| Metric | 11887289:ethusd:triple_med_gx:lsma40_125 | 11887289:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 35.78% | -40.41% |
| Max Drawdown | -50.88% | -71.78% |
| Sharpe | 0.46 | 0.12 |
| Sortino | 0.68 | 0.17 |
| Payoff Ratio | 1.16 | 1.06 |
| Profit Factor | 1.15 | 1.02 |
| Common Sense Ratio | 1.49 | 0.97 |
| CPC Index | 0.65 | 0.54 |
| Tail Ratio | 1.3 | 0.95 |
| Outlier Win Ratio | 23.09 | 3.33 |
| Outlier Loss Ratio | 3.87 | 3.14 |
| Volatility (ann.) | 31.55% | 69.8% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.2 | -0.21 |
| Skew | 0.16 | 0.12 |
| Kurtosis | 20.69 | 4.11 |
| Expected Daily % | 0.03% | -0.04% |
| Expected Monthly % | 0.79% | -1.32% |
| Expected Yearly % | 7.95% | -12.14% |
| Kelly Criterion | 4.4% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -5.99% |
| Expected Shortfall (cVaR) | -2.68% | -5.99% |
| Year | 11887289:ETHUSD | 11887289:ethusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.40 | 15.69 | -0.28 | + |
| 2023 | 91.16 | 33.14 | 0.36 | - |
| 2024 | 45.75 | 53.17 | 1.16 | + |
| 2025 | -52.05 | -42.45 | 0.82 | + |
| Metric | 11887289:ethusd:triple_med_gx:lsma40_125 | 11887289:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -36.33% | -51.11% |
| 6M | -42.45% | -34.52% |
| YTD | -42.45% | -52.05% |
| 1Y | -37.96% | -50.7% |
| 3Y (ann.) | 5.35% | -19.19% |
| 5Y (ann.) | 10.05% | -14.96% |
| Metric | 11887289:ethusd:triple_med_gx:lsma40_125 | 11887289:ETHUSD |
|---|---|---|
| Max Drawdown | -50.88% | -71.78% |
| Longest DD Days | 300.0 | 699.0 |
| Avg. Drawdown | -6.2% | -20.79% |
| Avg. Drawdown Days | 45.0 | 143.0 |
| Recovery Factor | 0.7 | -0.56 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -50.88 | 231 |
| 2022-05-16 | 2023-03-12 | -19.50 | 300 |
| 2023-08-30 | 2024-01-10 | -10.28 | 133 |
| 2024-04-29 | 2024-05-18 | -8.97 | 19 |
| 2024-01-12 | 2024-02-07 | -6.53 | 26 |
| 2024-08-13 | 2024-08-23 | -5.60 | 10 |
| 2024-04-15 | 2024-04-22 | -5.48 | 7 |
| 2024-08-08 | 2024-08-12 | -5.02 | 4 |
| 2023-05-24 | 2023-05-28 | -2.95 | 4 |
| 2023-08-21 | 2023-08-29 | -2.93 | 8 |
| Metric | 11887289:ethusd:triple_med_gx:lsma40_125 | 11887289: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 | 28.86% | 56.93% |
| Worst Month | -24.42% | -44.86% |
| Best Year | 53.17% | 91.16% |
| Worst Year | -42.45% | -55.4% |
| Avg. Up Day | 2.44% | 2.45% |
| Avg. Down Day | -2.11% | -2.31% |
| Avg. Up Week | 5.21% | 6.63% |
| Avg. Down Week | -4.26% | -7.39% |
| Avg. Up Month | 11.36% | 21.56% |
| Avg. Down Month | -8.48% | -22.05% |
| Win Days % | 48.69% | 50.22% |
| Win Month % | 52.38% | 48.72% |
| Win Week % | 55.74% | 48.54% |
| Win Quarter % | 63.64% | 50.0% |
| Win Year % | 75.0% | 50.0% |