| Metric | 11870621:ethusd:triple_med_gx:lsma125_135 | 11870621:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 28.72% | 300.98% |
| Max Drawdown | -12.68% | -64.23% |
| Sharpe | 0.39 | 0.5 |
| Sortino | 0.66 | 0.73 |
| Payoff Ratio | 1.57 | 1.2 |
| Profit Factor | 1.34 | 1.08 |
| Common Sense Ratio | NaN | 1.13 |
| CPC Index | 0.91 | 0.66 |
| Tail Ratio | NaN | 1.05 |
| Outlier Win Ratio | 120.15 | 2.48 |
| Outlier Loss Ratio | 4.43 | 2.53 |
| Volatility (ann.) | 5.36% | 32.46% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.65 | 0.85 |
| Skew | 4.38 | 0.34 |
| Kurtosis | 156.16 | 9.16 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.63% | 3.53% |
| Expected Yearly % | 6.52% | 41.51% |
| Kelly Criterion | 6.95% | 9.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.75% |
| Expected Shortfall (cVaR) | -0.46% | -2.75% |
| Year | 11870621:ETHUSD | 11870621:ethusd:triple_med_gx:lsma125_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 22.10 | 2.44 | + |
| 2023 | 91.16 | 4.45 | 0.05 | - |
| 2024 | 45.75 | 1.87 | 0.04 | - |
| 2025 | 31.97 | -0.92 | -0.03 | - |
| Metric | 11870621:ethusd:triple_med_gx:lsma125_135 | 11870621:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.77% | 73.76% |
| 6M | -6.81% | 98.28% |
| YTD | -0.92% | 31.97% |
| 1Y | -4.77% | 74.9% |
| 3Y (ann.) | 2.78% | 41.37% |
| 5Y (ann.) | 8.22% | 54.45% |
| Metric | 11870621:ethusd:triple_med_gx:lsma125_135 | 11870621:ETHUSD |
|---|---|---|
| Max Drawdown | -12.68% | -64.23% |
| Longest DD Days | 445.0 | 515.0 |
| Avg. Drawdown | -2.52% | -7.26% |
| Avg. Drawdown Days | 62.0 | 25.0 |
| Recovery Factor | 2.26 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-09-01 | -12.68 | 445 |
| 2023-11-16 | 2024-01-10 | -6.84 | 55 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2023-07-03 | 2023-11-09 | -4.56 | 129 |
| 2022-12-21 | 2023-05-25 | -4.25 | 155 |
| 2022-11-23 | 2022-11-23 | -1.81 | 0 |
| 2022-09-30 | 2022-11-23 | -1.73 | 53 |
| 2022-08-12 | 2022-08-12 | -1.31 | 0 |
| 2024-01-17 | 2024-06-12 | -1.07 | 146 |
| 2023-05-27 | 2023-05-28 | -0.43 | 0 |
| Metric | 11870621:ethusd:triple_med_gx:lsma125_135 | 11870621:ETHUSD |
|---|---|---|
| Best Day | 6.03% | 16.51% |
| Worst Day | -4.22% | -14.0% |
| Best Week | 12.16% | 27.26% |
| Worst Week | -5.94% | -21.87% |
| Best Month | 12.16% | 56.93% |
| Worst Month | -6.49% | -32.24% |
| Best Year | 22.1% | 91.16% |
| Worst Year | -0.92% | 9.05% |
| Avg. Up Day | 1.09% | 1.12% |
| Avg. Down Day | -0.69% | -0.93% |
| Avg. Up Week | 3.61% | 7.69% |
| Avg. Down Week | -1.33% | -5.41% |
| Avg. Up Month | 3.53% | 24.16% |
| Avg. Down Month | -1.37% | -11.68% |
| Win Days % | 43.11% | 50.73% |
| Win Month % | 42.86% | 52.5% |
| Win Week % | 42.86% | 54.39% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 75.0% | 100.0% |