| Metric | 11881003:ethusd:triple_med_gx:lsma175_145 | 11881003:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 92.82% | 102.58% |
| Max Drawdown | -18.54% | -64.23% |
| Sharpe | 0.48 | 0.34 |
| Sortino | 0.84 | 0.5 |
| Payoff Ratio | 1.37 | 1.18 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.62 | 1.09 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 1.3 | 1.03 |
| Outlier Win Ratio | 39.61 | 3.24 |
| Outlier Loss Ratio | 4.07 | 3.2 |
| Volatility (ann.) | 12.93% | 33.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.31 | 0.41 |
| Skew | 4.59 | 0.35 |
| Kurtosis | 91.82 | 9.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.79% | 1.93% |
| Expected Yearly % | 17.84% | 19.3% |
| Kelly Criterion | 5.58% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.82% |
| Expected Shortfall (cVaR) | -1.1% | -2.82% |
| Year | 11881003:ETHUSD | 11881003:ethusd:triple_med_gx:lsma175_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.49 | 42.11 | -12.07 | + |
| 2023 | 91.16 | 17.03 | 0.19 | - |
| 2024 | 45.75 | 0.47 | 0.01 | - |
| 2025 | -24.66 | 15.40 | -0.62 | + |
| Metric | 11881003:ethusd:triple_med_gx:lsma175_145 | 11881003:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 11.5% | 21.99% |
| 6M | 26.78% | -30.79% |
| YTD | 15.4% | -24.66% |
| 1Y | 24.99% | -27.95% |
| 3Y (ann.) | 28.84% | 36.13% |
| 5Y (ann.) | 24.29% | 26.34% |
| Metric | 11881003:ethusd:triple_med_gx:lsma175_145 | 11881003:ETHUSD |
|---|---|---|
| Max Drawdown | -18.54% | -64.23% |
| Longest DD Days | 420.0 | 464.0 |
| Avg. Drawdown | -4.55% | -8.35% |
| Avg. Drawdown Days | 35.0 | 29.0 |
| Recovery Factor | 5.01 | 1.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-10 | 2025-01-03 | -18.54 | 420 |
| 2022-06-17 | 2022-06-19 | -14.34 | 2 |
| 2025-01-31 | 2025-04-09 | -12.23 | 67 |
| 2023-03-01 | 2023-10-23 | -10.83 | 236 |
| 2022-06-20 | 2022-07-27 | -10.73 | 37 |
| 2025-04-10 | 2025-06-19 | -10.60 | 70 |
| 2022-08-30 | 2022-08-31 | -6.03 | 0 |
| 2023-10-24 | 2023-11-09 | -5.46 | 16 |
| 2022-09-23 | 2022-10-29 | -4.89 | 35 |
| 2025-01-15 | 2025-01-30 | -4.68 | 14 |
| Metric | 11881003:ethusd:triple_med_gx:lsma175_145 | 11881003:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 13.95% | 27.26% |
| Worst Week | -5.73% | -21.87% |
| Best Month | 13.95% | 56.93% |
| Worst Month | -6.86% | -32.24% |
| Best Year | 42.11% | 91.16% |
| Worst Year | 0.47% | -24.66% |
| Avg. Up Day | 1.29% | 1.31% |
| Avg. Down Day | -0.94% | -1.1% |
| Avg. Up Week | 3.81% | 7.22% |
| Avg. Down Week | -2.05% | -6.87% |
| Avg. Up Month | 5.76% | 23.58% |
| Avg. Down Month | -2.99% | -13.57% |
| Win Days % | 45.37% | 50.26% |
| Win Month % | 54.29% | 48.65% |
| Win Week % | 52.05% | 52.17% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |