| Metric | 11807782:ethusd:triple_med_gx:lsma175_70 | 11807782:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 89.51% | 223.25% |
| Max Drawdown | -35.08% | -64.23% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.59 | 0.63 |
| Payoff Ratio | 1.21 | 1.1 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.41 | 1.1 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 28.33 | 3.59 |
| Outlier Loss Ratio | 3.62 | 3.62 |
| Volatility (ann.) | 16.51% | 32.75% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.59 | 0.64 |
| Skew | 2.44 | 0.37 |
| Kurtosis | 48.87 | 8.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.53% | 2.83% |
| Expected Yearly % | 17.33% | 34.09% |
| Kelly Criterion | 2.51% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.78% |
| Expected Shortfall (cVaR) | -1.4% | -2.78% |
| Year | 11807782:ETHUSD | 11807782:ethusd:triple_med_gx:lsma175_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 68.21 | 7.17 | + |
| 2023 | 91.16 | 6.70 | 0.07 | - |
| 2024 | 45.75 | 10.16 | 0.22 | - |
| 2025 | 5.94 | -4.14 | -0.70 | - |
| Metric | 11807782:ethusd:triple_med_gx:lsma175_70 | 11807782:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -3.44% | -5.16% |
| 6M | 18.08% | 95.03% |
| YTD | -4.14% | 5.94% |
| 1Y | -3.81% | 43.62% |
| 3Y (ann.) | 4.11% | 32.06% |
| 5Y (ann.) | 20.78% | 41.41% |
| Metric | 11807782:ethusd:triple_med_gx:lsma175_70 | 11807782:ETHUSD |
|---|---|---|
| Max Drawdown | -35.08% | -64.23% |
| Longest DD Days | 622.0 | 515.0 |
| Avg. Drawdown | -5.06% | -8.1% |
| Avg. Drawdown Days | 39.0 | 27.0 |
| Recovery Factor | 2.55 | 3.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-21 | 2025-11-04 | -35.08 | 622 |
| 2022-07-22 | 2022-07-28 | -15.89 | 5 |
| 2023-04-14 | 2024-01-10 | -13.71 | 270 |
| 2022-06-17 | 2022-06-19 | -13.44 | 2 |
| 2022-08-25 | 2022-09-27 | -11.65 | 32 |
| 2022-06-20 | 2022-06-24 | -8.94 | 3 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-07-28 | 2022-08-23 | -4.40 | 26 |
| 2022-10-27 | 2022-10-29 | -4.36 | 2 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| Metric | 11807782:ethusd:triple_med_gx:lsma175_70 | 11807782:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 16.09% | 27.26% |
| Worst Week | -13.77% | -21.87% |
| Best Month | 22.93% | 56.93% |
| Worst Month | -10.88% | -32.24% |
| Best Year | 68.21% | 91.16% |
| Worst Year | -4.14% | 5.94% |
| Avg. Up Day | 1.43% | 1.44% |
| Avg. Down Day | -1.18% | -1.3% |
| Avg. Up Week | 5.62% | 8.42% |
| Avg. Down Week | -3.59% | -5.53% |
| Avg. Up Month | 8.76% | 24.28% |
| Avg. Down Month | -4.36% | -11.74% |
| Win Days % | 46.61% | 50.58% |
| Win Month % | 56.76% | 47.62% |
| Win Week % | 54.67% | 52.49% |
| Win Quarter % | 64.29% | 53.33% |
| Win Year % | 75.0% | 100.0% |