| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -2.36% | 101.29% |
| Max Drawdown | -38.84% | -64.23% |
| Sharpe | 0.04 | 0.32 |
| Sortino | 0.05 | 0.46 |
| Payoff Ratio | 1.11 | 0.96 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.5 | 0.51 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 70.82 | 2.86 |
| Outlier Loss Ratio | 3.31 | 2.85 |
| Volatility (ann.) | 10.41% | 33.29% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.02 | 0.35 |
| Skew | -1.74 | 0.32 |
| Kurtosis | 194.42 | 8.9 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.06% | 1.68% |
| Expected Yearly % | -0.59% | 19.11% |
| Kelly Criterion | -6.85% | -1.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.84% |
| Expected Shortfall (cVaR) | -0.9% | -2.84% |
| Year | 11838293:ETHUSD | 11838293:ethusd:triple_med_gx:lsma125_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 16.04 | -0.50 | + |
| 2023 | 91.16 | 3.51 | 0.04 | - |
| 2024 | 45.75 | -13.56 | -0.30 | - |
| 2025 | 5.94 | -5.96 | -1.00 | - |
| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.6% | -5.16% |
| 6M | 8.98% | 95.03% |
| YTD | -5.96% | 5.94% |
| 1Y | -6.5% | 43.62% |
| 3Y (ann.) | -4.93% | 32.06% |
| 5Y (ann.) | -0.7% | 22.74% |
| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| Max Drawdown | -38.84% | -64.23% |
| Longest DD Days | 501.0 | 515.0 |
| Avg. Drawdown | -5.57% | -10.23% |
| Avg. Drawdown Days | 60.0 | 39.0 |
| Recovery Factor | -0.06 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-11-04 | -38.84 | 501 |
| 2023-04-13 | 2024-02-09 | -18.27 | 301 |
| 2022-06-12 | 2022-07-18 | -15.18 | 36 |
| 2022-09-17 | 2022-10-20 | -7.54 | 33 |
| 2024-04-15 | 2024-06-20 | -3.93 | 65 |
| 2022-07-19 | 2022-08-22 | -3.23 | 34 |
| 2023-04-11 | 2023-04-12 | -2.78 | 1 |
| 2024-02-11 | 2024-04-14 | -2.57 | 63 |
| 2023-02-20 | 2023-04-10 | -2.56 | 49 |
| 2022-10-20 | 2022-10-23 | -1.92 | 3 |
| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 15.78% | 27.26% |
| Worst Week | -14.65% | -34.61% |
| Best Month | 15.78% | 56.93% |
| Worst Month | -14.65% | -38.95% |
| Best Year | 16.04% | 91.16% |
| Worst Year | -13.56% | -31.8% |
| Avg. Up Day | 1.25% | 1.28% |
| Avg. Down Day | -1.13% | -1.34% |
| Avg. Up Week | 4.19% | 9.6% |
| Avg. Down Week | -5.05% | -8.45% |
| Avg. Up Month | 5.86% | 28.42% |
| Avg. Down Month | -6.12% | -9.86% |
| Win Days % | 43.75% | 50.45% |
| Win Month % | 52.78% | 47.62% |
| Win Week % | 54.55% | 52.2% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |