| Metric | 11883424:ethusd:triple_med_gx:lsma190_10 | 11883424:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 1.28% | 199.54% |
| Max Drawdown | -52.11% | -64.23% |
| Sharpe | 0.08 | 0.42 |
| Sortino | 0.12 | 0.62 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.03 | 1.11 |
| CPC Index | 0.54 | 0.61 |
| Tail Ratio | 1.0 | 1.03 |
| Outlier Win Ratio | 31.0 | 3.25 |
| Outlier Loss Ratio | 4.22 | 3.37 |
| Volatility (ann.) | 14.03% | 33.37% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.01 | 0.63 |
| Skew | 3.48 | 0.36 |
| Kurtosis | 93.54 | 9.13 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.78% |
| Expected Yearly % | 0.32% | 31.56% |
| Kelly Criterion | -1.37% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.83% |
| Expected Shortfall (cVaR) | -1.2% | -2.83% |
| Year | 11883424:ETHUSD | 11883424:ethusd:triple_med_gx:lsma190_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 10.20 | -0.55 | + |
| 2023 | 91.16 | 42.03 | 0.46 | - |
| 2024 | 45.75 | 29.74 | 0.65 | - |
| 2025 | 31.97 | -50.13 | -1.57 | - |
| Metric | 11883424:ethusd:triple_med_gx:lsma190_10 | 11883424:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -6.21% | 73.76% |
| 6M | -39.89% | 98.28% |
| YTD | -50.13% | 31.97% |
| 1Y | -46.93% | 74.9% |
| 3Y (ann.) | -3.5% | 41.37% |
| 5Y (ann.) | 0.4% | 40.56% |
| Metric | 11883424:ethusd:triple_med_gx:lsma190_10 | 11883424:ETHUSD |
|---|---|---|
| Max Drawdown | -52.11% | -64.23% |
| Longest DD Days | 372.0 | 515.0 |
| Avg. Drawdown | -5.43% | -8.99% |
| Avg. Drawdown Days | 27.0 | 31.0 |
| Recovery Factor | 0.02 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -52.11 | 372 |
| 2022-09-11 | 2023-01-09 | -21.54 | 120 |
| 2024-04-08 | 2024-05-20 | -14.91 | 42 |
| 2022-06-28 | 2022-07-06 | -13.75 | 8 |
| 2023-07-01 | 2023-12-05 | -13.65 | 157 |
| 2023-12-08 | 2024-01-10 | -7.60 | 33 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2024-01-11 | 2024-02-11 | -7.22 | 30 |
| 2024-07-17 | 2024-08-24 | -6.18 | 38 |
| 2022-07-08 | 2022-07-14 | -6.06 | 6 |
| Metric | 11883424:ethusd:triple_med_gx:lsma190_10 | 11883424:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 21.04% | 27.26% |
| Worst Week | -22.17% | -26.0% |
| Best Month | 24.35% | 56.93% |
| Worst Month | -33.1% | -32.24% |
| Best Year | 42.03% | 91.16% |
| Worst Year | -50.13% | -18.54% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 5.37% | 9.59% |
| Avg. Down Week | -4.78% | -6.4% |
| Avg. Up Month | 8.96% | 25.65% |
| Avg. Down Month | -8.66% | -12.9% |
| Win Days % | 45.73% | 50.62% |
| Win Month % | 54.55% | 52.5% |
| Win Week % | 43.75% | 54.07% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |