| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 6.4% | 101.29% |
| Max Drawdown | -38.45% | -64.23% |
| Sharpe | 0.1 | 0.32 |
| Sortino | 0.14 | 0.46 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 56.3 | 2.99 |
| Outlier Loss Ratio | 3.41 | 3.04 |
| Volatility (ann.) | 11.67% | 33.29% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.05 | 0.35 |
| Skew | -2.1 | 0.32 |
| Kurtosis | 143.2 | 8.9 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.15% | 1.68% |
| Expected Yearly % | 1.56% | 19.11% |
| Kelly Criterion | -4.04% | 2.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.84% |
| Expected Shortfall (cVaR) | -1.0% | -2.84% |
| Year | 11843256:ETHUSD | 11843256:ethusd:triple_med_gx:lsma135_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 12.11 | -0.38 | + |
| 2023 | 91.16 | 10.67 | 0.12 | - |
| 2024 | 45.75 | -8.68 | -0.19 | - |
| 2025 | 5.94 | -6.10 | -1.03 | - |
| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.64% | -5.16% |
| 6M | 8.67% | 95.03% |
| YTD | -6.1% | 5.94% |
| 1Y | -5.0% | 43.62% |
| 3Y (ann.) | -0.63% | 32.06% |
| 5Y (ann.) | 1.83% | 22.74% |
| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| Max Drawdown | -38.45% | -64.23% |
| Longest DD Days | 534.0 | 515.0 |
| Avg. Drawdown | -7.88% | -10.23% |
| Avg. Drawdown Days | 82.0 | 39.0 |
| Recovery Factor | 0.17 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2025-11-04 | -38.45 | 534 |
| 2022-06-12 | 2022-09-19 | -22.72 | 99 |
| 2023-04-14 | 2024-01-11 | -12.09 | 272 |
| 2022-09-21 | 2022-10-25 | -12.09 | 33 |
| 2024-04-15 | 2024-05-17 | -5.75 | 32 |
| 2024-01-11 | 2024-02-12 | -5.14 | 32 |
| 2023-02-20 | 2023-04-13 | -5.03 | 52 |
| 2024-02-13 | 2024-04-14 | -3.46 | 61 |
| 2022-12-14 | 2023-01-14 | -2.87 | 30 |
| 2022-09-20 | 2022-09-21 | -1.83 | 1 |
| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| Best Day | 9.82% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 16.8% | 27.26% |
| Worst Week | -17.99% | -34.61% |
| Best Month | 16.8% | 56.93% |
| Worst Month | -17.99% | -38.95% |
| Best Year | 12.11% | 91.16% |
| Worst Year | -8.68% | -31.8% |
| Avg. Up Day | 1.23% | 1.25% |
| Avg. Down Day | -1.13% | -1.21% |
| Avg. Up Week | 4.77% | 9.87% |
| Avg. Down Week | -3.52% | -7.34% |
| Avg. Up Month | 8.03% | 28.42% |
| Avg. Down Month | -6.35% | -12.15% |
| Win Days % | 45.96% | 50.45% |
| Win Month % | 48.65% | 47.62% |
| Win Week % | 44.29% | 52.2% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 75.0% |