| Metric | 11883930:ethusd:triple_med_gx:lsma35_120 | 11883930:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 70.68% | -37.29% |
| Max Drawdown | -37.62% | -71.78% |
| Sharpe | 0.69 | 0.14 |
| Sortino | 1.04 | 0.2 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.66 | 0.97 |
| CPC Index | 0.71 | 0.56 |
| Tail Ratio | 1.36 | 0.95 |
| Outlier Win Ratio | 23.13 | 3.46 |
| Outlier Loss Ratio | 4.0 | 3.18 |
| Volatility (ann.) | 31.54% | 69.75% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.48 | -0.19 |
| Skew | 0.3 | 0.11 |
| Kurtosis | 20.45 | 4.11 |
| Expected Daily % | 0.05% | -0.04% |
| Expected Monthly % | 1.35% | -1.16% |
| Expected Yearly % | 14.3% | -11.01% |
| Kelly Criterion | 6.55% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.66% | -5.98% |
| Expected Shortfall (cVaR) | -2.66% | -5.98% |
| Year | 11883930:ETHUSD | 11883930:ethusd:triple_med_gx:lsma35_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.07 | 24.78 | -0.47 | + |
| 2023 | 91.16 | 32.46 | 0.36 | - |
| 2024 | 45.75 | 40.72 | 0.89 | - |
| 2025 | -52.05 | -26.61 | 0.51 | + |
| Metric | 11883930:ethusd:triple_med_gx:lsma35_120 | 11883930:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -18.8% | -51.11% |
| 6M | -26.61% | -34.52% |
| YTD | -26.61% | -52.05% |
| 1Y | -27.24% | -50.7% |
| 3Y (ann.) | 11.49% | -19.19% |
| 5Y (ann.) | 18.13% | -13.54% |
| Metric | 11883930:ethusd:triple_med_gx:lsma35_120 | 11883930:ETHUSD |
|---|---|---|
| Max Drawdown | -37.62% | -71.78% |
| Longest DD Days | 302.0 | 699.0 |
| Avg. Drawdown | -5.34% | -18.91% |
| Avg. Drawdown Days | 45.0 | 128.0 |
| Recovery Factor | 1.88 | -0.52 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -37.62 | 231 |
| 2022-05-16 | 2023-03-14 | -19.50 | 302 |
| 2023-08-30 | 2024-01-10 | -10.28 | 133 |
| 2024-02-16 | 2024-07-15 | -9.91 | 150 |
| 2024-07-16 | 2024-08-23 | -6.83 | 38 |
| 2024-01-12 | 2024-01-26 | -5.61 | 14 |
| 2022-02-02 | 2022-02-04 | -3.95 | 2 |
| 2023-05-24 | 2023-05-28 | -2.95 | 4 |
| 2023-08-21 | 2023-08-29 | -2.93 | 8 |
| 2023-03-15 | 2023-03-17 | -2.82 | 2 |
| Metric | 11883930:ethusd:triple_med_gx:lsma35_120 | 11883930:ETHUSD |
|---|---|---|
| Best Day | 13.68% | 19.2% |
| Worst Day | -14.77% | -17.59% |
| Best Week | 25.43% | 25.43% |
| Worst Week | -15.98% | -34.61% |
| Best Month | 21.92% | 56.93% |
| Worst Month | -19.94% | -44.86% |
| Best Year | 40.72% | 91.16% |
| Worst Year | -26.61% | -53.07% |
| Avg. Up Day | 2.45% | 2.46% |
| Avg. Down Day | -2.11% | -2.26% |
| Avg. Up Week | 5.93% | 6.09% |
| Avg. Down Week | -4.09% | -6.36% |
| Avg. Up Month | 9.55% | 18.13% |
| Avg. Down Month | -7.28% | -21.54% |
| Win Days % | 49.84% | 50.34% |
| Win Month % | 59.09% | 50.0% |
| Win Week % | 55.93% | 48.54% |
| Win Quarter % | 63.64% | 50.0% |
| Win Year % | 75.0% | 50.0% |