| Metric | 11869880:ethusd:triple_med_gx:lsma175_135 | 11869880:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 87.29% | 102.58% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.44 | 0.34 |
| Sortino | 0.75 | 0.5 |
| Payoff Ratio | 1.34 | 1.1 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.4 | 1.09 |
| CPC Index | 0.74 | 0.59 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 35.64 | 3.32 |
| Outlier Loss Ratio | 4.04 | 3.41 |
| Volatility (ann.) | 14.04% | 33.12% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.98 | 0.41 |
| Skew | 4.18 | 0.35 |
| Kurtosis | 80.0 | 9.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.71% | 1.93% |
| Expected Yearly % | 16.98% | 19.3% |
| Kelly Criterion | 5.14% | 5.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.82% |
| Expected Shortfall (cVaR) | -1.19% | -2.82% |
| Year | 11869880:ETHUSD | 11869880:ethusd:triple_med_gx:lsma175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.49 | 31.92 | -9.15 | + |
| 2023 | 91.16 | 17.72 | 0.19 | - |
| 2024 | 45.75 | 9.22 | 0.20 | - |
| 2025 | -24.66 | 10.42 | -0.42 | + |
| Metric | 11869880:ethusd:triple_med_gx:lsma175_135 | 11869880:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 11.4% | 21.99% |
| 6M | 21.31% | -30.79% |
| YTD | 10.42% | -24.66% |
| 1Y | 20.99% | -27.95% |
| 3Y (ann.) | 28.39% | 36.13% |
| 5Y (ann.) | 23.1% | 26.34% |
| Metric | 11869880:ethusd:triple_med_gx:lsma175_135 | 11869880:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 236.0 | 464.0 |
| Avg. Drawdown | -4.85% | -8.35% |
| Avg. Drawdown Days | 32.0 | 29.0 |
| Recovery Factor | 3.69 | 1.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-07-28 | -23.64 | 42 |
| 2024-04-28 | 2024-12-20 | -15.99 | 235 |
| 2025-01-31 | 2025-04-09 | -12.35 | 67 |
| 2025-05-14 | 2025-06-19 | -11.24 | 36 |
| 2025-04-10 | 2025-05-13 | -9.51 | 33 |
| 2023-11-10 | 2024-02-15 | -8.36 | 97 |
| 2023-03-01 | 2023-10-24 | -7.51 | 236 |
| 2024-02-16 | 2024-04-28 | -7.48 | 72 |
| 2024-12-21 | 2025-01-30 | -7.12 | 40 |
| 2022-08-30 | 2022-08-31 | -6.03 | 0 |
| Metric | 11869880:ethusd:triple_med_gx:lsma175_135 | 11869880:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 11.75% | 27.26% |
| Worst Week | -5.73% | -21.87% |
| Best Month | 10.48% | 56.93% |
| Worst Month | -5.73% | -32.24% |
| Best Year | 31.92% | 91.16% |
| Worst Year | 9.22% | -24.66% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -0.99% | -1.22% |
| Avg. Up Week | 3.39% | 7.53% |
| Avg. Down Week | -2.12% | -6.06% |
| Avg. Up Month | 5.67% | 25.87% |
| Avg. Down Month | -3.28% | -13.57% |
| Win Days % | 45.61% | 50.26% |
| Win Month % | 57.58% | 48.65% |
| Win Week % | 53.62% | 52.17% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |