| Metric | 11890046:ethusd:triple_med_gx:lsma50_25 | 11890046:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -38.37% | 91.18% |
| Max Drawdown | -63.55% | -64.23% |
| Sharpe | -0.23 | 0.31 |
| Sortino | -0.32 | 0.45 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 0.91 | 1.05 |
| Common Sense Ratio | 0.77 | 1.06 |
| CPC Index | 0.42 | 0.54 |
| Tail Ratio | 0.84 | 1.01 |
| Outlier Win Ratio | 44.34 | 3.18 |
| Outlier Loss Ratio | 4.03 | 3.32 |
| Volatility (ann.) | 12.6% | 34.04% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.21 | 0.34 |
| Skew | 0.13 | 0.23 |
| Kurtosis | 81.82 | 8.98 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.17% | 1.59% |
| Expected Yearly % | -11.4% | 17.59% |
| Kelly Criterion | -9.66% | 1.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.9% |
| Expected Shortfall (cVaR) | -1.09% | -2.9% |
| Year | 11890046:ETHUSD | 11890046:ethusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.01 | 18.43 | -0.38 | + |
| 2023 | 91.16 | -3.94 | -0.04 | - |
| 2024 | 45.75 | -22.19 | -0.48 | - |
| 2025 | 31.97 | -30.38 | -0.95 | - |
| Metric | 11890046:ethusd:triple_med_gx:lsma50_25 | 11890046:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 8.3% | 73.76% |
| 6M | -8.74% | 98.28% |
| YTD | -30.38% | 31.97% |
| 1Y | -47.96% | 74.9% |
| 3Y (ann.) | -18.19% | 41.37% |
| 5Y (ann.) | -13.59% | 21.59% |
| Metric | 11890046:ethusd:triple_med_gx:lsma50_25 | 11890046:ETHUSD |
|---|---|---|
| Max Drawdown | -63.55% | -64.23% |
| Longest DD Days | 577.0 | 609.0 |
| Avg. Drawdown | -6.54% | -9.14% |
| Avg. Drawdown Days | 58.0 | 52.0 |
| Recovery Factor | -0.6 | 1.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -63.55 | 482 |
| 2022-08-25 | 2024-03-25 | -16.30 | 577 |
| 2022-05-18 | 2022-06-19 | -14.00 | 32 |
| 2022-07-30 | 2022-08-11 | -11.59 | 11 |
| 2022-06-20 | 2022-07-05 | -4.83 | 15 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2024-03-25 | 2024-04-08 | -2.49 | 14 |
| 2022-05-16 | 2022-05-17 | -2.41 | 1 |
| 2022-07-08 | 2022-07-17 | -2.29 | 9 |
| Metric | 11890046:ethusd:triple_med_gx:lsma50_25 | 11890046:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 20.26% | 27.26% |
| Worst Week | -23.12% | -34.61% |
| Best Month | 18.44% | 56.93% |
| Worst Month | -23.97% | -44.86% |
| Best Year | 18.43% | 91.16% |
| Worst Year | -30.38% | -48.01% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -1.03% | -1.13% |
| Avg. Up Week | 3.35% | 7.95% |
| Avg. Down Week | -3.91% | -5.92% |
| Avg. Up Month | 4.06% | 27.06% |
| Avg. Down Month | -8.0% | -12.2% |
| Win Days % | 42.84% | 50.55% |
| Win Month % | 48.72% | 51.22% |
| Win Week % | 45.87% | 53.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |