| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 16.44% | 101.29% |
| Max Drawdown | -35.15% | -64.23% |
| Sharpe | 0.16 | 0.32 |
| Sortino | 0.23 | 0.46 |
| Payoff Ratio | 1.27 | 1.11 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 69.56 | 2.86 |
| Outlier Loss Ratio | 3.73 | 2.85 |
| Volatility (ann.) | 9.79% | 33.29% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.13 | 0.35 |
| Skew | -1.28 | 0.32 |
| Kurtosis | 210.06 | 8.9 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.36% | 1.68% |
| Expected Yearly % | 3.88% | 19.11% |
| Kelly Criterion | -1.15% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.84% |
| Expected Shortfall (cVaR) | -0.84% | -2.84% |
| Year | 11833468:ETHUSD | 11833468:ethusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 20.80 | -0.65 | + |
| 2023 | 91.16 | -3.35 | -0.04 | - |
| 2024 | 45.75 | -2.59 | -0.06 | - |
| 2025 | 5.94 | 2.39 | 0.40 | - |
| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.86% | -5.16% |
| 6M | 15.74% | 95.03% |
| YTD | 2.39% | 5.94% |
| 1Y | 2.2% | 43.62% |
| 3Y (ann.) | 0.03% | 32.06% |
| 5Y (ann.) | 4.56% | 22.74% |
| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| Max Drawdown | -35.15% | -64.23% |
| Longest DD Days | 475.0 | 515.0 |
| Avg. Drawdown | -4.74% | -10.23% |
| Avg. Drawdown Days | 68.0 | 39.0 |
| Recovery Factor | 0.47 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-11-04 | -35.15 | 475 |
| 2023-06-03 | 2024-06-19 | -20.13 | 382 |
| 2022-07-19 | 2023-01-11 | -9.12 | 176 |
| 2024-06-20 | 2024-07-14 | -3.23 | 23 |
| 2023-02-20 | 2023-04-10 | -3.02 | 49 |
| 2023-04-11 | 2023-06-02 | -2.78 | 52 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2022-07-18 | 2022-07-18 | -0.68 | 0 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| Metric | 11833468:ethusd:triple_med_gx:lsma120_100 | 11833468:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 14.84% | 27.26% |
| Worst Week | -14.97% | -34.61% |
| Best Month | 14.84% | 56.93% |
| Worst Month | -14.97% | -38.95% |
| Best Year | 20.8% | 91.16% |
| Worst Year | -3.35% | -31.8% |
| Avg. Up Day | 1.22% | 1.24% |
| Avg. Down Day | -0.96% | -1.13% |
| Avg. Up Week | 4.5% | 10.64% |
| Avg. Down Week | -3.64% | -7.32% |
| Avg. Up Month | 6.84% | 34.01% |
| Avg. Down Month | -3.97% | -8.53% |
| Win Days % | 43.47% | 50.45% |
| Win Month % | 45.71% | 47.62% |
| Win Week % | 46.43% | 52.2% |
| Win Quarter % | 50.0% | 53.33% |
| Win Year % | 50.0% | 75.0% |