| Metric | 11889825:ethusd:triple_med_gx:lsma295_25 | 11889825:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 21.34% | 270.73% |
| Max Drawdown | -52.32% | -64.23% |
| Sharpe | 0.18 | 0.48 |
| Sortino | 0.27 | 0.71 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.11 | 1.13 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.06 | 1.04 |
| Outlier Win Ratio | 22.88 | 3.43 |
| Outlier Loss Ratio | 4.09 | 3.51 |
| Volatility (ann.) | 15.83% | 32.28% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.12 | 0.8 |
| Skew | 2.34 | 0.35 |
| Kurtosis | 58.25 | 9.46 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.5% | 3.42% |
| Expected Yearly % | 4.95% | 38.76% |
| Kelly Criterion | -1.46% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.74% |
| Expected Shortfall (cVaR) | -1.36% | -2.74% |
| Year | 11889825:ETHUSD | 11889825:ethusd:triple_med_gx:lsma295_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 0.82 | -4.19 | -5.08 | - |
| 2023 | 91.16 | 51.36 | 0.56 | - |
| 2024 | 45.75 | -0.11 | -0.00 | - |
| 2025 | 31.97 | -16.24 | -0.51 | - |
| Metric | 11889825:ethusd:triple_med_gx:lsma295_25 | 11889825:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 0.66% | 73.76% |
| 6M | -2.43% | 98.28% |
| YTD | -16.24% | 31.97% |
| 1Y | -13.8% | 74.9% |
| 3Y (ann.) | -0.17% | 41.37% |
| 5Y (ann.) | 6.32% | 51.52% |
| Metric | 11889825:ethusd:triple_med_gx:lsma295_25 | 11889825:ETHUSD |
|---|---|---|
| Max Drawdown | -52.32% | -64.23% |
| Longest DD Days | 452.0 | 515.0 |
| Avg. Drawdown | -5.52% | -7.88% |
| Avg. Drawdown Days | 30.0 | 28.0 |
| Recovery Factor | 0.41 | 4.22 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -52.32 | 452 |
| 2022-08-15 | 2023-03-21 | -28.43 | 218 |
| 2022-07-09 | 2022-07-21 | -15.48 | 12 |
| 2024-03-12 | 2024-05-20 | -14.82 | 69 |
| 2023-07-04 | 2023-11-09 | -14.72 | 128 |
| 2023-12-08 | 2024-02-18 | -10.07 | 72 |
| 2023-04-18 | 2023-06-30 | -9.83 | 73 |
| 2022-07-22 | 2022-07-27 | -8.42 | 5 |
| 2022-08-01 | 2022-08-10 | -6.72 | 9 |
| 2023-11-24 | 2023-12-08 | -5.27 | 13 |
| Metric | 11889825:ethusd:triple_med_gx:lsma295_25 | 11889825:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 19.73% | 27.26% |
| Worst Week | -17.32% | -21.87% |
| Best Month | 20.51% | 48.75% |
| Worst Month | -17.3% | -32.24% |
| Best Year | 51.36% | 91.16% |
| Worst Year | -16.24% | 0.82% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -1.0% | -1.06% |
| Avg. Up Week | 5.41% | 9.62% |
| Avg. Down Week | -4.56% | -7.18% |
| Avg. Up Month | 10.35% | 23.32% |
| Avg. Down Month | -7.93% | -11.0% |
| Win Days % | 46.5% | 50.78% |
| Win Month % | 47.06% | 53.85% |
| Win Week % | 47.57% | 54.44% |
| Win Quarter % | 61.54% | 61.54% |
| Win Year % | 25.0% | 100.0% |