| Metric | 11882021:ethusd:triple_med_gx:lsma40_10 | 11882021:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 19.85% | 105.11% |
| Max Drawdown | -41.34% | -64.23% |
| Sharpe | 0.18 | 0.33 |
| Sortino | 0.3 | 0.48 |
| Payoff Ratio | 1.23 | 1.16 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 0.15 | 1.06 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 0.14 | 1.01 |
| Outlier Win Ratio | 52.45 | 2.96 |
| Outlier Loss Ratio | 4.18 | 3.07 |
| Volatility (ann.) | 10.4% | 33.56% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.14 | 0.38 |
| Skew | 3.51 | 0.31 |
| Kurtosis | 86.33 | 8.81 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.44% | 1.77% |
| Expected Yearly % | 4.63% | 19.67% |
| Kelly Criterion | -2.88% | 8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.86% |
| Expected Shortfall (cVaR) | -0.89% | -2.86% |
| Year | 11882021:ETHUSD | 11882021:ethusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.22 | -3.39 | 0.08 | + |
| 2023 | 91.16 | 29.28 | 0.32 | - |
| 2024 | 45.75 | 9.35 | 0.20 | - |
| 2025 | 31.97 | -12.25 | -0.38 | - |
| Metric | 11882021:ethusd:triple_med_gx:lsma40_10 | 11882021:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.17% | 73.76% |
| 6M | -7.83% | 98.28% |
| YTD | -12.25% | 31.97% |
| 1Y | -18.6% | 74.9% |
| 3Y (ann.) | 1.53% | 41.37% |
| 5Y (ann.) | 5.64% | 24.33% |
| Metric | 11882021:ethusd:triple_med_gx:lsma40_10 | 11882021:ETHUSD |
|---|---|---|
| Max Drawdown | -41.34% | -64.23% |
| Longest DD Days | 530.0 | 565.0 |
| Avg. Drawdown | -5.98% | -8.58% |
| Avg. Drawdown Days | 66.0 | 45.0 |
| Recovery Factor | 0.48 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -41.34 | 482 |
| 2022-07-28 | 2024-01-10 | -26.59 | 530 |
| 2022-05-31 | 2022-07-07 | -9.27 | 37 |
| 2024-04-09 | 2024-04-22 | -5.20 | 13 |
| 2022-05-18 | 2022-05-30 | -3.16 | 12 |
| 2024-04-22 | 2024-05-06 | -2.77 | 13 |
| 2022-07-16 | 2022-07-16 | -2.71 | 0 |
| 2022-05-16 | 2022-05-17 | -2.41 | 1 |
| 2024-03-25 | 2024-03-25 | -1.60 | 0 |
| 2024-01-30 | 2024-02-27 | -1.52 | 27 |
| Metric | 11882021:ethusd:triple_med_gx:lsma40_10 | 11882021:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 13.68% | 27.26% |
| Worst Week | -19.76% | -34.61% |
| Best Month | 18.16% | 56.93% |
| Worst Month | -20.17% | -44.86% |
| Best Year | 29.28% | 91.16% |
| Worst Year | -12.25% | -44.22% |
| Avg. Up Day | 1.18% | 1.2% |
| Avg. Down Day | -0.96% | -1.03% |
| Avg. Up Week | 4.4% | 9.3% |
| Avg. Down Week | -3.38% | -6.51% |
| Avg. Up Month | 6.91% | 22.74% |
| Avg. Down Month | -6.3% | -14.6% |
| Win Days % | 43.36% | 50.56% |
| Win Month % | 48.72% | 51.22% |
| Win Week % | 46.99% | 53.41% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |