| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -5.32% | 81.78% |
| Max Drawdown | -12.89% | -64.23% |
| Sharpe | -0.14 | 0.3 |
| Sortino | -0.22 | 0.43 |
| Payoff Ratio | 2.15 | 1.52 |
| Profit Factor | 0.86 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.43 | 0.8 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 417.63 | 2.17 |
| Outlier Loss Ratio | 6.86 | 2.44 |
| Volatility (ann.) | 2.66% | 33.39% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.12 | 0.29 |
| Skew | 7.26 | 0.3 |
| Kurtosis | 282.27 | 8.74 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.13% | 1.4% |
| Expected Yearly % | -1.36% | 16.11% |
| Kelly Criterion | -11.89% | 17.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.85% |
| Expected Shortfall (cVaR) | -0.23% | -2.85% |
| Year | 11849609:ETHUSD | 11849609:ethusd:triple_med_gx:lsma125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 5.42 | -0.14 | + |
| 2023 | 91.16 | -2.89 | -0.03 | - |
| 2024 | 45.75 | -3.10 | -0.07 | - |
| 2025 | 5.94 | -4.55 | -0.77 | - |
| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -2.45% | -5.16% |
| 6M | -7.18% | 95.03% |
| YTD | -4.55% | 5.94% |
| 1Y | -6.39% | 43.62% |
| 3Y (ann.) | -3.2% | 32.06% |
| 5Y (ann.) | -1.57% | 18.93% |
| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| Max Drawdown | -12.89% | -64.23% |
| Longest DD Days | 539.0 | 515.0 |
| Avg. Drawdown | -2.6% | -11.03% |
| Avg. Drawdown Days | 121.0 | 41.0 |
| Recovery Factor | -0.41 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-14 | 2025-11-04 | -12.89 | 539 |
| 2023-03-04 | 2024-04-19 | -5.35 | 412 |
| 2022-07-26 | 2022-10-23 | -2.26 | 89 |
| 2024-04-19 | 2024-05-13 | -1.10 | 23 |
| 2022-12-23 | 2023-01-18 | -0.70 | 25 |
| 2022-12-11 | 2022-12-12 | -0.48 | 1 |
| 2022-12-10 | 2022-12-11 | -0.28 | 0 |
| 2022-07-21 | 2022-07-21 | -0.18 | 0 |
| 2022-10-28 | 2022-10-29 | -0.18 | 0 |
| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| Best Day | 3.24% | 16.51% |
| Worst Day | -2.26% | -14.0% |
| Best Week | 2.83% | 27.26% |
| Worst Week | -2.46% | -34.61% |
| Best Month | 3.74% | 56.93% |
| Worst Month | -4.23% | -44.86% |
| Best Year | 5.42% | 91.16% |
| Worst Year | -4.55% | -38.42% |
| Avg. Up Day | 1.09% | 1.25% |
| Avg. Down Day | -0.51% | -0.83% |
| Avg. Up Week | 1.16% | 10.46% |
| Avg. Down Week | -0.91% | -6.3% |
| Avg. Up Month | 1.64% | 28.15% |
| Avg. Down Month | -1.13% | -10.4% |
| Win Days % | 23.68% | 50.43% |
| Win Month % | 37.04% | 46.51% |
| Win Week % | 33.33% | 52.17% |
| Win Quarter % | 50.0% | 53.33% |
| Win Year % | 25.0% | 75.0% |