| Metric | 11881576:ethusd:triple_med_gx:lsma50_145 | 11881576:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 88.16% | 118.28% |
| Max Drawdown | -25.53% | -64.23% |
| Sharpe | 0.44 | 0.36 |
| Sortino | 0.69 | 0.53 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.38 | 1.09 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 26.52 | 3.47 |
| Outlier Loss Ratio | 4.42 | 3.6 |
| Volatility (ann.) | 14.07% | 32.37% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.92 | 0.46 |
| Skew | 1.28 | 0.27 |
| Kurtosis | 26.69 | 9.22 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.72% | 2.13% |
| Expected Yearly % | 17.12% | 21.55% |
| Kelly Criterion | 3.17% | 10.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.75% |
| Expected Shortfall (cVaR) | -1.19% | -2.75% |
| Year | 11881576:ETHUSD | 11881576:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 46.68 | 11.70 | + |
| 2023 | 91.16 | 13.24 | 0.15 | - |
| 2024 | 45.75 | -2.22 | -0.05 | - |
| 2025 | -24.66 | 15.86 | -0.64 | + |
| Metric | 11881576:ethusd:triple_med_gx:lsma50_145 | 11881576:ETHUSD |
|---|---|---|
| MTD | 2.98% | -0.81% |
| 3M | 6.83% | 21.99% |
| 6M | 15.72% | -30.79% |
| YTD | 15.86% | -24.66% |
| 1Y | 38.55% | -27.95% |
| 3Y (ann.) | 23.48% | 29.75% |
| 5Y (ann.) | 23.48% | 29.75% |
| Metric | 11881576:ethusd:triple_med_gx:lsma50_145 | 11881576:ETHUSD |
|---|---|---|
| Max Drawdown | -25.53% | -64.23% |
| Longest DD Days | 420.0 | 464.0 |
| Avg. Drawdown | -5.55% | -7.62% |
| Avg. Drawdown Days | 45.0 | 27.0 |
| Recovery Factor | 3.45 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-11 | 2025-01-04 | -25.53 | 420 |
| 2022-06-26 | 2022-07-27 | -19.85 | 31 |
| 2022-09-27 | 2023-11-09 | -18.50 | 408 |
| 2025-01-31 | 2025-04-22 | -12.21 | 80 |
| 2022-07-28 | 2022-08-05 | -9.16 | 8 |
| 2025-04-27 | 2025-06-19 | -9.11 | 53 |
| 2025-01-05 | 2025-01-31 | -8.60 | 26 |
| 2022-09-06 | 2022-09-10 | -8.06 | 4 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-09-11 | 2022-09-27 | -5.17 | 16 |
| Metric | 11881576:ethusd:triple_med_gx:lsma50_145 | 11881576:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 22.87% | 27.26% |
| Worst Week | -13.63% | -21.87% |
| Best Month | 36.66% | 56.93% |
| Worst Month | -6.68% | -32.24% |
| Best Year | 46.68% | 91.16% |
| Worst Year | -2.22% | -24.66% |
| Avg. Up Day | 1.19% | 1.21% |
| Avg. Down Day | -0.94% | -0.97% |
| Avg. Up Week | 5.52% | 6.24% |
| Avg. Down Week | -2.97% | -6.3% |
| Avg. Up Month | 9.66% | 18.44% |
| Avg. Down Month | -3.16% | -12.64% |
| Win Days % | 45.81% | 50.35% |
| Win Month % | 48.57% | 48.65% |
| Win Week % | 50.65% | 52.5% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 75.0% |