| Metric | 11890044:ethusd:triple_med_gx:lsma45_25 | 11890044:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -12.53% | 73.26% |
| Max Drawdown | -55.19% | -64.23% |
| Sharpe | -0.02 | 0.29 |
| Sortino | -0.03 | 0.42 |
| Payoff Ratio | 1.13 | 1.03 |
| Profit Factor | 0.99 | 1.05 |
| Common Sense Ratio | 0.95 | 1.05 |
| CPC Index | 0.49 | 0.54 |
| Tail Ratio | 0.95 | 1.0 |
| Outlier Win Ratio | 46.12 | 3.17 |
| Outlier Loss Ratio | 4.11 | 3.25 |
| Volatility (ann.) | 12.29% | 34.06% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.07 | 0.28 |
| Skew | 1.82 | 0.23 |
| Kurtosis | 105.08 | 8.95 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.33% | 1.35% |
| Expected Yearly % | -3.29% | 14.73% |
| Kelly Criterion | -6.44% | 2.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.91% |
| Expected Shortfall (cVaR) | -1.06% | -2.91% |
| Year | 11890044:ETHUSD | 11890044:ethusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.88 | 64.09 | -1.21 | + |
| 2023 | 91.16 | 1.59 | 0.02 | - |
| 2024 | 45.75 | -16.91 | -0.37 | - |
| 2025 | 31.97 | -36.85 | -1.15 | - |
| Metric | 11890044:ethusd:triple_med_gx:lsma45_25 | 11890044:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -5.26% | 73.76% |
| 6M | -16.3% | 98.28% |
| YTD | -36.85% | 31.97% |
| 1Y | -48.03% | 74.9% |
| 3Y (ann.) | -12.03% | 41.37% |
| 5Y (ann.) | -3.95% | 18.0% |
| Metric | 11890044:ethusd:triple_med_gx:lsma45_25 | 11890044:ETHUSD |
|---|---|---|
| Max Drawdown | -55.19% | -64.23% |
| Longest DD Days | 858.0 | 612.0 |
| Avg. Drawdown | -4.99% | -9.86% |
| Avg. Drawdown Days | 47.0 | 57.0 |
| Recovery Factor | -0.23 | 1.14 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-09-01 | -55.19 | 858 |
| 2022-05-16 | 2022-06-19 | -14.30 | 34 |
| 2022-07-30 | 2022-09-22 | -7.34 | 53 |
| 2022-06-20 | 2022-07-06 | -5.90 | 16 |
| 2023-02-16 | 2023-04-13 | -4.78 | 56 |
| 2022-11-15 | 2022-12-04 | -4.78 | 18 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2022-09-23 | 2022-10-25 | -4.10 | 32 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2022-12-22 | 2022-12-23 | -2.48 | 0 |
| Metric | 11890044:ethusd:triple_med_gx:lsma45_25 | 11890044:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 23.02% | 27.26% |
| Worst Week | -23.88% | -34.61% |
| Best Month | 30.27% | 56.93% |
| Worst Month | -30.6% | -44.86% |
| Best Year | 64.09% | 91.16% |
| Worst Year | -36.85% | -52.88% |
| Avg. Up Day | 1.14% | 1.17% |
| Avg. Down Day | -1.01% | -1.14% |
| Avg. Up Week | 3.57% | 8.71% |
| Avg. Down Week | -3.02% | -6.41% |
| Avg. Up Month | 6.19% | 22.56% |
| Avg. Down Month | -5.78% | -10.93% |
| Win Days % | 43.6% | 50.52% |
| Win Month % | 45.0% | 51.22% |
| Win Week % | 40.18% | 53.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |