| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 93.91% | 266.95% |
| Max Drawdown | -37.79% | -64.23% |
| Sharpe | 0.37 | 0.46 |
| Sortino | 0.58 | 0.67 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.68 | 1.11 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.45 | 1.03 |
| Outlier Win Ratio | 29.01 | 3.58 |
| Outlier Loss Ratio | 3.42 | 3.63 |
| Volatility (ann.) | 16.84% | 32.69% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.57 | 0.73 |
| Skew | 2.01 | 0.38 |
| Kurtosis | 51.87 | 9.03 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.59% | 3.14% |
| Expected Yearly % | 18.0% | 38.41% |
| Kelly Criterion | 2.98% | 3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.77% |
| Expected Shortfall (cVaR) | -1.43% | -2.77% |
| Year | 11807880:ETHUSD | 11807880:ethusd:triple_med_gx:lsma165_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 73.56 | 3.02 | + |
| 2023 | 91.16 | 0.73 | 0.01 | - |
| 2024 | 45.75 | 20.73 | 0.45 | - |
| 2025 | 5.94 | -8.13 | -1.37 | - |
| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -3.6% | -5.16% |
| 6M | 22.24% | 95.03% |
| YTD | -8.13% | 5.94% |
| 1Y | -4.73% | 43.62% |
| 3Y (ann.) | 4.32% | 32.06% |
| 5Y (ann.) | 21.64% | 46.89% |
| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| Max Drawdown | -37.79% | -64.23% |
| Longest DD Days | 529.0 | 515.0 |
| Avg. Drawdown | -5.22% | -7.75% |
| Avg. Drawdown Days | 40.0 | 26.0 |
| Recovery Factor | 2.48 | 4.16 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-11-04 | -37.79 | 529 |
| 2022-07-22 | 2022-07-28 | -15.89 | 5 |
| 2023-04-14 | 2024-02-16 | -12.73 | 307 |
| 2022-08-26 | 2022-08-30 | -9.16 | 3 |
| 2024-04-13 | 2024-05-23 | -8.73 | 39 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-08-30 | 2022-08-31 | -6.03 | 0 |
| 2022-06-19 | 2022-06-19 | -4.92 | 0 |
| 2022-06-20 | 2022-07-18 | -4.83 | 28 |
| 2022-10-18 | 2022-10-25 | -4.72 | 6 |
| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 18.38% | 27.36% |
| Worst Week | -14.41% | -21.87% |
| Best Month | 21.56% | 56.93% |
| Worst Month | -11.02% | -32.24% |
| Best Year | 73.56% | 91.16% |
| Worst Year | -8.13% | 5.94% |
| Avg. Up Day | 1.43% | 1.44% |
| Avg. Down Day | -1.25% | -1.36% |
| Avg. Up Week | 5.14% | 8.68% |
| Avg. Down Week | -4.13% | -6.69% |
| Avg. Up Month | 9.52% | 23.02% |
| Avg. Down Month | -4.53% | -11.29% |
| Win Days % | 48.24% | 50.61% |
| Win Month % | 54.29% | 50.0% |
| Win Week % | 56.76% | 52.78% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 100.0% |