| Metric | 11887215:ethusd:triple_med_gx:lsma45_20 | 11887215:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -12.24% | 87.78% |
| Max Drawdown | -54.88% | -64.23% |
| Sharpe | -0.02 | 0.31 |
| Sortino | -0.04 | 0.45 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 0.99 | 1.05 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 0.94 | 1.01 |
| Outlier Win Ratio | 45.77 | 3.16 |
| Outlier Loss Ratio | 4.15 | 3.3 |
| Volatility (ann.) | 11.87% | 33.97% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.07 | 0.33 |
| Skew | 2.0 | 0.22 |
| Kurtosis | 64.61 | 9.01 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.32% | 1.55% |
| Expected Yearly % | -3.21% | 17.06% |
| Kelly Criterion | -5.75% | 4.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.9% |
| Expected Shortfall (cVaR) | -1.02% | -2.9% |
| Year | 11887215:ETHUSD | 11887215:ethusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 5.64 | -0.12 | + |
| 2023 | 91.16 | 16.87 | 0.19 | - |
| 2024 | 45.75 | 2.90 | 0.06 | - |
| 2025 | 31.97 | -30.92 | -0.97 | - |
| Metric | 11887215:ethusd:triple_med_gx:lsma45_20 | 11887215:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 0.85% | 73.76% |
| 6M | -8.2% | 98.28% |
| YTD | -30.92% | 31.97% |
| 1Y | -36.21% | 74.9% |
| 3Y (ann.) | -4.58% | 41.37% |
| 5Y (ann.) | -3.87% | 20.95% |
| Metric | 11887215:ethusd:triple_med_gx:lsma45_20 | 11887215:ETHUSD |
|---|---|---|
| Max Drawdown | -54.88% | -64.23% |
| Longest DD Days | 541.0 | 609.0 |
| Avg. Drawdown | -5.64% | -9.74% |
| Avg. Drawdown Days | 58.0 | 57.0 |
| Recovery Factor | -0.22 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -54.88 | 482 |
| 2022-07-18 | 2024-01-10 | -21.83 | 541 |
| 2022-05-15 | 2022-07-06 | -13.82 | 52 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2024-03-23 | 2024-03-24 | -2.31 | 1 |
| 2024-04-09 | 2024-04-20 | -2.03 | 11 |
| 2022-07-07 | 2022-07-07 | -1.81 | 0 |
| 2024-01-28 | 2024-01-29 | -1.48 | 1 |
| 2024-01-30 | 2024-02-09 | -1.11 | 10 |
| 2024-02-27 | 2024-03-09 | -0.95 | 11 |
| Metric | 11887215:ethusd:triple_med_gx:lsma45_20 | 11887215:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 21.26% | 27.26% |
| Worst Week | -13.22% | -34.61% |
| Best Month | 31.87% | 56.93% |
| Worst Month | -23.73% | -44.86% |
| Best Year | 16.87% | 91.16% |
| Worst Year | -30.92% | -48.93% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -1.01% | -1.09% |
| Avg. Up Week | 3.89% | 8.82% |
| Avg. Down Week | -3.89% | -6.14% |
| Avg. Up Month | 5.79% | 24.63% |
| Avg. Down Month | -8.16% | -10.99% |
| Win Days % | 43.96% | 50.58% |
| Win Month % | 53.85% | 51.22% |
| Win Week % | 45.92% | 53.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |