| Metric | 11881803:ethusd:triple_med_gx:lsma220_145 | 11881803:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 43.39% | 300.98% |
| Max Drawdown | -38.09% | -64.23% |
| Sharpe | 0.27 | 0.5 |
| Sortino | 0.4 | 0.73 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.26 | 1.13 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.16 | 1.05 |
| Outlier Win Ratio | 26.96 | 3.31 |
| Outlier Loss Ratio | 4.22 | 3.48 |
| Volatility (ann.) | 14.08% | 32.46% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.31 | 0.85 |
| Skew | 0.15 | 0.34 |
| Kurtosis | 47.48 | 9.16 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.91% | 3.53% |
| Expected Yearly % | 9.43% | 41.51% |
| Kelly Criterion | 1.08% | 4.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.75% |
| Expected Shortfall (cVaR) | -1.2% | -2.75% |
| Year | 11881803:ETHUSD | 11881803:ethusd:triple_med_gx:lsma220_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 21.59 | 2.39 | + |
| 2023 | 91.16 | 10.05 | 0.11 | - |
| 2024 | 45.75 | 39.38 | 0.86 | - |
| 2025 | 31.97 | -23.12 | -0.72 | - |
| Metric | 11881803:ethusd:triple_med_gx:lsma220_145 | 11881803:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 3.92% | 73.76% |
| 6M | 13.97% | 98.28% |
| YTD | -23.12% | 31.97% |
| 1Y | -3.47% | 74.9% |
| 3Y (ann.) | 6.66% | 41.37% |
| 5Y (ann.) | 11.94% | 54.45% |
| Metric | 11881803:ethusd:triple_med_gx:lsma220_145 | 11881803:ETHUSD |
|---|---|---|
| Max Drawdown | -38.09% | -64.23% |
| Longest DD Days | 365.0 | 515.0 |
| Avg. Drawdown | -5.17% | -7.26% |
| Avg. Drawdown Days | 32.0 | 25.0 |
| Recovery Factor | 1.14 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-09-01 | -38.09 | 224 |
| 2024-04-28 | 2024-09-21 | -24.40 | 146 |
| 2022-06-26 | 2022-07-27 | -19.85 | 31 |
| 2023-12-16 | 2024-03-03 | -14.83 | 78 |
| 2022-10-29 | 2023-10-29 | -13.95 | 365 |
| 2022-07-28 | 2022-09-06 | -9.66 | 39 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2024-10-18 | 2024-10-29 | -5.46 | 10 |
| 2025-01-17 | 2025-01-19 | -5.22 | 2 |
| 2023-11-05 | 2023-12-14 | -5.09 | 38 |
| Metric | 11881803:ethusd:triple_med_gx:lsma220_145 | 11881803:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 24.6% | 27.26% |
| Worst Week | -24.65% | -21.87% |
| Best Month | 31.24% | 56.93% |
| Worst Month | -25.38% | -32.24% |
| Best Year | 39.38% | 91.16% |
| Worst Year | -23.12% | 9.05% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.95% | -1.02% |
| Avg. Up Week | 4.47% | 7.59% |
| Avg. Down Week | -4.65% | -5.89% |
| Avg. Up Month | 7.38% | 22.04% |
| Avg. Down Month | -5.59% | -10.15% |
| Win Days % | 47.43% | 50.73% |
| Win Month % | 52.78% | 52.5% |
| Win Week % | 53.93% | 54.39% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 100.0% |