| Metric | 11862667:ethusd:triple_med_gx:lsma90_130 | 11862667:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 44.48% | 153.49% |
| Max Drawdown | -49.39% | -64.23% |
| Sharpe | 0.25 | 0.38 |
| Sortino | 0.37 | 0.55 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.07 | 1.06 |
| Common Sense Ratio | 1.28 | 1.09 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.19 | 1.02 |
| Outlier Win Ratio | 19.76 | 3.46 |
| Outlier Loss Ratio | 4.41 | 3.68 |
| Volatility (ann.) | 16.77% | 33.48% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.24 | 0.51 |
| Skew | 0.62 | 0.33 |
| Kurtosis | 46.12 | 8.96 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.29% |
| Expected Yearly % | 9.64% | 26.18% |
| Kelly Criterion | 0.4% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.85% |
| Expected Shortfall (cVaR) | -1.43% | -2.85% |
| Year | 11862667:ETHUSD | 11862667:ethusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | 23.31 | -0.75 | + |
| 2023 | 91.16 | 17.68 | 0.19 | - |
| 2024 | 45.75 | -17.84 | -0.39 | - |
| 2025 | 31.97 | 21.18 | 0.66 | - |
| Metric | 11862667:ethusd:triple_med_gx:lsma90_130 | 11862667:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 50.69% | 73.76% |
| 6M | 71.31% | 98.28% |
| YTD | 21.18% | 31.97% |
| 1Y | 30.28% | 74.9% |
| 3Y (ann.) | 6.17% | 41.37% |
| 5Y (ann.) | 11.92% | 32.92% |
| Metric | 11862667:ethusd:triple_med_gx:lsma90_130 | 11862667:ETHUSD |
|---|---|---|
| Max Drawdown | -49.39% | -64.23% |
| Longest DD Days | 452.0 | 515.0 |
| Avg. Drawdown | -8.22% | -9.55% |
| Avg. Drawdown Days | 58.0 | 36.0 |
| Recovery Factor | 0.9 | 2.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -49.39 | 452 |
| 2022-05-31 | 2022-08-08 | -25.05 | 69 |
| 2023-02-04 | 2023-12-02 | -24.67 | 301 |
| 2023-12-28 | 2024-05-20 | -19.40 | 144 |
| 2022-09-06 | 2023-01-04 | -17.99 | 120 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2023-01-30 | 2023-02-02 | -4.78 | 3 |
| 2023-12-05 | 2023-12-27 | -4.32 | 21 |
| 2022-05-27 | 2022-05-28 | -2.52 | 0 |
| 2023-02-02 | 2023-02-04 | -2.22 | 1 |
| Metric | 11862667:ethusd:triple_med_gx:lsma90_130 | 11862667:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 17.86% | 27.26% |
| Worst Week | -23.88% | -34.61% |
| Best Month | 23.11% | 56.93% |
| Worst Month | -31.08% | -44.86% |
| Best Year | 23.31% | 91.16% |
| Worst Year | -17.84% | -31.06% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.99% | -1.01% |
| Avg. Up Week | 5.12% | 7.98% |
| Avg. Down Week | -5.46% | -6.49% |
| Avg. Up Month | 9.12% | 22.23% |
| Avg. Down Month | -9.04% | -15.15% |
| Win Days % | 48.26% | 50.58% |
| Win Month % | 56.1% | 53.66% |
| Win Week % | 54.37% | 53.71% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |