| Metric | 11890036:ethusd:triple_med_gx:lsma45_25 | 11890036:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -21.1% | 91.18% |
| Max Drawdown | -54.12% | -64.23% |
| Sharpe | -0.09 | 0.31 |
| Sortino | -0.14 | 0.45 |
| Payoff Ratio | 1.1 | 1.02 |
| Profit Factor | 0.96 | 1.05 |
| Common Sense Ratio | 0.84 | 1.06 |
| CPC Index | 0.46 | 0.54 |
| Tail Ratio | 0.88 | 1.01 |
| Outlier Win Ratio | 49.44 | 3.08 |
| Outlier Loss Ratio | 4.05 | 3.23 |
| Volatility (ann.) | 11.67% | 34.04% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.13 | 0.34 |
| Skew | 0.37 | 0.23 |
| Kurtosis | 104.95 | 8.98 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.58% | 1.59% |
| Expected Yearly % | -5.75% | 17.59% |
| Kelly Criterion | -8.16% | 1.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.9% |
| Expected Shortfall (cVaR) | -1.01% | -2.9% |
| Year | 11890036:ETHUSD | 11890036:ethusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.01 | 22.69 | -0.47 | + |
| 2023 | 91.16 | 6.20 | 0.07 | - |
| 2024 | 45.75 | -9.98 | -0.22 | - |
| 2025 | 31.97 | -32.73 | -1.02 | - |
| Metric | 11890036:ethusd:triple_med_gx:lsma45_25 | 11890036:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -0.82% | 73.76% |
| 6M | -2.95% | 98.28% |
| YTD | -32.73% | 31.97% |
| 1Y | -45.29% | 74.9% |
| 3Y (ann.) | -12.69% | 41.37% |
| 5Y (ann.) | -6.9% | 21.59% |
| Metric | 11890036:ethusd:triple_med_gx:lsma45_25 | 11890036:ETHUSD |
|---|---|---|
| Max Drawdown | -54.12% | -64.23% |
| Longest DD Days | 497.0 | 609.0 |
| Avg. Drawdown | -5.27% | -9.14% |
| Avg. Drawdown Days | 50.0 | 52.0 |
| Recovery Factor | -0.39 | 1.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-21 | 2025-09-01 | -54.12 | 497 |
| 2022-05-17 | 2022-06-19 | -15.61 | 33 |
| 2022-08-25 | 2023-12-04 | -10.32 | 465 |
| 2022-07-30 | 2022-08-10 | -9.10 | 11 |
| 2022-06-20 | 2022-07-06 | -4.83 | 16 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-02-27 | 2024-03-24 | -2.91 | 26 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2022-05-16 | 2022-05-17 | -2.41 | 1 |
| 2023-12-04 | 2024-01-09 | -2.26 | 36 |
| Metric | 11890036:ethusd:triple_med_gx:lsma45_25 | 11890036:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 18.86% | 27.26% |
| Worst Week | -22.84% | -34.61% |
| Best Month | 19.89% | 56.93% |
| Worst Month | -31.11% | -44.86% |
| Best Year | 22.69% | 91.16% |
| Worst Year | -32.73% | -48.01% |
| Avg. Up Day | 1.12% | 1.15% |
| Avg. Down Day | -1.02% | -1.13% |
| Avg. Up Week | 3.54% | 8.66% |
| Avg. Down Week | -3.77% | -6.2% |
| Avg. Up Month | 3.9% | 22.46% |
| Avg. Down Month | -8.53% | -12.05% |
| Win Days % | 43.44% | 50.55% |
| Win Month % | 58.97% | 51.22% |
| Win Week % | 45.54% | 53.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |