| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 19.75% | 75.17% |
| Max Drawdown | -24.73% | -64.23% |
| Sharpe | 0.21 | 0.29 |
| Sortino | 0.33 | 0.42 |
| Payoff Ratio | 1.44 | 1.3 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.63 | 0.69 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 74.39 | 2.81 |
| Outlier Loss Ratio | 5.09 | 2.85 |
| Volatility (ann.) | 7.67% | 33.39% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.22 | 0.27 |
| Skew | 1.67 | 0.29 |
| Kurtosis | 87.26 | 8.72 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.42% | 1.31% |
| Expected Yearly % | 4.61% | 15.04% |
| Kelly Criterion | -2.8% | 12.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.85% |
| Expected Shortfall (cVaR) | -0.66% | -2.85% |
| Year | 11831296:ETHUSD | 11831296:ethusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.65 | 11.79 | -0.29 | + |
| 2023 | 91.16 | 4.06 | 0.04 | - |
| 2024 | 45.75 | 8.14 | 0.18 | - |
| 2025 | 5.94 | -4.80 | -0.81 | - |
| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 13.29% | -5.16% |
| 6M | 1.28% | 95.03% |
| YTD | -4.8% | 5.94% |
| 1Y | -5.35% | 43.62% |
| 3Y (ann.) | 1.54% | 32.06% |
| 5Y (ann.) | 5.34% | 17.57% |
| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| Max Drawdown | -24.73% | -64.23% |
| Longest DD Days | 541.0 | 515.0 |
| Avg. Drawdown | -4.81% | -9.7% |
| Avg. Drawdown Days | 72.0 | 43.0 |
| Recovery Factor | 0.8 | 1.17 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-11-04 | -24.73 | 336 |
| 2024-04-04 | 2024-11-27 | -14.80 | 237 |
| 2022-09-09 | 2024-03-03 | -11.04 | 541 |
| 2022-08-30 | 2022-09-07 | -6.59 | 8 |
| 2022-08-03 | 2022-08-05 | -4.22 | 2 |
| 2024-03-05 | 2024-03-20 | -4.11 | 15 |
| 2022-08-06 | 2022-08-08 | -3.18 | 2 |
| 2022-07-01 | 2022-07-04 | -3.05 | 2 |
| 2024-03-25 | 2024-03-25 | -1.60 | 0 |
| 2024-03-25 | 2024-04-04 | -1.52 | 9 |
| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| Best Day | 6.42% | 16.51% |
| Worst Day | -6.19% | -14.0% |
| Best Week | 12.01% | 27.26% |
| Worst Week | -7.35% | -34.61% |
| Best Month | 14.18% | 56.93% |
| Worst Month | -8.13% | -44.86% |
| Best Year | 11.79% | 91.16% |
| Worst Year | -4.8% | -40.65% |
| Avg. Up Day | 1.08% | 1.13% |
| Avg. Down Day | -0.75% | -0.86% |
| Avg. Up Week | 2.94% | 7.96% |
| Avg. Down Week | -2.52% | -6.52% |
| Avg. Up Month | 4.08% | 23.26% |
| Avg. Down Month | -3.16% | -7.71% |
| Win Days % | 39.3% | 50.47% |
| Win Month % | 52.5% | 46.51% |
| Win Week % | 51.32% | 51.89% |
| Win Quarter % | 40.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |