| Metric | 11837964:ethusd:triple_med_gx:lsma55_105 | 11837964:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 50.55% | 36.49% |
| Max Drawdown | -30.38% | -64.23% |
| Sharpe | 0.36 | 0.24 |
| Sortino | 0.56 | 0.35 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.4 | 1.05 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 38.43 | 3.05 |
| Outlier Loss Ratio | 4.71 | 3.19 |
| Volatility (ann.) | 11.08% | 33.45% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.47 | 0.17 |
| Skew | 1.71 | 0.27 |
| Kurtosis | 55.86 | 9.07 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.11% | 0.84% |
| Expected Yearly % | 10.77% | 8.09% |
| Kelly Criterion | 1.34% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.86% |
| Expected Shortfall (cVaR) | -0.94% | -2.86% |
| Year | 11837964:ETHUSD | 11837964:ethusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.98 | 1.03 | -0.03 | + |
| 2023 | 91.16 | 10.79 | 0.12 | - |
| 2024 | 45.75 | 32.68 | 0.71 | - |
| 2025 | -24.66 | 1.37 | -0.06 | + |
| Metric | 11837964:ethusd:triple_med_gx:lsma55_105 | 11837964:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.3% | 21.99% |
| 6M | 3.26% | -30.79% |
| YTD | 1.37% | -24.66% |
| 1Y | 24.93% | -27.95% |
| 3Y (ann.) | 15.1% | 36.13% |
| 5Y (ann.) | 14.36% | 10.74% |
| Metric | 11837964:ethusd:triple_med_gx:lsma55_105 | 11837964:ETHUSD |
|---|---|---|
| Max Drawdown | -30.38% | -64.23% |
| Longest DD Days | 585.0 | 464.0 |
| Avg. Drawdown | -5.38% | -10.48% |
| Avg. Drawdown Days | 56.0 | 42.0 |
| Recovery Factor | 1.66 | 0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2024-03-05 | -30.38 | 585 |
| 2024-03-18 | 2024-07-17 | -13.37 | 120 |
| 2024-08-14 | 2024-10-14 | -10.43 | 61 |
| 2025-01-02 | 2025-05-22 | -10.02 | 139 |
| 2025-05-23 | 2025-06-19 | -7.34 | 27 |
| 2022-06-26 | 2022-07-27 | -5.67 | 31 |
| 2024-11-19 | 2024-11-21 | -4.42 | 2 |
| 2024-10-15 | 2024-11-06 | -3.31 | 22 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-20 | 2024-08-14 | -2.89 | 25 |
| Metric | 11837964:ethusd:triple_med_gx:lsma55_105 | 11837964:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 14.49% | 27.26% |
| Worst Week | -12.99% | -34.61% |
| Best Month | 19.27% | 56.93% |
| Worst Month | -12.23% | -41.79% |
| Best Year | 32.68% | 91.16% |
| Worst Year | 1.03% | -34.98% |
| Avg. Up Day | 1.04% | 1.06% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.65% | 7.41% |
| Avg. Down Week | -2.85% | -5.56% |
| Avg. Up Month | 7.26% | 24.22% |
| Avg. Down Month | -3.6% | -12.4% |
| Win Days % | 45.48% | 50.16% |
| Win Month % | 52.94% | 48.65% |
| Win Week % | 48.53% | 51.53% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |