| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 23.41% | 101.29% |
| Max Drawdown | -41.58% | -64.23% |
| Sharpe | 0.21 | 0.32 |
| Sortino | 0.29 | 0.46 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 76.4 | 2.82 |
| Outlier Loss Ratio | 3.4 | 2.73 |
| Volatility (ann.) | 9.63% | 33.29% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.15 | 0.35 |
| Skew | -2.91 | 0.32 |
| Kurtosis | 219.39 | 8.9 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.5% | 1.68% |
| Expected Yearly % | 5.4% | 19.11% |
| Kelly Criterion | -1.77% | 5.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.84% |
| Expected Shortfall (cVaR) | -0.82% | -2.84% |
| Year | 11843253:ETHUSD | 11843253:ethusd:triple_med_gx:lsma125_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 28.09 | -0.88 | + |
| 2023 | 91.16 | 6.62 | 0.07 | - |
| 2024 | 45.75 | -14.30 | -0.31 | - |
| 2025 | 5.94 | 5.45 | 0.92 | - |
| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 2.12% | -5.16% |
| 6M | 17.42% | 95.03% |
| YTD | 5.45% | 5.94% |
| 1Y | 5.3% | 43.62% |
| 3Y (ann.) | 0.02% | 32.06% |
| 5Y (ann.) | 6.36% | 22.74% |
| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| Max Drawdown | -41.58% | -64.23% |
| Longest DD Days | 534.0 | 515.0 |
| Avg. Drawdown | -3.98% | -10.23% |
| Avg. Drawdown Days | 43.0 | 39.0 |
| Recovery Factor | 0.56 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2025-11-04 | -41.58 | 534 |
| 2023-05-11 | 2024-01-10 | -17.33 | 244 |
| 2022-06-12 | 2022-07-18 | -13.36 | 36 |
| 2024-04-15 | 2024-05-17 | -3.94 | 32 |
| 2022-07-19 | 2022-08-22 | -3.23 | 34 |
| 2023-04-11 | 2023-04-12 | -2.78 | 1 |
| 2024-03-16 | 2024-04-14 | -2.61 | 29 |
| 2022-09-20 | 2022-09-26 | -1.75 | 6 |
| 2023-02-20 | 2023-04-10 | -1.59 | 49 |
| 2024-02-11 | 2024-03-15 | -1.34 | 33 |
| Metric | 11843253:ethusd:triple_med_gx:lsma125_110 | 11843253:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 16.51% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 17.29% | 27.26% |
| Worst Week | -14.31% | -34.61% |
| Best Month | 17.29% | 56.93% |
| Worst Month | -14.31% | -38.95% |
| Best Year | 28.09% | 91.16% |
| Worst Year | -14.3% | -31.8% |
| Avg. Up Day | 1.25% | 1.27% |
| Avg. Down Day | -1.07% | -1.16% |
| Avg. Up Week | 4.32% | 9.42% |
| Avg. Down Week | -3.48% | -6.96% |
| Avg. Up Month | 6.55% | 30.0% |
| Avg. Down Month | -5.57% | -11.4% |
| Win Days % | 45.13% | 50.45% |
| Win Month % | 52.78% | 47.62% |
| Win Week % | 50.82% | 52.2% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |