| Metric | 11856117:ethusd:triple_med_gx:lsma75_125 | 11856117:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 55.64% | 126.45% |
| Max Drawdown | -37.49% | -64.23% |
| Sharpe | 0.35 | 0.35 |
| Sortino | 0.59 | 0.51 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.12 | 1.07 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 0.97 | 1.01 |
| Outlier Win Ratio | 38.02 | 3.14 |
| Outlier Loss Ratio | 4.98 | 3.16 |
| Volatility (ann.) | 11.46% | 33.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.39 | 0.44 |
| Skew | 4.87 | 0.32 |
| Kurtosis | 138.44 | 8.89 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.01% |
| Expected Yearly % | 11.69% | 22.67% |
| Kelly Criterion | 0.91% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.86% |
| Expected Shortfall (cVaR) | -0.98% | -2.86% |
| Year | 11856117:ETHUSD | 11856117:ethusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 24.20 | -0.63 | + |
| 2023 | 91.16 | 21.87 | 0.24 | - |
| 2024 | 45.75 | 13.52 | 0.30 | - |
| 2025 | 31.97 | -9.42 | -0.29 | - |
| Metric | 11856117:ethusd:triple_med_gx:lsma75_125 | 11856117:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 5.27% | 73.76% |
| 6M | -1.17% | 98.28% |
| YTD | -9.42% | 31.97% |
| 1Y | -5.49% | 74.9% |
| 3Y (ann.) | 8.09% | 41.37% |
| 5Y (ann.) | 14.48% | 28.38% |
| Metric | 11856117:ethusd:triple_med_gx:lsma75_125 | 11856117:ETHUSD |
|---|---|---|
| Max Drawdown | -37.49% | -64.23% |
| Longest DD Days | 450.0 | 515.0 |
| Avg. Drawdown | -4.44% | -10.46% |
| Avg. Drawdown Days | 35.0 | 39.0 |
| Recovery Factor | 1.48 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-09-01 | -37.49 | 450 |
| 2023-06-23 | 2023-12-05 | -17.64 | 165 |
| 2022-05-31 | 2022-07-06 | -11.42 | 36 |
| 2023-12-28 | 2024-04-05 | -9.35 | 99 |
| 2022-08-06 | 2022-11-30 | -8.62 | 116 |
| 2024-04-30 | 2024-05-17 | -8.58 | 17 |
| 2023-02-08 | 2023-04-04 | -6.07 | 55 |
| 2023-04-26 | 2023-05-23 | -4.19 | 26 |
| 2023-05-23 | 2023-05-28 | -4.02 | 5 |
| 2022-12-01 | 2023-01-04 | -3.52 | 34 |
| Metric | 11856117:ethusd:triple_med_gx:lsma75_125 | 11856117:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 19.22% | 27.26% |
| Worst Week | -10.86% | -34.61% |
| Best Month | 29.14% | 56.93% |
| Worst Month | -15.64% | -44.86% |
| Best Year | 24.2% | 91.16% |
| Worst Year | -9.42% | -38.42% |
| Avg. Up Day | 1.02% | 1.05% |
| Avg. Down Day | -0.8% | -0.89% |
| Avg. Up Week | 4.51% | 7.65% |
| Avg. Down Week | -2.87% | -5.32% |
| Avg. Up Month | 7.06% | 19.27% |
| Avg. Down Month | -6.53% | -10.74% |
| Win Days % | 44.21% | 50.54% |
| Win Month % | 60.0% | 51.22% |
| Win Week % | 45.74% | 53.71% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |