| Metric | 11873695:ethusd:triple_med_gx:lsma75_140 | 11873695:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 19.22% | 144.48% |
| Max Drawdown | -54.11% | -64.23% |
| Sharpe | 0.17 | 0.37 |
| Sortino | 0.23 | 0.54 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.07 | 1.02 |
| Outlier Win Ratio | 23.96 | 3.47 |
| Outlier Loss Ratio | 4.34 | 3.54 |
| Volatility (ann.) | 15.02% | 33.49% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.1 | 0.49 |
| Skew | -0.68 | 0.33 |
| Kurtosis | 30.88 | 8.96 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.2% |
| Expected Yearly % | 4.49% | 25.04% |
| Kelly Criterion | -0.62% | 3.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.85% |
| Expected Shortfall (cVaR) | -1.29% | -2.85% |
| Year | 11873695:ETHUSD | 11873695:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 48.73 | -1.45 | + |
| 2023 | 91.16 | 25.13 | 0.28 | - |
| 2024 | 45.75 | -29.61 | -0.65 | - |
| 2025 | 31.97 | -9.00 | -0.28 | - |
| Metric | 11873695:ethusd:triple_med_gx:lsma75_140 | 11873695:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 22.42% | 73.76% |
| 6M | 26.97% | 98.28% |
| YTD | -9.0% | 31.97% |
| 1Y | 4.08% | 74.9% |
| 3Y (ann.) | -6.41% | 41.37% |
| 5Y (ann.) | 5.54% | 31.55% |
| Metric | 11873695:ethusd:triple_med_gx:lsma75_140 | 11873695:ETHUSD |
|---|---|---|
| Max Drawdown | -54.11% | -64.23% |
| Longest DD Days | 612.0 | 515.0 |
| Avg. Drawdown | -7.11% | -10.44% |
| Avg. Drawdown Days | 54.0 | 40.0 |
| Recovery Factor | 0.36 | 2.25 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2025-09-01 | -54.11 | 612 |
| 2022-09-11 | 2023-06-21 | -19.94 | 283 |
| 2023-07-14 | 2023-11-09 | -14.82 | 118 |
| 2022-05-31 | 2022-07-04 | -10.34 | 34 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2023-06-23 | 2023-07-13 | -6.01 | 19 |
| 2023-11-10 | 2023-12-02 | -4.87 | 22 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2022-08-06 | 2022-08-08 | -3.18 | 2 |
| Metric | 11873695:ethusd:triple_med_gx:lsma75_140 | 11873695:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 18.77% | 27.26% |
| Worst Week | -23.88% | -34.61% |
| Best Month | 21.41% | 56.93% |
| Worst Month | -26.33% | -44.86% |
| Best Year | 48.73% | 91.16% |
| Worst Year | -29.61% | -33.51% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.96% | -0.99% |
| Avg. Up Week | 5.01% | 6.57% |
| Avg. Down Week | -4.5% | -5.72% |
| Avg. Up Month | 7.76% | 16.59% |
| Avg. Down Month | -7.35% | -13.98% |
| Win Days % | 47.69% | 50.56% |
| Win Month % | 51.22% | 53.66% |
| Win Week % | 50.0% | 53.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |