| Metric | 11855980:ethusd:triple_med_gx:lsma110_125 | 11855980:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 11.48% | 126.45% |
| Max Drawdown | -16.8% | -64.23% |
| Sharpe | 0.14 | 0.35 |
| Sortino | 0.25 | 0.51 |
| Payoff Ratio | 1.52 | 1.34 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.72 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 91.21 | 2.57 |
| Outlier Loss Ratio | 4.76 | 2.73 |
| Volatility (ann.) | 7.93% | 33.55% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.2 | 0.44 |
| Skew | 12.48 | 0.32 |
| Kurtosis | 553.07 | 8.89 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.01% |
| Expected Yearly % | 2.76% | 22.67% |
| Kelly Criterion | -2.94% | 13.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.86% |
| Expected Shortfall (cVaR) | -0.68% | -2.86% |
| Year | 11855980:ETHUSD | 11855980:ethusd:triple_med_gx:lsma110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 5.23 | -0.14 | + |
| 2023 | 91.16 | -7.87 | -0.09 | - |
| 2024 | 45.75 | 19.25 | 0.42 | - |
| 2025 | 31.97 | -3.57 | -0.11 | - |
| Metric | 11855980:ethusd:triple_med_gx:lsma110_125 | 11855980:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.36% | 73.76% |
| 6M | -5.7% | 98.28% |
| YTD | -3.57% | 31.97% |
| 1Y | -4.06% | 74.9% |
| 3Y (ann.) | 2.99% | 41.37% |
| 5Y (ann.) | 3.38% | 28.38% |
| Metric | 11855980:ethusd:triple_med_gx:lsma110_125 | 11855980:ETHUSD |
|---|---|---|
| Max Drawdown | -16.8% | -64.23% |
| Longest DD Days | 494.0 | 515.0 |
| Avg. Drawdown | -5.35% | -10.46% |
| Avg. Drawdown Days | 108.0 | 39.0 |
| Recovery Factor | 0.68 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-09-01 | -16.80 | 398 |
| 2022-12-01 | 2024-04-08 | -14.78 | 494 |
| 2022-05-31 | 2022-07-07 | -8.61 | 37 |
| 2024-06-12 | 2024-07-29 | -5.53 | 46 |
| 2022-08-11 | 2022-11-30 | -3.68 | 110 |
| 2024-05-01 | 2024-05-02 | -2.08 | 0 |
| 2024-05-20 | 2024-05-20 | -1.29 | 0 |
| 2022-11-30 | 2022-11-30 | -0.39 | 0 |
| 2022-08-10 | 2022-08-11 | -0.18 | 0 |
| 2024-06-11 | 2024-06-12 | -0.18 | 0 |
| Metric | 11855980:ethusd:triple_med_gx:lsma110_125 | 11855980:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 16.62% | 27.26% |
| Worst Week | -8.63% | -34.61% |
| Best Month | 17.37% | 56.93% |
| Worst Month | -8.63% | -44.86% |
| Best Year | 19.25% | 91.16% |
| Worst Year | -7.87% | -38.42% |
| Avg. Up Day | 1.16% | 1.21% |
| Avg. Down Day | -0.77% | -0.9% |
| Avg. Up Week | 4.54% | 8.32% |
| Avg. Down Week | -2.3% | -5.42% |
| Avg. Up Month | 5.65% | 22.74% |
| Avg. Down Month | -3.3% | -11.79% |
| Win Days % | 37.98% | 50.54% |
| Win Month % | 42.11% | 51.22% |
| Win Week % | 38.98% | 53.71% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |