| Metric | 11881534:ethusd:triple_med_gx:lsma165_145 | 11881534:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 34.54% | 290.0% |
| Max Drawdown | -24.25% | -64.23% |
| Sharpe | 0.29 | 0.49 |
| Sortino | 0.46 | 0.72 |
| Payoff Ratio | 1.31 | 1.15 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 0.0 | 1.12 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 62.68 | 2.91 |
| Outlier Loss Ratio | 3.76 | 2.94 |
| Volatility (ann.) | 9.48% | 32.56% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.4 | 0.82 |
| Skew | 3.31 | 0.34 |
| Kurtosis | 108.86 | 9.06 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.74% | 3.46% |
| Expected Yearly % | 7.7% | 40.53% |
| Kelly Criterion | 3.02% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.76% |
| Expected Shortfall (cVaR) | -0.81% | -2.76% |
| Year | 11881534:ETHUSD | 11881534:ethusd:triple_med_gx:lsma165_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 6.07 | 20.60 | 3.40 | + |
| 2023 | 91.16 | 4.93 | 0.05 | - |
| 2024 | 45.75 | 0.17 | 0.00 | - |
| 2025 | 31.97 | 6.14 | 0.19 | - |
| Metric | 11881534:ethusd:triple_med_gx:lsma165_145 | 11881534:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 7.68% | 73.76% |
| 6M | 13.85% | 98.28% |
| YTD | 6.14% | 31.97% |
| 1Y | 6.56% | 74.9% |
| 3Y (ann.) | 3.68% | 41.37% |
| 5Y (ann.) | 9.71% | 52.95% |
| Metric | 11881534:ethusd:triple_med_gx:lsma165_145 | 11881534:ETHUSD |
|---|---|---|
| Max Drawdown | -24.25% | -64.23% |
| Longest DD Days | 490.0 | 515.0 |
| Avg. Drawdown | -4.91% | -7.59% |
| Avg. Drawdown Days | 87.0 | 26.0 |
| Recovery Factor | 1.42 | 4.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-09-01 | -24.25 | 490 |
| 2022-08-31 | 2023-11-09 | -11.88 | 435 |
| 2023-11-10 | 2024-03-25 | -7.90 | 135 |
| 2022-06-20 | 2022-07-27 | -5.95 | 37 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2022-07-28 | 2022-08-31 | -3.79 | 33 |
| 2024-03-25 | 2024-03-25 | -1.42 | 0 |
| 2024-04-24 | 2024-04-25 | -1.41 | 1 |
| 2024-04-25 | 2024-04-27 | -1.38 | 1 |
| 2024-04-28 | 2024-04-28 | -0.77 | 0 |
| Metric | 11881534:ethusd:triple_med_gx:lsma165_145 | 11881534:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 16.51% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 20.38% | 27.26% |
| Worst Week | -7.92% | -21.87% |
| Best Month | 19.27% | 56.93% |
| Worst Month | -7.49% | -32.24% |
| Best Year | 20.6% | 91.16% |
| Worst Year | 0.17% | 6.07% |
| Avg. Up Day | 1.21% | 1.23% |
| Avg. Down Day | -0.93% | -1.07% |
| Avg. Up Week | 3.58% | 5.83% |
| Avg. Down Week | -3.88% | -4.82% |
| Avg. Up Month | 5.96% | 22.28% |
| Avg. Down Month | -3.62% | -8.11% |
| Win Days % | 45.09% | 50.73% |
| Win Month % | 56.25% | 52.5% |
| Win Week % | 54.72% | 54.39% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |