| Metric | 11890706:ethusd:triple_med_gx:lsma40_130 | 11890706:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 4.5% | -49.16% |
| Max Drawdown | -51.53% | -71.78% |
| Sharpe | 0.2 | 0.04 |
| Sortino | 0.28 | 0.06 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.06 | 1.01 |
| Common Sense Ratio | 1.24 | 0.94 |
| CPC Index | 0.56 | 0.54 |
| Tail Ratio | 1.17 | 0.94 |
| Outlier Win Ratio | 24.99 | 3.23 |
| Outlier Loss Ratio | 3.89 | 3.14 |
| Volatility (ann.) | 30.28% | 69.65% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.03 | -0.27 |
| Skew | -0.14 | 0.11 |
| Kurtosis | 22.54 | 4.14 |
| Expected Daily % | 0.0% | -0.06% |
| Expected Monthly % | 0.11% | -1.72% |
| Expected Yearly % | 1.11% | -15.56% |
| Kelly Criterion | 0.2% | 3.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -5.99% |
| Expected Shortfall (cVaR) | -2.59% | -5.99% |
| Year | 11890706:ETHUSD | 11890706:ethusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.95 | -9.63 | 0.16 | + |
| 2023 | 91.16 | 30.53 | 0.33 | - |
| 2024 | 45.75 | 56.01 | 1.22 | + |
| 2025 | -52.05 | -43.22 | 0.83 | + |
| Metric | 11890706:ethusd:triple_med_gx:lsma40_130 | 11890706:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -36.33% | -51.11% |
| 6M | -43.22% | -34.52% |
| YTD | -43.22% | -52.05% |
| 1Y | -38.79% | -50.7% |
| 3Y (ann.) | 1.79% | -19.19% |
| 5Y (ann.) | 1.39% | -19.16% |
| Metric | 11890706:ethusd:triple_med_gx:lsma40_130 | 11890706:ETHUSD |
|---|---|---|
| Max Drawdown | -51.53% | -71.78% |
| Longest DD Days | 301.0 | 699.0 |
| Avg. Drawdown | -6.06% | -20.79% |
| Avg. Drawdown Days | 45.0 | 143.0 |
| Recovery Factor | 0.09 | -0.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -51.53 | 231 |
| 2022-05-16 | 2023-03-13 | -19.50 | 301 |
| 2023-08-30 | 2024-01-10 | -10.28 | 133 |
| 2024-04-29 | 2024-05-18 | -8.97 | 19 |
| 2024-08-13 | 2024-08-23 | -5.60 | 10 |
| 2024-04-15 | 2024-04-22 | -5.48 | 7 |
| 2024-08-08 | 2024-08-12 | -5.02 | 4 |
| 2023-03-18 | 2023-05-28 | -4.49 | 71 |
| 2023-08-21 | 2023-08-29 | -2.93 | 8 |
| 2023-03-15 | 2023-03-17 | -2.82 | 2 |
| Metric | 11890706:ethusd:triple_med_gx:lsma40_130 | 11890706:ETHUSD |
|---|---|---|
| Best Day | 13.68% | 19.2% |
| Worst Day | -14.77% | -17.59% |
| Best Week | 25.43% | 25.43% |
| Worst Week | -15.98% | -34.61% |
| Best Month | 28.86% | 56.93% |
| Worst Month | -24.42% | -44.86% |
| Best Year | 56.01% | 91.16% |
| Worst Year | -43.22% | -61.95% |
| Avg. Up Day | 2.38% | 2.39% |
| Avg. Down Day | -2.13% | -2.24% |
| Avg. Up Week | 4.92% | 6.42% |
| Avg. Down Week | -4.25% | -6.97% |
| Avg. Up Month | 10.4% | 23.35% |
| Avg. Down Month | -7.24% | -19.78% |
| Win Days % | 47.4% | 50.0% |
| Win Month % | 42.86% | 46.15% |
| Win Week % | 52.63% | 48.24% |
| Win Quarter % | 54.55% | 50.0% |
| Win Year % | 50.0% | 50.0% |