| Metric | 11865468:ethusd:triple_med_gx:lsma145_135 | 11865468:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 6.96% | 119.93% |
| Max Drawdown | -12.88% | -64.23% |
| Sharpe | 0.13 | 0.35 |
| Sortino | 0.18 | 0.51 |
| Payoff Ratio | 1.95 | 1.48 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.7 | 0.79 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 185.68 | 2.2 |
| Outlier Loss Ratio | 4.83 | 2.45 |
| Volatility (ann.) | 5.23% | 33.47% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.16 | 0.43 |
| Skew | -4.5 | 0.33 |
| Kurtosis | 546.43 | 8.99 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 1.94% |
| Expected Yearly % | 1.7% | 21.78% |
| Kelly Criterion | -4.49% | 17.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.85% |
| Expected Shortfall (cVaR) | -0.45% | -2.85% |
| Year | 11865468:ETHUSD | 11865468:ethusd:triple_med_gx:lsma145_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 4.64 | -0.12 | + |
| 2023 | 91.16 | 13.30 | 0.15 | - |
| 2024 | 45.75 | -2.47 | -0.05 | - |
| 2025 | 31.97 | -7.50 | -0.23 | - |
| Metric | 11865468:ethusd:triple_med_gx:lsma145_135 | 11865468:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -6.35% | 73.76% |
| 6M | -6.45% | 98.28% |
| YTD | -7.5% | 31.97% |
| 1Y | -12.88% | 74.9% |
| 3Y (ann.) | 1.64% | 41.37% |
| 5Y (ann.) | 2.09% | 27.37% |
| Metric | 11865468:ethusd:triple_med_gx:lsma145_135 | 11865468:ETHUSD |
|---|---|---|
| Max Drawdown | -12.88% | -64.23% |
| Longest DD Days | 356.0 | 515.0 |
| Avg. Drawdown | -2.03% | -10.44% |
| Avg. Drawdown Days | 61.0 | 40.0 |
| Recovery Factor | 0.54 | 1.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-10 | 2025-09-01 | -12.88 | 356 |
| 2022-06-19 | 2022-06-20 | -4.36 | 0 |
| 2023-11-28 | 2024-08-08 | -3.93 | 254 |
| 2022-07-22 | 2022-12-20 | -2.69 | 150 |
| 2023-10-05 | 2023-11-15 | -1.76 | 41 |
| 2023-07-27 | 2023-09-27 | -1.34 | 62 |
| 2023-05-19 | 2023-06-15 | -1.25 | 27 |
| 2022-12-28 | 2023-01-20 | -0.61 | 23 |
| 2023-05-14 | 2023-05-18 | -0.36 | 4 |
| 2023-07-12 | 2023-07-13 | -0.35 | 0 |
| Metric | 11865468:ethusd:triple_med_gx:lsma145_135 | 11865468:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 16.51% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 5.95% | 27.26% |
| Worst Week | -5.64% | -34.61% |
| Best Month | 5.86% | 56.93% |
| Worst Month | -5.64% | -44.86% |
| Best Year | 13.3% | 91.16% |
| Worst Year | -7.5% | -40.19% |
| Avg. Up Day | 1.44% | 1.58% |
| Avg. Down Day | -0.74% | -1.07% |
| Avg. Up Week | 2.22% | 7.56% |
| Avg. Down Week | -1.98% | -6.42% |
| Avg. Up Month | 2.55% | 19.73% |
| Avg. Down Month | -2.84% | -13.82% |
| Win Days % | 30.99% | 50.5% |
| Win Month % | 53.57% | 51.22% |
| Win Week % | 47.73% | 53.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |