| Metric | 11865009:ethusd:triple_med_gx:lsma165_130 | 11865009:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 27.29% | 290.0% |
| Max Drawdown | -28.35% | -64.23% |
| Sharpe | 0.23 | 0.49 |
| Sortino | 0.36 | 0.72 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.34 | 1.12 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 0.3 | 1.04 |
| Outlier Win Ratio | 51.15 | 3.03 |
| Outlier Loss Ratio | 3.71 | 3.1 |
| Volatility (ann.) | 10.38% | 32.56% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.28 | 0.82 |
| Skew | 1.89 | 0.34 |
| Kurtosis | 65.45 | 9.06 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.6% | 3.46% |
| Expected Yearly % | 6.22% | 40.53% |
| Kelly Criterion | 0.52% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.76% |
| Expected Shortfall (cVaR) | -0.89% | -2.76% |
| Year | 11865009:ETHUSD | 11865009:ethusd:triple_med_gx:lsma165_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 6.07 | 34.69 | 5.72 | + |
| 2023 | 91.16 | -5.79 | -0.06 | - |
| 2024 | 45.75 | 5.63 | 0.12 | - |
| 2025 | 31.97 | -5.03 | -0.16 | - |
| Metric | 11865009:ethusd:triple_med_gx:lsma165_130 | 11865009:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 8.18% | 73.76% |
| 6M | 3.04% | 98.28% |
| YTD | -5.03% | 31.97% |
| 1Y | -4.28% | 74.9% |
| 3Y (ann.) | 2.25% | 41.37% |
| 5Y (ann.) | 7.82% | 52.95% |
| Metric | 11865009:ethusd:triple_med_gx:lsma165_130 | 11865009:ETHUSD |
|---|---|---|
| Max Drawdown | -28.35% | -64.23% |
| Longest DD Days | 490.0 | 515.0 |
| Avg. Drawdown | -4.14% | -7.59% |
| Avg. Drawdown Days | 44.0 | 26.0 |
| Recovery Factor | 0.96 | 4.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-09-01 | -28.35 | 490 |
| 2022-07-24 | 2022-07-27 | -14.68 | 3 |
| 2023-11-10 | 2024-03-25 | -13.31 | 135 |
| 2022-08-30 | 2022-08-31 | -6.03 | 0 |
| 2024-04-24 | 2024-04-28 | -5.21 | 3 |
| 2022-06-20 | 2022-07-24 | -4.83 | 33 |
| 2022-10-27 | 2022-10-29 | -4.36 | 2 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2022-10-29 | 2022-12-20 | -3.97 | 52 |
| 2022-07-28 | 2022-08-29 | -3.79 | 31 |
| Metric | 11865009:ethusd:triple_med_gx:lsma165_130 | 11865009:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -6.03% | -14.0% |
| Best Week | 12.84% | 27.26% |
| Worst Week | -6.09% | -21.87% |
| Best Month | 11.81% | 56.93% |
| Worst Month | -7.83% | -32.24% |
| Best Year | 34.69% | 91.16% |
| Worst Year | -5.79% | 6.07% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -1.0% | -1.09% |
| Avg. Up Week | 3.69% | 6.15% |
| Avg. Down Week | -2.88% | -5.81% |
| Avg. Up Month | 4.56% | 28.68% |
| Avg. Down Month | -4.1% | -5.33% |
| Win Days % | 46.32% | 50.73% |
| Win Month % | 60.71% | 52.5% |
| Win Week % | 50.94% | 54.39% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 100.0% |