| Metric | 11887198:ethusd:triple_med_gx:lsma55_20 | 11887198:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -21.8% | 91.18% |
| Max Drawdown | -64.08% | -64.23% |
| Sharpe | -0.06 | 0.31 |
| Sortino | -0.09 | 0.45 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 0.98 | 1.05 |
| Common Sense Ratio | 0.91 | 1.06 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 0.93 | 1.01 |
| Outlier Win Ratio | 34.32 | 3.31 |
| Outlier Loss Ratio | 4.24 | 3.47 |
| Volatility (ann.) | 14.1% | 34.04% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.11 | 0.34 |
| Skew | 1.96 | 0.23 |
| Kurtosis | 51.66 | 8.98 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.6% | 1.59% |
| Expected Yearly % | -5.96% | 17.59% |
| Kelly Criterion | -6.17% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.9% |
| Expected Shortfall (cVaR) | -1.22% | -2.9% |
| Year | 11887198:ETHUSD | 11887198:ethusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.01 | 1.20 | -0.03 | + |
| 2023 | 91.16 | 20.34 | 0.22 | - |
| 2024 | 45.75 | -2.88 | -0.06 | - |
| 2025 | 31.97 | -33.88 | -1.06 | - |
| Metric | 11887198:ethusd:triple_med_gx:lsma55_20 | 11887198:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.92% | 73.76% |
| 6M | -14.0% | 98.28% |
| YTD | -33.88% | 31.97% |
| 1Y | -51.97% | 74.9% |
| 3Y (ann.) | -9.32% | 41.37% |
| 5Y (ann.) | -7.15% | 21.59% |
| Metric | 11887198:ethusd:triple_med_gx:lsma55_20 | 11887198:ETHUSD |
|---|---|---|
| Max Drawdown | -64.08% | -64.23% |
| Longest DD Days | 548.0 | 609.0 |
| Avg. Drawdown | -5.53% | -9.14% |
| Avg. Drawdown Days | 44.0 | 52.0 |
| Recovery Factor | -0.34 | 1.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -64.08 | 482 |
| 2022-07-30 | 2024-01-29 | -26.21 | 548 |
| 2022-05-15 | 2022-06-19 | -14.97 | 35 |
| 2022-06-20 | 2022-07-07 | -10.01 | 17 |
| 2022-07-08 | 2022-07-16 | -5.47 | 8 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2024-03-23 | 2024-03-24 | -2.31 | 1 |
| 2024-04-22 | 2024-05-06 | -2.25 | 13 |
| 2024-03-25 | 2024-03-25 | -1.42 | 0 |
| Metric | 11887198:ethusd:triple_med_gx:lsma55_20 | 11887198:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -6.72% | -14.0% |
| Best Week | 28.2% | 27.26% |
| Worst Week | -16.26% | -34.61% |
| Best Month | 32.15% | 56.93% |
| Worst Month | -23.06% | -44.86% |
| Best Year | 20.34% | 91.16% |
| Worst Year | -33.88% | -48.01% |
| Avg. Up Day | 1.17% | 1.19% |
| Avg. Down Day | -1.03% | -1.1% |
| Avg. Up Week | 3.89% | 8.49% |
| Avg. Down Week | -4.38% | -6.65% |
| Avg. Up Month | 5.99% | 18.78% |
| Avg. Down Month | -8.0% | -9.67% |
| Win Days % | 43.45% | 50.55% |
| Win Month % | 51.28% | 51.22% |
| Win Week % | 46.43% | 53.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |