| Metric | 11881603:ethusd:triple_med_gx:lsma90_145 | 11881603:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 96.18% | 282.36% |
| Max Drawdown | -19.13% | -64.23% |
| Sharpe | 0.54 | 0.48 |
| Sortino | 0.85 | 0.71 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | 1.73 | 1.13 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.41 | 1.04 |
| Outlier Win Ratio | 38.31 | 3.19 |
| Outlier Loss Ratio | 4.13 | 3.18 |
| Volatility (ann.) | 10.9% | 32.46% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.23 | 0.81 |
| Skew | 1.53 | 0.34 |
| Kurtosis | 36.26 | 9.15 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.7% | 3.41% |
| Expected Yearly % | 18.35% | 39.84% |
| Kelly Criterion | 6.01% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.75% |
| Expected Shortfall (cVaR) | -0.92% | -2.75% |
| Year | 11881603:ETHUSD | 11881603:ethusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 22.93 | 5.75 | + |
| 2023 | 91.16 | 25.32 | 0.28 | - |
| 2024 | 45.75 | -4.40 | -0.10 | - |
| 2025 | 31.97 | 33.20 | 1.04 | + |
| Metric | 11881603:ethusd:triple_med_gx:lsma90_145 | 11881603:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | 35.01% | 73.76% |
| 6M | 38.48% | 98.28% |
| YTD | 33.2% | 31.97% |
| 1Y | 45.46% | 74.9% |
| 3Y (ann.) | 15.8% | 41.37% |
| 5Y (ann.) | 23.44% | 52.06% |
| Metric | 11881603:ethusd:triple_med_gx:lsma90_145 | 11881603:ETHUSD |
|---|---|---|
| Max Drawdown | -19.13% | -64.23% |
| Longest DD Days | 465.0 | 515.0 |
| Avg. Drawdown | -4.28% | -7.51% |
| Avg. Drawdown Days | 41.0 | 26.0 |
| Recovery Factor | 5.03 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-08-07 | -19.13 | 465 |
| 2022-06-28 | 2022-08-05 | -16.77 | 37 |
| 2022-08-13 | 2023-02-01 | -12.72 | 172 |
| 2023-12-28 | 2024-04-28 | -9.46 | 121 |
| 2023-02-04 | 2023-06-27 | -9.27 | 142 |
| 2023-11-10 | 2023-12-28 | -7.96 | 47 |
| 2023-08-02 | 2023-10-21 | -7.26 | 80 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2023-06-27 | 2023-08-01 | -3.92 | 35 |
| 2022-08-05 | 2022-08-05 | -2.93 | 0 |
| Metric | 11881603:ethusd:triple_med_gx:lsma90_145 | 11881603:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 15.33% | 27.26% |
| Worst Week | -11.14% | -21.87% |
| Best Month | 22.8% | 56.93% |
| Worst Month | -10.68% | -32.24% |
| Best Year | 33.2% | 91.16% |
| Worst Year | -4.4% | 3.99% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.89% | -0.99% |
| Avg. Up Week | 4.7% | 6.49% |
| Avg. Down Week | -3.38% | -6.11% |
| Avg. Up Month | 7.97% | 22.09% |
| Avg. Down Month | -4.07% | -12.54% |
| Win Days % | 47.54% | 50.72% |
| Win Month % | 48.65% | 52.5% |
| Win Week % | 58.73% | 54.39% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 100.0% |