| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -9.06% | 101.29% |
| Max Drawdown | -40.23% | -64.23% |
| Sharpe | -0.03 | 0.32 |
| Sortino | -0.04 | 0.46 |
| Payoff Ratio | 1.09 | 0.92 |
| Profit Factor | 0.98 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.45 | 0.49 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 86.04 | 2.69 |
| Outlier Loss Ratio | 3.57 | 2.81 |
| Volatility (ann.) | 8.98% | 33.29% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.07 | 0.35 |
| Skew | -2.62 | 0.32 |
| Kurtosis | 283.77 | 8.9 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.23% | 1.68% |
| Expected Yearly % | -2.35% | 19.11% |
| Kelly Criterion | -9.96% | -3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.84% |
| Expected Shortfall (cVaR) | -0.77% | -2.84% |
| Year | 11838305:ETHUSD | 11838305:ethusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 12.30 | -0.39 | + |
| 2023 | 91.16 | 3.44 | 0.04 | - |
| 2024 | 45.75 | -6.14 | -0.13 | - |
| 2025 | 5.94 | -16.58 | -2.79 | - |
| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 1.16% | -5.16% |
| 6M | -0.06% | 95.03% |
| YTD | -16.58% | 5.94% |
| 1Y | -16.58% | 43.62% |
| 3Y (ann.) | -6.13% | 32.06% |
| 5Y (ann.) | -2.74% | 22.74% |
| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| Max Drawdown | -40.23% | -64.23% |
| Longest DD Days | 475.0 | 515.0 |
| Avg. Drawdown | -4.6% | -10.23% |
| Avg. Drawdown Days | 56.0 | 39.0 |
| Recovery Factor | -0.23 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-11-04 | -40.23 | 475 |
| 2023-04-11 | 2024-01-10 | -14.67 | 274 |
| 2022-07-19 | 2023-01-13 | -12.39 | 178 |
| 2024-02-11 | 2024-04-14 | -3.89 | 63 |
| 2024-06-20 | 2024-07-15 | -3.23 | 25 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2023-02-20 | 2023-04-10 | -2.56 | 49 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-05-16 | 2024-05-17 | -1.63 | 1 |
| 2024-02-10 | 2024-02-11 | -0.82 | 0 |
| Metric | 11838305:ethusd:triple_med_gx:lsma120_105 | 11838305:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 12.45% | 27.26% |
| Worst Week | -14.65% | -34.61% |
| Best Month | 12.45% | 56.93% |
| Worst Month | -14.65% | -38.95% |
| Best Year | 12.3% | 91.16% |
| Worst Year | -16.58% | -31.8% |
| Avg. Up Day | 1.15% | 1.18% |
| Avg. Down Day | -1.05% | -1.28% |
| Avg. Up Week | 3.63% | 10.13% |
| Avg. Down Week | -3.89% | -7.24% |
| Avg. Up Month | 5.34% | 27.48% |
| Avg. Down Month | -5.12% | -8.75% |
| Win Days % | 42.57% | 50.45% |
| Win Month % | 47.06% | 47.62% |
| Win Week % | 46.15% | 52.2% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |