| Metric | 11887287:ethusd:triple_med_gx:lsma35_125 | 11887287:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 109.35% | -40.41% |
| Max Drawdown | -37.62% | -71.78% |
| Sharpe | 0.91 | 0.12 |
| Sortino | 1.41 | 0.17 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.32 | 1.02 |
| Common Sense Ratio | 1.79 | 0.97 |
| CPC Index | 0.82 | 0.58 |
| Tail Ratio | 1.36 | 0.95 |
| Outlier Win Ratio | 23.96 | 3.46 |
| Outlier Loss Ratio | 3.8 | 2.88 |
| Volatility (ann.) | 30.61% | 69.8% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.69 | -0.21 |
| Skew | 0.47 | 0.12 |
| Kurtosis | 22.73 | 4.11 |
| Expected Daily % | 0.06% | -0.04% |
| Expected Monthly % | 1.91% | -1.32% |
| Expected Yearly % | 20.29% | -12.14% |
| Kelly Criterion | 10.17% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -5.99% |
| Expected Shortfall (cVaR) | -2.56% | -5.99% |
| Year | 11887287:ETHUSD | 11887287:ethusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.40 | 27.68 | -0.50 | + |
| 2023 | 91.16 | 45.60 | 0.50 | - |
| 2024 | 45.75 | 53.46 | 1.17 | + |
| 2025 | -52.05 | -26.61 | 0.51 | + |
| Metric | 11887287:ethusd:triple_med_gx:lsma35_125 | 11887287:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -18.8% | -51.11% |
| 6M | -26.61% | -34.52% |
| YTD | -26.61% | -52.05% |
| 1Y | -21.84% | -50.7% |
| 3Y (ann.) | 21.39% | -19.19% |
| 5Y (ann.) | 26.02% | -14.96% |
| Metric | 11887287:ethusd:triple_med_gx:lsma35_125 | 11887287:ETHUSD |
|---|---|---|
| Max Drawdown | -37.62% | -71.78% |
| Longest DD Days | 231.0 | 699.0 |
| Avg. Drawdown | -4.84% | -20.79% |
| Avg. Drawdown Days | 35.0 | 143.0 |
| Recovery Factor | 2.91 | -0.56 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -37.62 | 231 |
| 2022-05-16 | 2022-09-22 | -19.50 | 129 |
| 2023-08-30 | 2024-01-10 | -10.28 | 133 |
| 2024-04-29 | 2024-07-15 | -8.97 | 77 |
| 2024-07-16 | 2024-08-23 | -6.83 | 38 |
| 2022-10-05 | 2023-03-11 | -6.39 | 157 |
| 2024-01-12 | 2024-01-26 | -5.61 | 14 |
| 2024-04-15 | 2024-04-22 | -5.48 | 7 |
| 2022-09-29 | 2022-10-04 | -4.53 | 5 |
| 2023-05-24 | 2023-05-28 | -2.95 | 4 |
| Metric | 11887287:ethusd:triple_med_gx:lsma35_125 | 11887287: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 | 23.8% | 56.93% |
| Worst Month | -19.94% | -44.86% |
| Best Year | 53.46% | 91.16% |
| Worst Year | -26.61% | -55.4% |
| Avg. Up Day | 2.44% | 2.45% |
| Avg. Down Day | -1.99% | -2.16% |
| Avg. Up Week | 5.73% | 5.85% |
| Avg. Down Week | -3.79% | -7.72% |
| Avg. Up Month | 11.12% | 19.56% |
| Avg. Down Month | -6.99% | -22.55% |
| Win Days % | 50.5% | 50.22% |
| Win Month % | 61.9% | 48.72% |
| Win Week % | 60.34% | 48.54% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 75.0% | 50.0% |