| Metric | 11856760:ethusd:triple_med_gx:lsma215_125 | 11856760:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 63.46% | 129.87% |
| Max Drawdown | -14.54% | -64.23% |
| Sharpe | 0.47 | 0.37 |
| Sortino | 0.75 | 0.55 |
| Payoff Ratio | 1.3 | 1.09 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 0.89 | 1.1 |
| CPC Index | 0.74 | 0.58 |
| Tail Ratio | 0.71 | 1.03 |
| Outlier Win Ratio | 49.28 | 2.97 |
| Outlier Loss Ratio | 4.47 | 3.05 |
| Volatility (ann.) | 9.6% | 32.81% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.22 | 0.5 |
| Skew | 1.9 | 0.33 |
| Kurtosis | 54.59 | 9.24 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.34% | 2.28% |
| Expected Yearly % | 13.07% | 23.13% |
| Kelly Criterion | 3.64% | 4.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.79% |
| Expected Shortfall (cVaR) | -0.81% | -2.79% |
| Year | 11856760:ETHUSD | 11856760:ethusd:triple_med_gx:lsma215_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 3.84 | 0.40 | - |
| 2023 | 91.16 | 13.16 | 0.14 | - |
| 2024 | 45.75 | 28.23 | 0.62 | - |
| 2025 | -24.66 | 8.48 | -0.34 | + |
| Metric | 11856760:ethusd:triple_med_gx:lsma215_125 | 11856760:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 1.48% | 21.99% |
| 6M | 7.26% | -30.79% |
| YTD | 8.48% | -24.66% |
| 1Y | 13.77% | -27.95% |
| 3Y (ann.) | 17.78% | 36.13% |
| 5Y (ann.) | 17.75% | 31.88% |
| Metric | 11856760:ethusd:triple_med_gx:lsma215_125 | 11856760:ETHUSD |
|---|---|---|
| Max Drawdown | -14.54% | -64.23% |
| Longest DD Days | 282.0 | 464.0 |
| Avg. Drawdown | -4.28% | -7.85% |
| Avg. Drawdown Days | 41.0 | 27.0 |
| Recovery Factor | 4.36 | 2.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-24 | 2024-09-27 | -14.54 | 156 |
| 2022-06-26 | 2022-08-29 | -12.68 | 64 |
| 2024-11-22 | 2025-02-03 | -10.43 | 73 |
| 2022-09-11 | 2023-06-20 | -9.47 | 282 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2023-06-29 | 2024-03-04 | -7.80 | 249 |
| 2024-03-05 | 2024-03-20 | -7.39 | 14 |
| 2022-08-30 | 2022-09-06 | -6.71 | 7 |
| 2024-09-27 | 2024-11-21 | -6.21 | 54 |
| 2025-04-19 | 2025-06-19 | -5.24 | 60 |
| Metric | 11856760:ethusd:triple_med_gx:lsma215_125 | 11856760:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 16.51% |
| Worst Day | -6.19% | -14.0% |
| Best Week | 16.15% | 27.26% |
| Worst Week | -8.43% | -21.87% |
| Best Month | 21.53% | 56.93% |
| Worst Month | -5.92% | -32.24% |
| Best Year | 28.23% | 91.16% |
| Worst Year | 3.84% | -24.66% |
| Avg. Up Day | 1.1% | 1.12% |
| Avg. Down Day | -0.85% | -1.03% |
| Avg. Up Week | 2.88% | 7.18% |
| Avg. Down Week | -1.84% | -5.46% |
| Avg. Up Month | 6.57% | 19.17% |
| Avg. Down Month | -1.66% | -8.57% |
| Win Days % | 45.52% | 50.34% |
| Win Month % | 45.45% | 48.65% |
| Win Week % | 50.79% | 52.17% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 75.0% |