| Metric | 11881433:ethusd:triple_med_gx:lsma175_145 | 11881433:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 77.98% | 357.12% |
| Max Drawdown | -34.07% | -64.23% |
| Sharpe | 0.46 | 0.52 |
| Sortino | 0.8 | 0.78 |
| Payoff Ratio | 1.43 | 1.22 |
| Profit Factor | 1.24 | 1.09 |
| Common Sense Ratio | 0.72 | 1.13 |
| CPC Index | 0.78 | 0.68 |
| Tail Ratio | 0.58 | 1.04 |
| Outlier Win Ratio | 48.12 | 3.23 |
| Outlier Loss Ratio | 4.08 | 3.09 |
| Volatility (ann.) | 11.05% | 32.81% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.58 | 0.94 |
| Skew | 4.44 | 0.41 |
| Kurtosis | 84.69 | 9.21 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.45% | 3.87% |
| Expected Yearly % | 15.5% | 46.22% |
| Kelly Criterion | 4.46% | 10.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.78% |
| Expected Shortfall (cVaR) | -0.94% | -2.78% |
| Year | 11881433:ETHUSD | 11881433:ethusd:triple_med_gx:lsma175_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 70.64 | 2.90 | + |
| 2023 | 91.16 | 29.24 | 0.32 | - |
| 2024 | 45.75 | -21.13 | -0.46 | - |
| 2025 | 31.97 | 2.32 | 0.07 | - |
| Metric | 11881433:ethusd:triple_med_gx:lsma175_145 | 11881433:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.89% | 73.76% |
| 6M | -3.85% | 98.28% |
| YTD | 2.32% | 31.97% |
| 1Y | 1.3% | 74.9% |
| 3Y (ann.) | 4.72% | 41.37% |
| 5Y (ann.) | 19.7% | 60.66% |
| Metric | 11881433:ethusd:triple_med_gx:lsma175_145 | 11881433:ETHUSD |
|---|---|---|
| Max Drawdown | -34.07% | -64.23% |
| Longest DD Days | 490.0 | 515.0 |
| Avg. Drawdown | -3.85% | -7.38% |
| Avg. Drawdown Days | 37.0 | 25.0 |
| Recovery Factor | 2.29 | 5.56 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-29 | 2025-09-01 | -34.07 | 490 |
| 2022-06-20 | 2022-06-24 | -8.94 | 3 |
| 2023-06-07 | 2023-10-23 | -6.53 | 138 |
| 2023-10-24 | 2023-11-09 | -5.77 | 16 |
| 2023-12-22 | 2023-12-27 | -5.24 | 4 |
| 2022-06-19 | 2022-06-19 | -4.92 | 0 |
| 2022-10-29 | 2023-05-23 | -4.61 | 205 |
| 2022-07-25 | 2022-07-26 | -4.43 | 1 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2023-11-10 | 2023-12-19 | -3.97 | 39 |
| Metric | 11881433:ethusd:triple_med_gx:lsma175_145 | 11881433:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -5.33% | -14.0% |
| Best Week | 24.94% | 27.36% |
| Worst Week | -14.48% | -21.87% |
| Best Month | 24.94% | 56.93% |
| Worst Month | -15.63% | -32.24% |
| Best Year | 70.64% | 91.16% |
| Worst Year | -21.13% | 24.32% |
| Avg. Up Day | 1.3% | 1.33% |
| Avg. Down Day | -0.91% | -1.08% |
| Avg. Up Week | 4.64% | 6.66% |
| Avg. Down Week | -2.83% | -5.93% |
| Avg. Up Month | 6.73% | 15.97% |
| Avg. Down Month | -3.77% | -13.87% |
| Win Days % | 43.84% | 50.74% |
| Win Month % | 58.82% | 55.0% |
| Win Week % | 53.7% | 54.39% |
| Win Quarter % | 57.14% | 64.29% |
| Win Year % | 75.0% | 100.0% |