| Metric | 11881921:ethusd:triple_med_gx:lsma60_10 | 11881921:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 33.13% | 87.78% |
| Max Drawdown | -51.22% | -64.23% |
| Sharpe | 0.22 | 0.31 |
| Sortino | 0.34 | 0.45 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.08 | 1.05 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.03 | 1.01 |
| Outlier Win Ratio | 29.52 | 3.47 |
| Outlier Loss Ratio | 4.49 | 3.47 |
| Volatility (ann.) | 14.45% | 33.97% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.18 | 0.33 |
| Skew | 1.88 | 0.22 |
| Kurtosis | 38.3 | 9.01 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.7% | 1.55% |
| Expected Yearly % | 7.42% | 17.06% |
| Kelly Criterion | -1.08% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.9% |
| Expected Shortfall (cVaR) | -1.24% | -2.9% |
| Year | 11881921:ETHUSD | 11881921:ethusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 25.40 | -0.52 | + |
| 2023 | 91.16 | 27.74 | 0.30 | - |
| 2024 | 45.75 | 4.73 | 0.10 | - |
| 2025 | 31.97 | -20.65 | -0.65 | - |
| Metric | 11881921:ethusd:triple_med_gx:lsma60_10 | 11881921:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 10.45% | 73.76% |
| 6M | -20.13% | 98.28% |
| YTD | -20.65% | 31.97% |
| 1Y | -26.17% | 74.9% |
| 3Y (ann.) | -0.17% | 41.37% |
| 5Y (ann.) | 9.02% | 20.95% |
| Metric | 11881921:ethusd:triple_med_gx:lsma60_10 | 11881921:ETHUSD |
|---|---|---|
| Max Drawdown | -51.22% | -64.23% |
| Longest DD Days | 482.0 | 609.0 |
| Avg. Drawdown | -6.9% | -9.74% |
| Avg. Drawdown Days | 49.0 | 57.0 |
| Recovery Factor | 0.65 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -51.22 | 482 |
| 2022-07-19 | 2023-04-13 | -21.43 | 268 |
| 2023-05-29 | 2023-12-20 | -13.81 | 205 |
| 2023-12-22 | 2024-01-11 | -12.90 | 19 |
| 2022-05-16 | 2022-06-06 | -10.77 | 21 |
| 2022-06-20 | 2022-07-07 | -10.01 | 17 |
| 2024-02-29 | 2024-04-08 | -9.45 | 38 |
| 2024-04-09 | 2024-04-22 | -5.33 | 13 |
| 2022-07-08 | 2022-07-16 | -4.46 | 8 |
| 2023-04-13 | 2023-05-28 | -4.43 | 45 |
| Metric | 11881921:ethusd:triple_med_gx:lsma60_10 | 11881921:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 27.72% | 27.26% |
| Worst Week | -20.83% | -34.61% |
| Best Month | 27.09% | 56.93% |
| Worst Month | -23.85% | -44.86% |
| Best Year | 27.74% | 91.16% |
| Worst Year | -20.65% | -48.93% |
| Avg. Up Day | 1.18% | 1.2% |
| Avg. Down Day | -0.96% | -1.02% |
| Avg. Up Week | 4.54% | 8.57% |
| Avg. Down Week | -3.72% | -5.72% |
| Avg. Up Month | 7.04% | 20.71% |
| Avg. Down Month | -6.89% | -11.59% |
| Win Days % | 44.3% | 50.58% |
| Win Month % | 55.0% | 51.22% |
| Win Week % | 47.58% | 53.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |