| Metric | 11862536:ethusd:triple_med_gx:lsma90_130 | 11862536:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 4.7% | 153.49% |
| Max Drawdown | -59.62% | -64.23% |
| Sharpe | 0.1 | 0.38 |
| Sortino | 0.15 | 0.55 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.03 | 1.06 |
| Common Sense Ratio | 1.12 | 1.09 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 20.05 | 3.47 |
| Outlier Loss Ratio | 4.46 | 3.62 |
| Volatility (ann.) | 16.61% | 33.48% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.02 | 0.51 |
| Skew | 0.73 | 0.33 |
| Kurtosis | 47.37 | 8.96 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.29% |
| Expected Yearly % | 1.15% | 26.18% |
| Kelly Criterion | -1.84% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.85% |
| Expected Shortfall (cVaR) | -1.43% | -2.85% |
| Year | 11862536:ETHUSD | 11862536:ethusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | 27.06 | -0.87 | + |
| 2023 | 91.16 | 31.49 | 0.35 | - |
| 2024 | 45.75 | -34.38 | -0.75 | - |
| 2025 | 31.97 | -4.50 | -0.14 | - |
| Metric | 11862536:ethusd:triple_med_gx:lsma90_130 | 11862536:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 24.01% | 73.76% |
| 6M | 44.8% | 98.28% |
| YTD | -4.5% | 31.97% |
| 1Y | -14.88% | 74.9% |
| 3Y (ann.) | -3.26% | 41.37% |
| 5Y (ann.) | 1.41% | 32.92% |
| Metric | 11862536:ethusd:triple_med_gx:lsma90_130 | 11862536:ETHUSD |
|---|---|---|
| Max Drawdown | -59.62% | -64.23% |
| Longest DD Days | 452.0 | 515.0 |
| Avg. Drawdown | -8.91% | -9.55% |
| Avg. Drawdown Days | 54.0 | 36.0 |
| Recovery Factor | 0.08 | 2.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -59.62 | 452 |
| 2022-05-31 | 2022-08-10 | -25.05 | 71 |
| 2023-02-04 | 2023-10-23 | -23.93 | 261 |
| 2023-12-28 | 2024-06-05 | -22.19 | 160 |
| 2022-09-11 | 2023-01-04 | -17.51 | 115 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2023-12-04 | 2023-12-27 | -7.56 | 23 |
| 2023-11-10 | 2023-12-02 | -6.42 | 22 |
| 2023-01-30 | 2023-02-02 | -4.78 | 3 |
| 2022-05-27 | 2022-05-28 | -2.52 | 0 |
| Metric | 11862536:ethusd:triple_med_gx:lsma90_130 | 11862536:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 16.35% | 27.26% |
| Worst Week | -23.88% | -34.61% |
| Best Month | 21.52% | 56.93% |
| Worst Month | -32.75% | -44.86% |
| Best Year | 31.49% | 91.16% |
| Worst Year | -34.38% | -31.06% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.97% | -0.99% |
| Avg. Up Week | 5.58% | 7.82% |
| Avg. Down Week | -5.34% | -6.44% |
| Avg. Up Month | 7.43% | 21.05% |
| Avg. Down Month | -10.26% | -13.73% |
| Win Days % | 46.24% | 50.58% |
| Win Month % | 56.1% | 53.66% |
| Win Week % | 46.67% | 53.71% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |