| Metric | 11887216:ethusd:triple_med_gx:lsma50_20 | 11887216:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 14.21% | 87.78% |
| Max Drawdown | -46.35% | -64.23% |
| Sharpe | 0.14 | 0.31 |
| Sortino | 0.22 | 0.45 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 39.99 | 3.23 |
| Outlier Loss Ratio | 4.19 | 3.28 |
| Volatility (ann.) | 12.58% | 33.97% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.09 | 0.33 |
| Skew | 2.15 | 0.22 |
| Kurtosis | 57.12 | 9.01 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.32% | 1.55% |
| Expected Yearly % | 3.38% | 17.06% |
| Kelly Criterion | -1.73% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.9% |
| Expected Shortfall (cVaR) | -1.08% | -2.9% |
| Year | 11887216:ETHUSD | 11887216:ethusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 4.68 | -0.10 | + |
| 2023 | 91.16 | 16.40 | 0.18 | - |
| 2024 | 45.75 | 15.30 | 0.33 | - |
| 2025 | 31.97 | -18.71 | -0.59 | - |
| Metric | 11887216:ethusd:triple_med_gx:lsma50_20 | 11887216:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 6.53% | 73.76% |
| 6M | -7.12% | 98.28% |
| YTD | -18.71% | 31.97% |
| 1Y | -28.8% | 74.9% |
| 3Y (ann.) | 3.62% | 41.37% |
| 5Y (ann.) | 4.09% | 20.95% |
| Metric | 11887216:ethusd:triple_med_gx:lsma50_20 | 11887216:ETHUSD |
|---|---|---|
| Max Drawdown | -46.35% | -64.23% |
| Longest DD Days | 529.0 | 609.0 |
| Avg. Drawdown | -5.03% | -9.74% |
| Avg. Drawdown Days | 51.0 | 57.0 |
| Recovery Factor | 0.31 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -46.35 | 482 |
| 2022-07-30 | 2024-01-10 | -22.65 | 529 |
| 2022-05-15 | 2022-07-07 | -16.93 | 52 |
| 2024-04-09 | 2024-04-22 | -5.54 | 13 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2022-07-08 | 2022-07-16 | -2.64 | 8 |
| 2024-03-25 | 2024-04-08 | -2.40 | 13 |
| 2024-03-23 | 2024-03-24 | -2.31 | 1 |
| 2024-01-28 | 2024-01-29 | -1.48 | 1 |
| 2024-03-25 | 2024-03-25 | -1.42 | 0 |
| Metric | 11887216:ethusd:triple_med_gx:lsma50_20 | 11887216:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 30.54% | 27.26% |
| Worst Week | -12.88% | -34.61% |
| Best Month | 39.76% | 56.93% |
| Worst Month | -19.4% | -44.86% |
| Best Year | 16.4% | 91.16% |
| Worst Year | -18.71% | -48.93% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -0.97% | -1.06% |
| Avg. Up Week | 4.39% | 9.3% |
| Avg. Down Week | -3.5% | -6.29% |
| Avg. Up Month | 7.21% | 23.75% |
| Avg. Down Month | -5.97% | -12.9% |
| Win Days % | 44.71% | 50.58% |
| Win Month % | 45.0% | 51.22% |
| Win Week % | 45.1% | 53.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |