| Metric | 11881400:ethusd:triple_med_gx:lsma135_145 | 11881400:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 31.43% | 357.12% |
| Max Drawdown | -16.44% | -64.23% |
| Sharpe | 0.37 | 0.52 |
| Sortino | 0.6 | 0.78 |
| Payoff Ratio | 1.54 | 1.41 |
| Profit Factor | 1.32 | 1.09 |
| Common Sense Ratio | NaN | 1.13 |
| CPC Index | 0.87 | 0.78 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 108.53 | 2.61 |
| Outlier Loss Ratio | 4.32 | 2.54 |
| Volatility (ann.) | 6.39% | 32.81% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.54 | 0.94 |
| Skew | 4.93 | 0.41 |
| Kurtosis | 246.9 | 9.21 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.69% | 3.87% |
| Expected Yearly % | 7.07% | 46.22% |
| Kelly Criterion | 5.74% | 15.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.78% |
| Expected Shortfall (cVaR) | -0.54% | -2.78% |
| Year | 11881400:ETHUSD | 11881400:ethusd:triple_med_gx:lsma135_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 11.93 | 0.49 | - |
| 2023 | 91.16 | 13.34 | 0.15 | - |
| 2024 | 45.75 | -2.04 | -0.04 | - |
| 2025 | 31.97 | 5.76 | 0.18 | - |
| Metric | 11881400:ethusd:triple_med_gx:lsma135_145 | 11881400:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 10.16% | 73.76% |
| 6M | 10.52% | 98.28% |
| YTD | 5.76% | 31.97% |
| 1Y | 5.7% | 74.9% |
| 3Y (ann.) | 6.54% | 41.37% |
| 5Y (ann.) | 8.9% | 60.66% |
| Metric | 11881400:ethusd:triple_med_gx:lsma135_145 | 11881400:ETHUSD |
|---|---|---|
| Max Drawdown | -16.44% | -64.23% |
| Longest DD Days | 482.0 | 515.0 |
| Avg. Drawdown | -1.81% | -7.38% |
| Avg. Drawdown Days | 38.0 | 25.0 |
| Recovery Factor | 1.91 | 5.56 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -16.44 | 482 |
| 2023-06-07 | 2023-11-09 | -6.58 | 155 |
| 2023-12-11 | 2024-03-25 | -5.30 | 105 |
| 2023-02-06 | 2023-02-07 | -2.19 | 1 |
| 2022-11-23 | 2022-11-23 | -1.81 | 0 |
| 2023-05-04 | 2023-05-05 | -1.46 | 1 |
| 2023-04-01 | 2023-05-02 | -1.32 | 31 |
| 2023-03-07 | 2023-03-31 | -1.16 | 24 |
| 2023-11-11 | 2023-11-18 | -1.10 | 6 |
| 2023-05-20 | 2023-05-23 | -1.03 | 2 |
| Metric | 11881400:ethusd:triple_med_gx:lsma135_145 | 11881400:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 16.51% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 9.42% | 27.36% |
| Worst Week | -7.76% | -21.87% |
| Best Month | 9.5% | 56.93% |
| Worst Month | -7.62% | -32.24% |
| Best Year | 13.34% | 91.16% |
| Worst Year | -2.04% | 24.32% |
| Avg. Up Day | 1.11% | 1.17% |
| Avg. Down Day | -0.72% | -0.83% |
| Avg. Up Week | 3.06% | 8.71% |
| Avg. Down Week | -2.39% | -5.84% |
| Avg. Up Month | 3.91% | 21.21% |
| Avg. Down Month | -1.96% | -6.97% |
| Win Days % | 42.91% | 50.74% |
| Win Month % | 53.57% | 55.0% |
| Win Week % | 53.49% | 54.39% |
| Win Quarter % | 69.23% | 64.29% |
| Win Year % | 75.0% | 100.0% |