1.62 | -0.02 | - |
| 2024 | 45.75 | 35.12 | 0.77 | - |
| 2025 | -20.98 | 11.63 | -0.55 | + |
| Metric | 11806783:ethusd:triple_med_gx:lsma25_115 | 11806783:ETHUSD |
|---|---|---|
| MTD | 22.59% | 46.71% |
| 3M | 38.69% | 5.57% |
| 6M | 3.09% | -20.81% |
| YTD | 11.63% | -20.98% |
| 1Y | -6.21% | -31.47% |
| 3Y (ann.) | 33.94% | 13.69% |
| 5Y (ann.) | 25.78% | 1.05% |
| Metric | 11806783:ethusd:triple_med_gx:lsma25_115 | 11806783:ETHUSD |
|---|---|---|
| Max Drawdown | -34.59% | -71.78% |
| Longest DD Days | 357.0 | 699.0 |
| Avg. Drawdown | -6.29% | -17.48% |
| Avg. Drawdown Days | 50.0 | 120.0 |
| Recovery Factor | 3.34 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-05-29 | -34.59 | 357 |
| 2022-08-14 | 2022-12-02 | -20.59 | 110 |
| 2022-02-16 | 2022-07-18 | -17.40 | 152 |
| 2023-07-21 | 2024-02-12 | -15.66 | 206 |
| 2022-07-25 | 2022-07-27 | -10.20 | 2 |
| 2024-04-09 | 2024-05-20 | -7.89 | 41 |
| 2022-07-30 | 2022-08-05 | -5.46 | 6 |
| 2023-05-29 | 2023-07-13 | -5.14 | 45 |
| 2022-12-27 | 2023-05-23 | -4.20 | 147 |
| 2022-08-09 | 2022-08-10 | -4.16 | 1 |
| Metric | 11806783:ethusd:triple_med_gx:lsma25_115 | 11806783:ETHUSD |
|---|---|---|
| Best Day | 21.63% | 21.85% |
| Worst Day | -12.85% | -17.59% |
| Best Week | 27.97% | 27.26% |
| Worst Week | -17.89% | -34.61% |
| Best Month | 32.87% | 56.93% |
| Worst Month | -20.77% | -44.86% |
| Best Year | 45.24% | 91.16% |
| Worst Year | -1.62% | -52.96% |
| Avg. Up Day | 2.68% | 2.72% |
| Avg. Down Day | -1.96% | -2.12% |
| Avg. Up Week | 6.48% | 7.22% |
| Avg. Down Week | -4.6% | -6.05% |
| Avg. Up Month | 14.18% | 22.42% |
| Avg. Down Month | -7.16% | -12.69% |
| Win Days % | 45.48% | 50.53% |
| Win Month % | 57.58% | 51.22% |
| Win Week % | 54.55% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 50.0% |