| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -1.83% | 96.26% |
| Max Drawdown | -40.44% | -64.23% |
| Sharpe | 0.06 | 0.31 |
| Sortino | 0.09 | 0.45 |
| Payoff Ratio | 1.3 | 1.15 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | 1.15 | 1.05 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 29.92 | 3.35 |
| Outlier Loss Ratio | 4.72 | 3.47 |
| Volatility (ann.) | 14.49% | 33.34% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.01 | 0.34 |
| Skew | 1.22 | 0.31 |
| Kurtosis | 48.32 | 8.81 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.04% | 1.58% |
| Expected Yearly % | -0.46% | 18.36% |
| Kelly Criterion | -5.99% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.84% |
| Expected Shortfall (cVaR) | -1.24% | -2.84% |
| Year | 11827598:ETHUSD | 11827598:ethusd:triple_med_gx:lsma140_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -7.98 | 0.24 | + |
| 2023 | 91.16 | -18.84 | -0.21 | - |
| 2024 | 45.75 | 39.69 | 0.87 | - |
| 2025 | 5.94 | -5.89 | -0.99 | - |
| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.64% | -5.16% |
| 6M | 0.15% | 95.03% |
| YTD | -5.89% | 5.94% |
| 1Y | -18.83% | 43.62% |
| 3Y (ann.) | -2.63% | 32.06% |
| 5Y (ann.) | -0.54% | 21.68% |
| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| Max Drawdown | -40.44% | -64.23% |
| Longest DD Days | 645.0 | 515.0 |
| Avg. Drawdown | -7.07% | -11.03% |
| Avg. Drawdown Days | 87.0 | 42.0 |
| Recovery Factor | -0.05 | 1.5 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-04-24 | -40.44 | 645 |
| 2024-09-14 | 2025-11-04 | -29.27 | 416 |
| 2024-05-18 | 2024-08-12 | -8.53 | 86 |
| 2024-08-14 | 2024-09-13 | -5.37 | 30 |
| 2024-05-13 | 2024-05-15 | -3.22 | 2 |
| 2024-05-16 | 2024-05-17 | -2.95 | 1 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2022-06-13 | 2022-06-23 | -2.48 | 10 |
| 2022-06-24 | 2022-06-25 | -2.31 | 1 |
| 2022-06-09 | 2022-06-13 | -0.52 | 4 |
| Metric | 11827598:ethusd:triple_med_gx:lsma140_95 | 11827598:ETHUSD |
|---|---|---|
| Best Day | 12.1% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 11.41% | 27.26% |
| Worst Week | -16.26% | -34.61% |
| Best Month | 26.18% | 56.93% |
| Worst Month | -16.24% | -44.86% |
| Best Year | 39.69% | 91.16% |
| Worst Year | -18.84% | -33.51% |
| Avg. Up Day | 1.24% | 1.28% |
| Avg. Down Day | -0.96% | -1.11% |
| Avg. Up Week | 4.08% | 8.16% |
| Avg. Down Week | -3.46% | -6.74% |
| Avg. Up Month | 6.42% | 19.13% |
| Avg. Down Month | -5.35% | -8.85% |
| Win Days % | 40.18% | 50.44% |
| Win Month % | 46.34% | 48.84% |
| Win Week % | 45.83% | 51.91% |
| Win Quarter % | 40.0% | 53.33% |
| Win Year % | 25.0% | 75.0% |