| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 2.22% | 64.65% |
| Max Drawdown | -34.06% | -64.23% |
| Sharpe | 0.06 | 0.27 |
| Sortino | 0.09 | 0.4 |
| Payoff Ratio | 1.76 | 1.39 |
| Profit Factor | 1.04 | 1.05 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.57 | 0.73 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 86.66 | 2.69 |
| Outlier Loss Ratio | 5.1 | 2.75 |
| Volatility (ann.) | 7.79% | 33.4% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.02 | 0.24 |
| Skew | 1.28 | 0.29 |
| Kurtosis | 152.04 | 8.67 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.05% | 1.17% |
| Expected Yearly % | 0.55% | 13.28% |
| Kelly Criterion | -7.53% | 14.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.85% |
| Expected Shortfall (cVaR) | -0.67% | -2.85% |
| Year | 11809087:ETHUSD | 11809087:ethusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.22 | 12.06 | -0.27 | + |
| 2023 | 91.16 | 4.22 | 0.05 | - |
| 2024 | 45.75 | -23.48 | -0.51 | - |
| 2025 | 5.94 | 14.38 | 2.42 | + |
| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -8.59% | -5.16% |
| 6M | 12.85% | 95.03% |
| YTD | 14.38% | 5.94% |
| 1Y | 0.68% | 43.62% |
| 3Y (ann.) | -1.75% | 32.06% |
| 5Y (ann.) | 0.63% | 15.44% |
| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| Max Drawdown | -34.06% | -64.23% |
| Longest DD Days | 603.0 | 565.0 |
| Avg. Drawdown | -3.34% | -9.24% |
| Avg. Drawdown Days | 55.0 | 48.0 |
| Recovery Factor | 0.07 | 1.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-11-04 | -34.06 | 603 |
| 2023-02-14 | 2024-01-16 | -11.15 | 336 |
| 2022-07-09 | 2022-08-31 | -8.29 | 52 |
| 2022-10-20 | 2022-12-05 | -4.15 | 45 |
| 2024-01-31 | 2024-03-04 | -3.53 | 32 |
| 2022-12-11 | 2022-12-12 | -1.67 | 1 |
| 2024-01-23 | 2024-01-23 | -0.61 | 0 |
| 2022-07-09 | 2022-07-09 | -0.51 | 0 |
| 2022-05-16 | 2022-06-03 | -0.41 | 18 |
| 2023-01-08 | 2023-01-08 | -0.35 | 0 |
| Metric | 11809087:ethusd:triple_med_gx:lsma85_75 | 11809087:ETHUSD |
|---|---|---|
| Best Day | 9.13% | 16.51% |
| Worst Day | -7.52% | -14.0% |
| Best Week | 11.38% | 27.26% |
| Worst Week | -8.42% | -34.61% |
| Best Month | 20.96% | 56.93% |
| Worst Month | -10.88% | -44.86% |
| Best Year | 14.38% | 91.16% |
| Worst Year | -23.48% | -44.22% |
| Avg. Up Day | 1.36% | 1.46% |
| Avg. Down Day | -0.77% | -1.05% |
| Avg. Up Week | 2.55% | 7.47% |
| Avg. Down Week | -2.84% | -7.23% |
| Avg. Up Month | 1.93% | 22.55% |
| Avg. Down Month | -3.77% | -9.43% |
| Win Days % | 31.41% | 50.44% |
| Win Month % | 50.0% | 46.51% |
| Win Week % | 51.11% | 51.89% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |