| Metric | 11855550:ethusd:triple_med_gx:lsma75_125 | 11855550:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 13.18% | 126.45% |
| Max Drawdown | -38.4% | -64.23% |
| Sharpe | 0.14 | 0.35 |
| Sortino | 0.21 | 0.51 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.03 | 1.01 |
| Outlier Win Ratio | 39.72 | 3.14 |
| Outlier Loss Ratio | 4.59 | 3.23 |
| Volatility (ann.) | 11.81% | 33.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.1 | 0.44 |
| Skew | 3.78 | 0.32 |
| Kurtosis | 126.68 | 8.89 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.01% |
| Expected Yearly % | 3.14% | 22.67% |
| Kelly Criterion | -3.19% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.86% |
| Expected Shortfall (cVaR) | -1.01% | -2.86% |
| Year | 11855550:ETHUSD | 11855550:ethusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 14.58 | -0.38 | + |
| 2023 | 91.16 | 7.68 | 0.08 | - |
| 2024 | 45.75 | -16.62 | -0.36 | - |
| 2025 | 31.97 | 10.02 | 0.31 | - |
| Metric | 11855550:ethusd:triple_med_gx:lsma75_125 | 11855550:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 25.02% | 73.76% |
| 6M | 30.4% | 98.28% |
| YTD | 10.02% | 31.97% |
| 1Y | 29.37% | 74.9% |
| 3Y (ann.) | 0.53% | 41.37% |
| 5Y (ann.) | 3.86% | 28.38% |
| Metric | 11855550:ethusd:triple_med_gx:lsma75_125 | 11855550:ETHUSD |
|---|---|---|
| Max Drawdown | -38.4% | -64.23% |
| Longest DD Days | 525.0 | 515.0 |
| Avg. Drawdown | -6.71% | -10.46% |
| Avg. Drawdown Days | 62.0 | 39.0 |
| Recovery Factor | 0.34 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-24 | 2025-09-01 | -38.40 | 525 |
| 2023-02-08 | 2023-11-28 | -19.39 | 293 |
| 2022-05-31 | 2022-07-05 | -12.05 | 35 |
| 2022-05-26 | 2022-05-30 | -11.13 | 4 |
| 2022-08-01 | 2022-08-10 | -8.41 | 8 |
| 2022-09-03 | 2022-11-30 | -7.26 | 87 |
| 2023-12-28 | 2024-03-05 | -4.79 | 67 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2023-02-04 | 2023-02-08 | -3.67 | 4 |
| 2023-12-04 | 2023-12-27 | -3.32 | 23 |
| Metric | 11855550:ethusd:triple_med_gx:lsma75_125 | 11855550:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -5.61% | -14.0% |
| Best Week | 18.46% | 27.26% |
| Worst Week | -15.28% | -34.61% |
| Best Month | 18.07% | 56.93% |
| Worst Month | -24.26% | -44.86% |
| Best Year | 14.58% | 91.16% |
| Worst Year | -16.62% | -38.42% |
| Avg. Up Day | 1.09% | 1.11% |
| Avg. Down Day | -0.89% | -0.97% |
| Avg. Up Week | 4.38% | 7.94% |
| Avg. Down Week | -4.35% | -6.6% |
| Avg. Up Month | 8.17% | 23.96% |
| Avg. Down Month | -5.91% | -14.17% |
| Win Days % | 43.29% | 50.54% |
| Win Month % | 47.5% | 51.22% |
| Win Week % | 52.87% | 53.71% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |