| Metric | 11881432:ethusd:triple_med_gx:lsma165_145 | 11881432:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 80.73% | 357.12% |
| Max Drawdown | -24.29% | -64.23% |
| Sharpe | 0.49 | 0.52 |
| Sortino | 0.89 | 0.78 |
| Payoff Ratio | 1.46 | 1.2 |
| Profit Factor | 1.32 | 1.09 |
| Common Sense Ratio | 0.0 | 1.13 |
| CPC Index | 0.85 | 0.66 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 54.56 | 2.97 |
| Outlier Loss Ratio | 3.97 | 2.99 |
| Volatility (ann.) | 10.42% | 32.81% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.83 | 0.94 |
| Skew | 5.69 | 0.41 |
| Kurtosis | 122.51 | 9.21 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.49% | 3.87% |
| Expected Yearly % | 15.95% | 46.22% |
| Kelly Criterion | 6.29% | 9.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.78% |
| Expected Shortfall (cVaR) | -0.88% | -2.78% |
| Year | 11881432:ETHUSD | 11881432:ethusd:triple_med_gx:lsma165_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 58.46 | 2.40 | + |
| 2023 | 91.16 | 24.15 | 0.26 | - |
| 2024 | 45.75 | -3.82 | -0.08 | - |
| 2025 | 31.97 | -4.49 | -0.14 | - |
| Metric | 11881432:ethusd:triple_med_gx:lsma165_145 | 11881432:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | -9.13% | 73.76% |
| 6M | -4.36% | 98.28% |
| YTD | -4.49% | 31.97% |
| 1Y | -7.61% | 74.9% |
| 3Y (ann.) | 8.25% | 41.37% |
| 5Y (ann.) | 20.28% | 60.66% |
| Metric | 11881432:ethusd:triple_med_gx:lsma165_145 | 11881432:ETHUSD |
|---|---|---|
| Max Drawdown | -24.29% | -64.23% |
| Longest DD Days | 490.0 | 515.0 |
| Avg. Drawdown | -3.31% | -7.38% |
| Avg. Drawdown Days | 43.0 | 25.0 |
| Recovery Factor | 3.32 | 5.56 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-09-01 | -24.29 | 490 |
| 2022-06-20 | 2022-07-27 | -6.80 | 37 |
| 2023-06-07 | 2023-11-09 | -6.55 | 155 |
| 2022-06-19 | 2022-06-19 | -4.92 | 0 |
| 2024-03-25 | 2024-04-27 | -4.37 | 32 |
| 2022-10-29 | 2023-05-20 | -4.34 | 202 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2023-12-24 | 2024-01-13 | -4.10 | 20 |
| 2022-07-28 | 2022-08-31 | -3.79 | 33 |
| 2022-08-31 | 2022-09-27 | -3.74 | 26 |
| Metric | 11881432:ethusd:triple_med_gx:lsma165_145 | 11881432:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 17.34% | 27.36% |
| Worst Week | -6.25% | -21.87% |
| Best Month | 17.34% | 56.93% |
| Worst Month | -6.3% | -32.24% |
| Best Year | 58.46% | 91.16% |
| Worst Year | -4.49% | 24.32% |
| Avg. Up Day | 1.34% | 1.37% |
| Avg. Down Day | -0.92% | -1.14% |
| Avg. Up Week | 5.03% | 7.62% |
| Avg. Down Week | -2.55% | -5.34% |
| Avg. Up Month | 7.48% | 16.46% |
| Avg. Down Month | -1.87% | -8.46% |
| Win Days % | 44.37% | 50.74% |
| Win Month % | 50.0% | 55.0% |
| Win Week % | 53.85% | 54.39% |
| Win Quarter % | 57.14% | 64.29% |
| Win Year % | 50.0% | 100.0% |