| Metric | 11812562:ethusd:triple_med_gx:lsma145_80 | 11812562:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 13.69% | 25.55% |
| Max Drawdown | -17.93% | -64.23% |
| Sharpe | 0.15 | 0.22 |
| Sortino | 0.23 | 0.32 |
| Payoff Ratio | 1.42 | 1.07 |
| Profit Factor | 1.09 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 59.98 | 2.85 |
| Outlier Loss Ratio | 4.78 | 2.93 |
| Volatility (ann.) | 10.05% | 33.44% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.24 | 0.12 |
| Skew | 0.96 | 0.27 |
| Kurtosis | 126.19 | 9.05 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.34% | 0.6% |
| Expected Yearly % | 3.26% | 5.85% |
| Kelly Criterion | -6.57% | 3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.86% |
| Expected Shortfall (cVaR) | -0.86% | -2.86% |
| Year | 11812562:ETHUSD | 11812562:ethusd:triple_med_gx:lsma145_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -3.54 | 0.09 | + |
| 2023 | 91.16 | -6.39 | -0.07 | - |
| 2024 | 45.75 | 25.24 | 0.55 | - |
| 2025 | -24.66 | 0.54 | -0.02 | + |
| Metric | 11812562:ethusd:triple_med_gx:lsma145_80 | 11812562:ETHUSD |
|---|---|---|
| MTD | -1.68% | -0.81% |
| 3M | 1.55% | 21.99% |
| 6M | 0.76% | -30.79% |
| YTD | 0.54% | -24.66% |
| 1Y | 16.04% | -27.95% |
| 3Y (ann.) | 9.01% | 36.13% |
| 5Y (ann.) | 4.29% | 7.73% |
| Metric | 11812562:ethusd:triple_med_gx:lsma145_80 | 11812562:ETHUSD |
|---|---|---|
| Max Drawdown | -17.93% | -64.23% |
| Longest DD Days | 485.0 | 464.0 |
| Avg. Drawdown | -7.16% | -11.23% |
| Avg. Drawdown Days | 101.0 | 45.0 |
| Recovery Factor | 0.76 | 0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-09 | 2023-01-20 | -17.93 | 225 |
| 2025-03-06 | 2025-06-19 | -16.47 | 105 |
| 2023-01-21 | 2024-05-20 | -15.14 | 485 |
| 2024-09-03 | 2024-11-15 | -9.25 | 73 |
| 2024-05-25 | 2024-08-08 | -7.12 | 75 |
| 2025-01-13 | 2025-03-02 | -4.99 | 48 |
| 2024-09-01 | 2024-09-02 | -0.18 | 0 |
| 2025-03-05 | 2025-03-06 | -0.18 | 0 |
| 2024-05-24 | 2024-05-25 | -0.18 | 0 |
| 2024-12-23 | 2024-12-23 | -0.18 | 0 |
| Metric | 11812562:ethusd:triple_med_gx:lsma145_80 | 11812562:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 16.51% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 10.43% | 27.26% |
| Worst Week | -8.54% | -34.61% |
| Best Month | 10.43% | 56.93% |
| Worst Month | -11.68% | -44.86% |
| Best Year | 25.24% | 91.16% |
| Worst Year | -6.39% | -40.19% |
| Avg. Up Day | 1.23% | 1.31% |
| Avg. Down Day | -0.87% | -1.23% |
| Avg. Up Week | 2.43% | 8.25% |
| Avg. Down Week | -2.71% | -7.33% |
| Avg. Up Month | 4.58% | 29.52% |
| Avg. Down Month | -4.18% | -8.86% |
| Win Days % | 37.5% | 50.13% |
| Win Month % | 52.78% | 47.37% |
| Win Week % | 49.37% | 51.53% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |