| Metric | 11881694:ethusd:triple_med_gx:lsma45_145 | 11881694:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 71.23% | 128.9% |
| Max Drawdown | -27.37% | -64.23% |
| Sharpe | 0.39 | 0.38 |
| Sortino | 0.6 | 0.55 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.33 | 1.09 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.18 | 1.03 |
| Outlier Win Ratio | 26.42 | 3.41 |
| Outlier Loss Ratio | 4.33 | 3.6 |
| Volatility (ann.) | 13.99% | 32.37% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.72 | 0.5 |
| Skew | 0.96 | 0.27 |
| Kurtosis | 26.39 | 9.24 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.26% |
| Expected Yearly % | 14.39% | 23.0% |
| Kelly Criterion | 2.96% | 9.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.75% |
| Expected Shortfall (cVaR) | -1.19% | -2.75% |
| Year | 11881694:ETHUSD | 11881694:ethusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 28.17 | 3.11 | + |
| 2023 | 91.16 | 33.18 | 0.36 | - |
| 2024 | 45.75 | -11.36 | -0.25 | - |
| 2025 | -24.66 | 13.17 | -0.53 | + |
| Metric | 11881694:ethusd:triple_med_gx:lsma45_145 | 11881694:ETHUSD |
|---|---|---|
| MTD | -5.3% | -0.81% |
| 3M | 5.53% | 21.99% |
| 6M | 13.17% | -30.79% |
| YTD | 13.17% | -24.66% |
| 1Y | 24.88% | -27.95% |
| 3Y (ann.) | 19.68% | 31.86% |
| 5Y (ann.) | 19.68% | 31.86% |
| Metric | 11881694:ethusd:triple_med_gx:lsma45_145 | 11881694:ETHUSD |
|---|---|---|
| Max Drawdown | -27.37% | -64.23% |
| Longest DD Days | 482.0 | 464.0 |
| Avg. Drawdown | -5.34% | -7.33% |
| Avg. Drawdown Days | 37.0 | 26.0 |
| Recovery Factor | 2.6 | 2.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2025-04-23 | -27.37 | 482 |
| 2022-06-26 | 2022-07-26 | -19.85 | 30 |
| 2022-09-27 | 2023-06-20 | -15.29 | 266 |
| 2023-09-06 | 2023-11-09 | -12.17 | 63 |
| 2025-05-29 | 2025-06-19 | -12.08 | 21 |
| 2022-07-28 | 2022-08-08 | -11.01 | 10 |
| 2022-09-06 | 2022-09-27 | -9.42 | 20 |
| 2023-11-12 | 2023-12-27 | -6.83 | 45 |
| 2022-08-08 | 2022-09-06 | -6.30 | 28 |
| 2025-05-18 | 2025-05-19 | -5.34 | 1 |
| Metric | 11881694:ethusd:triple_med_gx:lsma45_145 | 11881694:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 24.6% | 27.26% |
| Worst Week | -13.63% | -21.87% |
| Best Month | 38.2% | 56.93% |
| Worst Month | -9.0% | -32.24% |
| Best Year | 33.18% | 91.16% |
| Worst Year | -11.36% | -24.66% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -0.95% | -0.97% |
| Avg. Up Week | 6.1% | 7.47% |
| Avg. Down Week | -3.02% | -6.67% |
| Avg. Up Month | 9.82% | 22.74% |
| Avg. Down Month | -3.56% | -10.05% |
| Win Days % | 46.64% | 50.37% |
| Win Month % | 52.94% | 48.65% |
| Win Week % | 44.16% | 52.5% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 75.0% |