| Metric | 11849600:ethusd:triple_med_gx:lsma280_60 | 11849600:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 55.47% | 43.28% |
| Max Drawdown | -32.59% | -63.79% |
| Sharpe | 0.66 | 0.53 |
| Sortino | 0.95 | 0.78 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.67 | 1.15 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.4 | 1.06 |
| Outlier Win Ratio | 19.39 | 3.45 |
| Outlier Loss Ratio | 3.76 | 3.53 |
| Volatility (ann.) | 32.51% | 65.92% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.53 | 0.22 |
| Skew | -0.22 | 0.3 |
| Kurtosis | 11.24 | 4.96 |
| Expected Daily % | 0.04% | 0.04% |
| Expected Monthly % | 1.31% | 1.06% |
| Expected Yearly % | 11.66% | 9.41% |
| Kelly Criterion | 7.2% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.74% | -5.58% |
| Expected Shortfall (cVaR) | -2.74% | -5.58% |
| Year | 11849600:ETHUSD | 11849600:ethusd:triple_med_gx:lsma280_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 7.24 | -8.95 | -1.24 | - |
| 2023 | 91.16 | 55.17 | 0.61 | - |
| 2024 | 45.75 | 10.64 | 0.23 | - |
| 2025 | -52.05 | -0.54 | 0.01 | + |
| Metric | 11849600:ethusd:triple_med_gx:lsma280_60 | 11849600:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | 1.4% | -51.11% |
| 6M | -15.08% | -34.52% |
| YTD | -0.54% | -52.05% |
| 1Y | -18.8% | -50.7% |
| 3Y (ann.) | 17.38% | 13.95% |
| 5Y (ann.) | 17.38% | 13.95% |
| Metric | 11849600:ethusd:triple_med_gx:lsma280_60 | 11849600:ETHUSD |
|---|---|---|
| Max Drawdown | -32.59% | -63.79% |
| Longest DD Days | 369.0 | 397.0 |
| Avg. Drawdown | -6.57% | -9.83% |
| Avg. Drawdown Days | 36.0 | 44.0 |
| Recovery Factor | 1.7 | 0.68 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-09 | 2025-04-13 | -32.59 | 369 |
| 2022-09-11 | 2023-01-14 | -29.80 | 125 |
| 2023-02-21 | 2023-03-14 | -16.06 | 21 |
| 2022-08-26 | 2022-09-09 | -15.83 | 14 |
| 2024-04-01 | 2024-04-08 | -10.04 | 7 |
| 2023-05-06 | 2023-12-05 | -10.00 | 213 |
| 2023-12-09 | 2023-12-27 | -7.69 | 18 |
| 2023-12-28 | 2024-01-10 | -7.15 | 13 |
| 2024-01-12 | 2024-02-07 | -6.53 | 26 |
| 2023-04-30 | 2023-05-05 | -4.06 | 5 |
| Metric | 11849600:ethusd:triple_med_gx:lsma280_60 | 11849600:ETHUSD |
|---|---|---|
| Best Day | 10.23% | 19.2% |
| Worst Day | -11.04% | -17.59% |
| Best Week | 25.43% | 25.43% |
| Worst Week | -16.62% | -21.87% |
| Best Month | 28.86% | 50.66% |
| Worst Month | -15.03% | -32.24% |
| Best Year | 55.17% | 91.16% |
| Worst Year | -8.95% | -52.05% |
| Avg. Up Day | 2.48% | 2.49% |
| Avg. Down Day | -2.17% | -2.22% |
| Avg. Up Week | 6.49% | 6.85% |
| Avg. Down Week | -5.21% | -5.2% |
| Avg. Up Month | 11.54% | 16.88% |
| Avg. Down Month | -9.85% | -10.08% |
| Win Days % | 50.51% | 50.4% |
| Win Month % | 61.11% | 50.0% |
| Win Week % | 56.6% | 51.35% |
| Win Quarter % | 44.44% | 50.0% |
| Win Year % | 50.0% | 75.0% |