| Metric | 11856751:ethusd:triple_med_gx:lsma220_125 | 11856751:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 63.39% | 160.95% |
| Max Drawdown | -13.84% | -64.23% |
| Sharpe | 0.46 | 0.41 |
| Sortino | 0.72 | 0.6 |
| Payoff Ratio | 1.26 | 1.07 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.14 | 1.11 |
| CPC Index | 0.73 | 0.57 |
| Tail Ratio | 0.92 | 1.03 |
| Outlier Win Ratio | 48.35 | 2.99 |
| Outlier Loss Ratio | 4.35 | 3.07 |
| Volatility (ann.) | 9.83% | 32.74% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.28 | 0.59 |
| Skew | 1.29 | 0.35 |
| Kurtosis | 56.83 | 9.29 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.34% | 2.63% |
| Expected Yearly % | 13.06% | 27.1% |
| Kelly Criterion | 4.49% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.78% |
| Expected Shortfall (cVaR) | -0.83% | -2.78% |
| Year | 11856751:ETHUSD | 11856751:ethusd:triple_med_gx:lsma220_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | -3.09 | -0.13 | - |
| 2023 | 91.16 | 17.73 | 0.19 | - |
| 2024 | 45.75 | 30.59 | 0.67 | - |
| 2025 | -24.66 | 9.66 | -0.39 | + |
| Metric | 11856751:ethusd:triple_med_gx:lsma220_125 | 11856751:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 1.97% | 21.99% |
| 6M | 9.63% | -30.79% |
| YTD | 9.66% | -24.66% |
| 1Y | 20.0% | -27.95% |
| 3Y (ann.) | 17.76% | 36.13% |
| 5Y (ann.) | 17.75% | 37.59% |
| Metric | 11856751:ethusd:triple_med_gx:lsma220_125 | 11856751:ETHUSD |
|---|---|---|
| Max Drawdown | -13.84% | -64.23% |
| Longest DD Days | 283.0 | 464.0 |
| Avg. Drawdown | -3.42% | -7.47% |
| Avg. Drawdown Days | 33.0 | 26.0 |
| Recovery Factor | 4.58 | 2.51 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-11 | 2023-06-21 | -13.84 | 283 |
| 2022-06-26 | 2022-09-09 | -13.05 | 74 |
| 2024-04-24 | 2024-09-21 | -12.89 | 150 |
| 2024-11-22 | 2025-01-31 | -9.43 | 70 |
| 2024-03-05 | 2024-03-20 | -7.39 | 14 |
| 2024-09-27 | 2024-11-21 | -6.89 | 54 |
| 2023-08-15 | 2024-03-04 | -5.63 | 202 |
| 2025-04-19 | 2025-06-19 | -4.79 | 60 |
| 2025-03-13 | 2025-03-14 | -3.89 | 0 |
| 2025-01-31 | 2025-02-03 | -3.74 | 2 |
| Metric | 11856751:ethusd:triple_med_gx:lsma220_125 | 11856751:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 14.11% | 27.36% |
| Worst Week | -10.35% | -21.87% |
| Best Month | 19.39% | 56.93% |
| Worst Month | -5.98% | -32.24% |
| Best Year | 30.59% | 91.16% |
| Worst Year | -3.09% | -24.66% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.85% | -1.03% |
| Avg. Up Week | 3.23% | 7.56% |
| Avg. Down Week | -2.33% | -5.58% |
| Avg. Up Month | 6.99% | 19.17% |
| Avg. Down Month | -2.0% | -8.94% |
| Win Days % | 46.76% | 50.38% |
| Win Month % | 51.52% | 51.35% |
| Win Week % | 51.56% | 52.5% |
| Win Quarter % | 61.54% | 61.54% |
| Win Year % | 75.0% | 75.0% |