| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 5.41% | 206.94% |
| Max Drawdown | -9.34% | -64.23% |
| Sharpe | 0.1 | 0.42 |
| Sortino | 0.18 | 0.61 |
| Payoff Ratio | 1.84 | 1.16 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.09 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 205.1 | 2.18 |
| Outlier Loss Ratio | 4.02 | 2.41 |
| Volatility (ann.) | 5.1% | 32.36% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.17 | 0.61 |
| Skew | 12.74 | 0.32 |
| Kurtosis | 672.27 | 8.96 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.71% |
| Expected Yearly % | 1.33% | 32.36% |
| Kelly Criterion | -4.21% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.75% |
| Expected Shortfall (cVaR) | -0.44% | -2.75% |
| Year | 11825234:ETHUSD | 11825234:ethusd:triple_med_gx:lsma95_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | -1.64 | -0.41 | - |
| 2023 | 91.16 | 0.39 | 0.00 | - |
| 2024 | 45.75 | 8.88 | 0.19 | - |
| 2025 | 5.94 | -1.96 | -0.33 | - |
| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -7.11% | -5.16% |
| 6M | -2.76% | 95.03% |
| YTD | -1.96% | 5.94% |
| 1Y | 7.07% | 43.62% |
| 3Y (ann.) | 2.33% | 32.06% |
| 5Y (ann.) | 1.57% | 39.41% |
| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| Max Drawdown | -9.34% | -64.23% |
| Longest DD Days | 536.0 | 515.0 |
| Avg. Drawdown | -2.62% | -7.9% |
| Avg. Drawdown Days | 95.0 | 27.0 |
| Recovery Factor | 0.58 | 3.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-03 | 2024-12-20 | -9.34 | 536 |
| 2025-04-06 | 2025-11-04 | -9.12 | 211 |
| 2022-08-25 | 2023-01-08 | -2.23 | 136 |
| 2024-12-29 | 2025-01-14 | -1.47 | 15 |
| 2023-05-13 | 2023-06-30 | -1.30 | 48 |
| 2025-01-15 | 2025-01-15 | -1.11 | 0 |
| 2023-07-01 | 2023-07-03 | -0.94 | 2 |
| 2025-02-28 | 2025-02-28 | -0.38 | 0 |
| 2023-05-12 | 2023-05-12 | -0.18 | 0 |
| 2024-12-29 | 2024-12-29 | -0.18 | 0 |
| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| Best Day | 10.66% | 16.51% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 10.47% | 27.26% |
| Worst Week | -6.54% | -21.87% |
| Best Month | 9.21% | 56.93% |
| Worst Month | -6.54% | -32.24% |
| Best Year | 8.88% | 91.16% |
| Worst Year | -1.96% | 3.99% |
| Avg. Up Day | 1.53% | 1.6% |
| Avg. Down Day | -0.83% | -1.37% |
| Avg. Up Week | 3.02% | 12.57% |
| Avg. Down Week | -2.1% | -9.16% |
| Avg. Up Month | 2.38% | 22.24% |
| Avg. Down Month | -2.62% | -8.98% |
| Win Days % | 32.48% | 50.59% |
| Win Month % | 52.0% | 47.62% |
| Win Week % | 38.24% | 52.78% |
| Win Quarter % | 53.85% | 53.33% |
| Win Year % | 50.0% | 100.0% |