| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 29.09% | 101.29% |
| Max Drawdown | -36.89% | -64.23% |
| Sharpe | 0.22 | 0.32 |
| Sortino | 0.32 | 0.46 |
| Payoff Ratio | 1.26 | 1.14 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 60.14 | 2.99 |
| Outlier Loss Ratio | 3.53 | 2.99 |
| Volatility (ann.) | 11.08% | 33.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.21 | 0.35 |
| Skew | -0.89 | 0.32 |
| Kurtosis | 157.16 | 8.9 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.61% | 1.68% |
| Expected Yearly % | 6.59% | 19.11% |
| Kelly Criterion | 1.12% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.84% |
| Expected Shortfall (cVaR) | -0.95% | -2.84% |
| Year | 11833467:ETHUSD | 11833467:ethusd:triple_med_gx:lsma125_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 24.83 | -0.78 | + |
| 2023 | 91.16 | -3.63 | -0.04 | - |
| 2024 | 45.75 | -6.73 | -0.15 | - |
| 2025 | 5.94 | 15.06 | 2.54 | + |
| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -0.35% | -5.16% |
| 6M | 25.85% | 95.03% |
| YTD | 15.06% | 5.94% |
| 1Y | 14.4% | 43.62% |
| 3Y (ann.) | 2.4% | 32.06% |
| 5Y (ann.) | 7.77% | 22.74% |
| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| Max Drawdown | -36.89% | -64.23% |
| Longest DD Days | 476.0 | 515.0 |
| Avg. Drawdown | -4.94% | -10.23% |
| Avg. Drawdown Days | 52.0 | 39.0 |
| Recovery Factor | 0.79 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-11-04 | -36.89 | 476 |
| 2023-04-13 | 2024-04-14 | -22.99 | 367 |
| 2022-06-12 | 2022-07-18 | -13.38 | 36 |
| 2024-06-20 | 2024-07-15 | -7.53 | 24 |
| 2024-04-15 | 2024-06-19 | -3.93 | 64 |
| 2022-07-19 | 2022-09-16 | -3.83 | 59 |
| 2023-02-20 | 2023-04-10 | -3.02 | 49 |
| 2022-09-17 | 2022-09-19 | -2.86 | 2 |
| 2023-04-11 | 2023-04-12 | -2.78 | 1 |
| 2022-09-20 | 2022-09-26 | -1.75 | 6 |
| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 18.23% | 27.26% |
| Worst Week | -14.97% | -34.61% |
| Best Month | 18.23% | 56.93% |
| Worst Month | -14.97% | -38.95% |
| Best Year | 24.83% | 91.16% |
| Worst Year | -6.73% | -31.8% |
| Avg. Up Day | 1.31% | 1.33% |
| Avg. Down Day | -1.05% | -1.17% |
| Avg. Up Week | 4.86% | 9.73% |
| Avg. Down Week | -4.24% | -8.15% |
| Avg. Up Month | 7.5% | 30.35% |
| Avg. Down Month | -5.84% | -10.75% |
| Win Days % | 44.96% | 50.45% |
| Win Month % | 54.05% | 47.62% |
| Win Week % | 56.36% | 52.2% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 75.0% |