| Metric | 11892056:ethusd:triple_med_gx:lsma35_25 | 11892056:ETHUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -11.97% | 290.0% |
| Max Drawdown | -21.79% | -64.23% |
| Sharpe | -0.2 | 0.49 |
| Sortino | -0.27 | 0.72 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 0.83 | 1.08 |
| Common Sense Ratio | NaN | 1.12 |
| CPC Index | 0.36 | 0.65 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 210.45 | 2.28 |
| Outlier Loss Ratio | 3.73 | 2.46 |
| Volatility (ann.) | 4.54% | 32.56% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.18 | 0.82 |
| Skew | -1.0 | 0.34 |
| Kurtosis | 232.7 | 9.06 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.32% | 3.46% |
| Expected Yearly % | -3.14% | 40.53% |
| Kelly Criterion | -17.77% | 8.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.76% |
| Expected Shortfall (cVaR) | -0.39% | -2.76% |
| Year | 11892056:ETHUSD | 11892056:ethusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 6.07 | -1.93 | -0.32 | - |
| 2023 | 91.16 | 9.15 | 0.10 | - |
| 2024 | 45.75 | -1.39 | -0.03 | - |
| 2025 | 31.97 | -16.60 | -0.52 | - |
| Metric | 11892056:ethusd:triple_med_gx:lsma35_25 | 11892056:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -6.28% | 73.76% |
| 6M | -12.06% | 98.28% |
| YTD | -16.6% | 31.97% |
| 1Y | -19.27% | 74.9% |
| 3Y (ann.) | -3.81% | 41.37% |
| 5Y (ann.) | -3.9% | 52.95% |
| Metric | 11892056:ethusd:triple_med_gx:lsma35_25 | 11892056:ETHUSD |
|---|---|---|
| Max Drawdown | -21.79% | -64.23% |
| Longest DD Days | 326.0 | 515.0 |
| Avg. Drawdown | -3.15% | -7.59% |
| Avg. Drawdown Days | 79.0 | 26.0 |
| Recovery Factor | -0.55 | 4.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-09 | 2025-09-01 | -21.79 | 326 |
| 2022-06-22 | 2023-03-14 | -4.35 | 265 |
| 2023-03-14 | 2023-06-21 | -3.52 | 98 |
| 2024-08-22 | 2024-09-02 | -3.14 | 10 |
| 2023-11-24 | 2024-01-11 | -2.15 | 47 |
| 2024-01-19 | 2024-04-24 | -1.94 | 95 |
| 2023-08-31 | 2023-11-24 | -1.78 | 85 |
| 2023-07-12 | 2023-07-13 | -1.16 | 1 |
| 2024-05-16 | 2024-08-22 | -0.54 | 98 |
| 2022-06-22 | 2022-06-22 | -0.18 | 0 |
| Metric | 11892056:ethusd:triple_med_gx:lsma35_25 | 11892056:ETHUSD |
|---|---|---|
| Best Day | 5.64% | 16.51% |
| Worst Day | -5.2% | -14.0% |
| Best Week | 5.92% | 27.26% |
| Worst Week | -7.05% | -21.87% |
| Best Month | 5.92% | 56.93% |
| Worst Month | -7.33% | -32.24% |
| Best Year | 9.15% | 91.16% |
| Worst Year | -16.6% | 6.07% |
| Avg. Up Day | 1.06% | 1.12% |
| Avg. Down Day | -0.89% | -0.95% |
| Avg. Up Week | 1.93% | 9.68% |
| Avg. Down Week | -1.58% | -7.21% |
| Avg. Up Month | 1.89% | 16.13% |
| Avg. Down Month | -2.14% | -8.41% |
| Win Days % | 35.81% | 50.73% |
| Win Month % | 37.04% | 52.5% |
| Win Week % | 34.29% | 54.39% |
| Win Quarter % | 38.46% | 57.14% |
| Win Year % | 25.0% | 100.0% |