| Metric | 11812594:ethusd:triple_med_gx:lsma205_80 | 11812594:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 67.25% | 107.76% |
| Max Drawdown | -19.35% | -64.23% |
| Sharpe | 0.43 | 0.35 |
| Sortino | 0.73 | 0.51 |
| Payoff Ratio | 1.53 | 1.22 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 0.07 | 1.09 |
| CPC Index | 0.75 | 0.65 |
| Tail Ratio | 0.06 | 1.03 |
| Outlier Win Ratio | 47.91 | 3.08 |
| Outlier Loss Ratio | 4.71 | 3.04 |
| Volatility (ann.) | 11.47% | 33.1% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.96 | 0.43 |
| Skew | 4.03 | 0.35 |
| Kurtosis | 119.12 | 9.3 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.4% | 2.0% |
| Expected Yearly % | 13.72% | 20.06% |
| Kelly Criterion | -0.08% | 9.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.82% |
| Expected Shortfall (cVaR) | -0.97% | -2.82% |
| Year | 11812594:ETHUSD | 11812594:ethusd:triple_med_gx:lsma205_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.02 | 26.29 | -25.77 | + |
| 2023 | 91.16 | 7.20 | 0.08 | - |
| 2024 | 45.75 | 49.22 | 1.08 | + |
| 2025 | -24.66 | -17.21 | 0.70 | + |
| Metric | 11812594:ethusd:triple_med_gx:lsma205_80 | 11812594:ETHUSD |
|---|---|---|
| MTD | 0.04% | -0.81% |
| 3M | -6.74% | 21.99% |
| 6M | -17.31% | -30.79% |
| YTD | -17.21% | -24.66% |
| 1Y | 16.69% | -27.95% |
| 3Y (ann.) | 19.03% | 36.13% |
| 5Y (ann.) | 18.61% | 27.46% |
| Metric | 11812594:ethusd:triple_med_gx:lsma205_80 | 11812594:ETHUSD |
|---|---|---|
| Max Drawdown | -19.35% | -64.23% |
| Longest DD Days | 570.0 | 464.0 |
| Avg. Drawdown | -2.7% | -8.33% |
| Avg. Drawdown Days | 32.0 | 28.0 |
| Recovery Factor | 3.47 | 1.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-19 | -19.35 | 105 |
| 2022-07-30 | 2024-02-20 | -13.92 | 570 |
| 2024-12-23 | 2025-03-06 | -12.62 | 72 |
| 2024-04-19 | 2024-08-08 | -8.42 | 111 |
| 2022-06-20 | 2022-07-27 | -6.67 | 37 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-11-15 | 2024-11-16 | -2.18 | 0 |
| 2024-03-02 | 2024-04-16 | -2.10 | 45 |
| 2024-11-02 | 2024-11-05 | -2.05 | 3 |
| 2024-09-12 | 2024-09-17 | -2.04 | 5 |
| Metric | 11812594:ethusd:triple_med_gx:lsma205_80 | 11812594:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 20.97% | 27.26% |
| Worst Week | -8.13% | -21.87% |
| Best Month | 23.27% | 56.93% |
| Worst Month | -8.45% | -32.24% |
| Best Year | 49.22% | 91.16% |
| Worst Year | -17.21% | -24.66% |
| Avg. Up Day | 1.35% | 1.41% |
| Avg. Down Day | -0.88% | -1.15% |
| Avg. Up Week | 4.21% | 7.69% |
| Avg. Down Week | -2.18% | -5.6% |
| Avg. Up Month | 8.07% | 23.85% |
| Avg. Down Month | -2.49% | -9.69% |
| Win Days % | 39.46% | 50.27% |
| Win Month % | 44.44% | 48.65% |
| Win Week % | 43.21% | 52.17% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |