| Metric | 11850262:ethusd:triple_med_gx:lsma55_120 | 11850262:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 29.37% | 28.2% |
| Max Drawdown | -20.46% | -64.23% |
| Sharpe | 0.23 | 0.23 |
| Sortino | 0.34 | 0.33 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.08 | 1.04 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 29.15 | 3.31 |
| Outlier Loss Ratio | 4.98 | 3.43 |
| Volatility (ann.) | 12.64% | 33.52% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.43 | 0.13 |
| Skew | 0.27 | 0.26 |
| Kurtosis | 25.67 | 8.94 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.68% | 0.66% |
| Expected Yearly % | 6.65% | 6.41% |
| Kelly Criterion | -1.25% | 6.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.87% |
| Expected Shortfall (cVaR) | -1.08% | -2.87% |
| Year | 11850262:ETHUSD | 11850262:ethusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | -8.72 | 0.22 | + |
| 2023 | 91.16 | 15.41 | 0.17 | - |
| 2024 | 45.75 | 3.04 | 0.07 | - |
| 2025 | -24.66 | 19.17 | -0.78 | + |
| Metric | 11850262:ethusd:triple_med_gx:lsma55_120 | 11850262:ETHUSD |
|---|---|---|
| MTD | 1.69% | -0.81% |
| 3M | 13.37% | 21.99% |
| 6M | 18.06% | -30.79% |
| YTD | 19.17% | -24.66% |
| 1Y | 28.66% | -27.95% |
| 3Y (ann.) | 9.78% | 36.13% |
| 5Y (ann.) | 8.74% | 8.42% |
| Metric | 11850262:ethusd:triple_med_gx:lsma55_120 | 11850262:ETHUSD |
|---|---|---|
| Max Drawdown | -20.46% | -64.23% |
| Longest DD Days | 281.0 | 464.0 |
| Avg. Drawdown | -6.83% | -11.3% |
| Avg. Drawdown Days | 64.0 | 44.0 |
| Recovery Factor | 1.44 | 0.44 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2023-07-13 | -20.46 | 281 |
| 2022-05-25 | 2022-09-27 | -17.37 | 124 |
| 2025-01-31 | 2025-04-23 | -17.14 | 81 |
| 2023-07-27 | 2024-03-11 | -13.87 | 228 |
| 2024-04-01 | 2024-09-23 | -12.81 | 175 |
| 2024-10-21 | 2025-01-30 | -11.70 | 101 |
| 2025-05-23 | 2025-06-19 | -7.34 | 27 |
| 2025-05-21 | 2025-05-22 | -4.65 | 1 |
| 2024-03-11 | 2024-03-31 | -3.00 | 19 |
| 2025-04-23 | 2025-05-21 | -2.54 | 27 |
| Metric | 11850262:ethusd:triple_med_gx:lsma55_120 | 11850262:ETHUSD |
|---|---|---|
| Best Day | 7.18% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 12.52% | 27.26% |
| Worst Week | -13.22% | -34.61% |
| Best Month | 15.39% | 56.93% |
| Worst Month | -11.51% | -44.86% |
| Best Year | 19.17% | 91.16% |
| Worst Year | -8.72% | -38.93% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.85% | -0.92% |
| Avg. Up Week | 4.39% | 6.91% |
| Avg. Down Week | -3.88% | -6.75% |
| Avg. Up Month | 5.24% | 18.61% |
| Avg. Down Month | -6.31% | -15.75% |
| Win Days % | 44.31% | 50.19% |
| Win Month % | 55.26% | 47.37% |
| Win Week % | 51.49% | 51.83% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |