| Metric | 11855575:ethusd:triple_med_gx:lsma105_125 | 11855575:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 26.06% | 126.45% |
| Max Drawdown | -27.23% | -64.23% |
| Sharpe | 0.24 | 0.35 |
| Sortino | 0.41 | 0.51 |
| Payoff Ratio | 1.48 | 1.24 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 70.19 | 2.88 |
| Outlier Loss Ratio | 4.49 | 2.86 |
| Volatility (ann.) | 9.02% | 33.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.27 | 0.44 |
| Skew | 9.25 | 0.32 |
| Kurtosis | 340.54 | 8.89 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.01% |
| Expected Yearly % | 5.96% | 22.67% |
| Kelly Criterion | -0.83% | 10.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.86% |
| Expected Shortfall (cVaR) | -0.77% | -2.86% |
| Year | 11855575:ETHUSD | 11855575:ethusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 29.47 | -0.77 | + |
| 2023 | 91.16 | -6.53 | -0.07 | - |
| 2024 | 45.75 | 3.82 | 0.08 | - |
| 2025 | 31.97 | 0.34 | 0.01 | - |
| Metric | 11855575:ethusd:triple_med_gx:lsma105_125 | 11855575:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 20.62% | 73.76% |
| 6M | 12.55% | 98.28% |
| YTD | 0.34% | 31.97% |
| 1Y | 5.26% | 74.9% |
| 3Y (ann.) | 1.47% | 41.37% |
| 5Y (ann.) | 7.33% | 28.38% |
| Metric | 11855575:ethusd:triple_med_gx:lsma105_125 | 11855575:ETHUSD |
|---|---|---|
| Max Drawdown | -27.23% | -64.23% |
| Longest DD Days | 467.0 | 515.0 |
| Avg. Drawdown | -4.82% | -10.46% |
| Avg. Drawdown Days | 85.0 | 39.0 |
| Recovery Factor | 0.96 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-11 | 2025-09-01 | -27.23 | 447 |
| 2022-05-31 | 2022-07-07 | -12.05 | 37 |
| 2023-02-08 | 2024-05-20 | -11.97 | 467 |
| 2022-09-12 | 2022-11-29 | -3.50 | 77 |
| 2022-12-03 | 2023-02-07 | -2.49 | 66 |
| 2022-12-01 | 2022-12-02 | -1.66 | 1 |
| 2022-08-09 | 2022-08-10 | -1.58 | 1 |
| 2022-11-29 | 2022-11-30 | -0.71 | 0 |
| 2022-05-29 | 2022-05-30 | -0.49 | 0 |
| 2022-11-30 | 2022-11-30 | -0.39 | 0 |
| Metric | 11855575:ethusd:triple_med_gx:lsma105_125 | 11855575:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -5.33% | -14.0% |
| Best Week | 18.46% | 27.26% |
| Worst Week | -8.34% | -34.61% |
| Best Month | 13.93% | 56.93% |
| Worst Month | -8.92% | -44.86% |
| Best Year | 29.47% | 91.16% |
| Worst Year | -6.53% | -38.42% |
| Avg. Up Day | 1.23% | 1.27% |
| Avg. Down Day | -0.83% | -1.02% |
| Avg. Up Week | 5.18% | 9.82% |
| Avg. Down Week | -2.4% | -6.62% |
| Avg. Up Month | 5.13% | 21.09% |
| Avg. Down Month | -3.86% | -13.69% |
| Win Days % | 39.86% | 50.54% |
| Win Month % | 47.5% | 51.22% |
| Win Week % | 38.24% | 53.71% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |