| Metric | 11890483:ethusd:triple_med_gx:lsma115_25 | 11890483:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 89.0% | 29.41% |
| Max Drawdown | -26.58% | -64.23% |
| Sharpe | 0.42 | 0.23 |
| Sortino | 0.71 | 0.33 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.3 | 1.04 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 27.47 | 3.31 |
| Outlier Loss Ratio | 4.4 | 3.52 |
| Volatility (ann.) | 14.75% | 33.52% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.87 | 0.14 |
| Skew | 4.09 | 0.26 |
| Kurtosis | 81.1 | 8.93 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.69% | 0.68% |
| Expected Yearly % | 17.25% | 6.66% |
| Kelly Criterion | 4.55% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.87% |
| Expected Shortfall (cVaR) | -1.25% | -2.87% |
| Year | 11890483:ETHUSD | 11890483:ethusd:triple_med_gx:lsma115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 21.44 | -0.55 | + |
| 2023 | 91.16 | 7.00 | 0.08 | - |
| 2024 | 45.75 | 72.84 | 1.59 | + |
| 2025 | -23.95 | -15.85 | 0.66 | + |
| Metric | 11890483:ethusd:triple_med_gx:lsma115_25 | 11890483:ETHUSD |
|---|---|---|
| MTD | 0.75% | 0.13% |
| 3M | -4.88% | 23.14% |
| 6M | -16.0% | -34.95% |
| YTD | -15.85% | -23.95% |
| 1Y | 10.32% | -27.27% |
| 3Y (ann.) | 30.51% | 36.56% |
| 5Y (ann.) | 23.03% | 8.76% |
| Metric | 11890483:ethusd:triple_med_gx:lsma115_25 | 11890483:ETHUSD |
|---|---|---|
| Max Drawdown | -26.58% | -64.23% |
| Longest DD Days | 376.0 | 464.0 |
| Avg. Drawdown | -4.19% | -11.3% |
| Avg. Drawdown Days | 26.0 | 44.0 |
| Recovery Factor | 3.35 | 0.46 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-06-19 | -26.58 | 165 |
| 2022-05-25 | 2022-07-18 | -19.75 | 53 |
| 2022-11-26 | 2023-12-07 | -16.24 | 376 |
| 2022-08-13 | 2022-09-09 | -11.10 | 26 |
| 2024-04-01 | 2024-05-20 | -10.35 | 49 |
| 2024-05-21 | 2024-07-15 | -9.69 | 55 |
| 2023-12-08 | 2024-01-11 | -9.56 | 34 |
| 2024-08-14 | 2024-09-19 | -7.43 | 36 |
| 2024-12-01 | 2025-01-02 | -6.98 | 31 |
| 2022-10-06 | 2022-10-25 | -6.70 | 19 |
| Metric | 11890483:ethusd:triple_med_gx:lsma115_25 | 11890483:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 28.24% | 27.26% |
| Worst Week | -11.87% | -34.61% |
| Best Month | 28.24% | 56.93% |
| Worst Month | -12.78% | -44.86% |
| Best Year | 72.84% | 91.16% |
| Worst Year | -15.85% | -38.93% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -0.94% | -0.98% |
| Avg. Up Week | 5.89% | 9.34% |
| Avg. Down Week | -3.79% | -5.32% |
| Avg. Up Month | 10.06% | 20.39% |
| Avg. Down Month | -4.53% | -13.36% |
| Win Days % | 46.98% | 50.2% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 44.83% | 51.83% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |