| Metric | 11887205:ethusd:triple_med_gx:lsma35_20 | 11887205:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 60.38% | 87.78% |
| Max Drawdown | -34.1% | -64.23% |
| Sharpe | 0.42 | 0.31 |
| Sortino | 0.73 | 0.45 |
| Payoff Ratio | 1.42 | 1.27 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.77 | 0.67 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 62.0 | 2.99 |
| Outlier Loss Ratio | 4.63 | 2.91 |
| Volatility (ann.) | 9.52% | 33.97% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.45 | 0.33 |
| Skew | 4.93 | 0.22 |
| Kurtosis | 118.52 | 9.01 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.16% | 1.55% |
| Expected Yearly % | 12.53% | 17.06% |
| Kelly Criterion | 3.11% | 11.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.9% |
| Expected Shortfall (cVaR) | -0.81% | -2.9% |
| Year | 11887205:ETHUSD | 11887205:ethusd:triple_med_gx:lsma35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 15.49 | -0.32 | + |
| 2023 | 91.16 | 39.10 | 0.43 | - |
| 2024 | 45.75 | 12.12 | 0.26 | - |
| 2025 | 31.97 | -10.96 | -0.34 | - |
| Metric | 11887205:ethusd:triple_med_gx:lsma35_20 | 11887205:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.4% | 73.76% |
| 6M | 8.45% | 98.28% |
| YTD | -10.96% | 31.97% |
| 1Y | -7.88% | 74.9% |
| 3Y (ann.) | 13.95% | 41.37% |
| 5Y (ann.) | 15.33% | 20.95% |
| Metric | 11887205:ethusd:triple_med_gx:lsma35_20 | 11887205:ETHUSD |
|---|---|---|
| Max Drawdown | -34.1% | -64.23% |
| Longest DD Days | 489.0 | 609.0 |
| Avg. Drawdown | -2.75% | -9.74% |
| Avg. Drawdown Days | 30.0 | 57.0 |
| Recovery Factor | 1.77 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-30 | 2025-09-01 | -34.10 | 489 |
| 2022-07-17 | 2023-02-15 | -12.22 | 213 |
| 2022-05-15 | 2022-06-19 | -6.61 | 35 |
| 2023-03-01 | 2023-03-13 | -4.65 | 11 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2023-06-04 | 2023-07-13 | -3.42 | 38 |
| 2024-03-23 | 2024-04-08 | -3.36 | 15 |
| 2023-08-08 | 2023-10-16 | -3.18 | 68 |
| 2023-12-31 | 2024-01-09 | -2.74 | 9 |
| 2023-04-01 | 2023-04-12 | -1.89 | 11 |
| Metric | 11887205:ethusd:triple_med_gx:lsma35_20 | 11887205:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 9.63% | 27.26% |
| Worst Week | -11.25% | -34.61% |
| Best Month | 15.33% | 56.93% |
| Worst Month | -10.69% | -44.86% |
| Best Year | 39.1% | 91.16% |
| Worst Year | -10.96% | -48.93% |
| Avg. Up Day | 1.18% | 1.22% |
| Avg. Down Day | -0.83% | -0.97% |
| Avg. Up Week | 3.9% | 9.55% |
| Avg. Down Week | -2.68% | -5.16% |
| Avg. Up Month | 5.15% | 23.29% |
| Avg. Down Month | -4.95% | -11.62% |
| Win Days % | 43.17% | 50.58% |
| Win Month % | 58.97% | 51.22% |
| Win Week % | 48.89% | 53.11% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |