| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 9.88% | 101.29% |
| Max Drawdown | -40.54% | -64.23% |
| Sharpe | 0.13 | 0.32 |
| Sortino | 0.17 | 0.46 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 101.1 | 2.6 |
| Outlier Loss Ratio | 3.44 | 2.57 |
| Volatility (ann.) | 8.07% | 33.29% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.07 | 0.35 |
| Skew | -5.51 | 0.32 |
| Kurtosis | 348.6 | 8.9 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.22% | 1.68% |
| Expected Yearly % | 2.38% | 19.11% |
| Kelly Criterion | -6.48% | 2.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.84% |
| Expected Shortfall (cVaR) | -0.69% | -2.84% |
| Year | 11843249:ETHUSD | 11843249:ethusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 26.40 | -0.83 | + |
| 2023 | 91.16 | 8.42 | 0.09 | - |
| 2024 | 45.75 | -8.93 | -0.20 | - |
| 2025 | 5.94 | -11.95 | -2.01 | - |
| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 3.07% | -5.16% |
| 6M | 8.06% | 95.03% |
| YTD | -11.95% | 5.94% |
| 1Y | -12.11% | 43.62% |
| 3Y (ann.) | -3.35% | 32.06% |
| 5Y (ann.) | 2.8% | 22.74% |
| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| Max Drawdown | -40.54% | -64.23% |
| Longest DD Days | 502.0 | 515.0 |
| Avg. Drawdown | -3.53% | -10.23% |
| Avg. Drawdown Days | 51.0 | 39.0 |
| Recovery Factor | 0.24 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-11-04 | -40.54 | 502 |
| 2023-04-11 | 2023-11-22 | -10.52 | 225 |
| 2022-07-19 | 2022-09-19 | -4.74 | 62 |
| 2022-09-25 | 2022-12-13 | -3.73 | 78 |
| 2024-03-16 | 2024-04-14 | -2.61 | 29 |
| 2023-11-24 | 2024-01-10 | -1.95 | 47 |
| 2023-02-20 | 2023-04-10 | -1.59 | 49 |
| 2024-02-11 | 2024-03-13 | -1.18 | 30 |
| 2024-02-10 | 2024-02-11 | -0.82 | 0 |
| 2022-07-18 | 2022-07-18 | -0.68 | 0 |
| Metric | 11843249:ethusd:triple_med_gx:lsma120_110 | 11843249:ETHUSD |
|---|---|---|
| Best Day | 7.65% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 13.92% | 27.26% |
| Worst Week | -14.31% | -34.61% |
| Best Month | 13.92% | 56.93% |
| Worst Month | -14.31% | -38.95% |
| Best Year | 26.4% | 91.16% |
| Worst Year | -11.95% | -31.8% |
| Avg. Up Day | 1.16% | 1.19% |
| Avg. Down Day | -1.05% | -1.14% |
| Avg. Up Week | 3.95% | 11.28% |
| Avg. Down Week | -3.63% | -6.01% |
| Avg. Up Month | 5.51% | 28.42% |
| Avg. Down Month | -4.57% | -8.93% |
| Win Days % | 44.24% | 50.45% |
| Win Month % | 50.0% | 47.62% |
| Win Week % | 50.0% | 52.2% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 50.0% | 75.0% |