| Metric | 11893727:ethusd:triple_med_gx:lsma110_30 | 11893727:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 95.14% | 3.07% |
| Max Drawdown | -35.44% | -55.09% |
| Sharpe | 0.53 | 0.17 |
| Sortino | 0.9 | 0.25 |
| Payoff Ratio | 1.31 | 1.28 |
| Profit Factor | 1.24 | 1.03 |
| Common Sense Ratio | 1.71 | 1.03 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.39 | 1.0 |
| Outlier Win Ratio | 34.35 | 3.25 |
| Outlier Loss Ratio | 4.36 | 3.27 |
| Volatility (ann.) | 12.55% | 33.05% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.75 | 0.02 |
| Skew | 4.93 | 0.23 |
| Kurtosis | 128.07 | 9.47 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.93% | 0.09% |
| Expected Yearly % | 18.19% | 0.76% |
| Kelly Criterion | 6.81% | 10.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.83% |
| Expected Shortfall (cVaR) | -1.06% | -2.83% |
| Year | 11893727:ETHUSD | 11893727:ethusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 20.21 | -0.50 | + |
| 2023 | 91.16 | 33.62 | 0.37 | - |
| 2024 | 45.75 | 52.90 | 1.16 | + |
| 2025 | -38.16 | -20.54 | 0.54 | + |
| Metric | 11893727:ethusd:triple_med_gx:lsma110_30 | 11893727:ETHUSD |
|---|---|---|
| MTD | 2.49% | -7.9% |
| 3M | -20.54% | -39.74% |
| 6M | -23.27% | -22.19% |
| YTD | -20.54% | -38.16% |
| 1Y | 14.84% | -42.65% |
| 3Y (ann.) | 26.73% | 1.08% |
| 5Y (ann.) | 26.73% | 1.08% |
| Metric | 11893727:ethusd:triple_med_gx:lsma110_30 | 11893727:ETHUSD |
|---|---|---|
| Max Drawdown | -35.44% | -55.09% |
| Longest DD Days | 156.0 | 379.0 |
| Avg. Drawdown | -3.19% | -10.85% |
| Avg. Drawdown Days | 19.0 | 42.0 |
| Recovery Factor | 2.68 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-03-26 | -35.44 | 114 |
| 2022-06-26 | 2022-11-30 | -20.46 | 156 |
| 2024-07-17 | 2024-10-16 | -11.34 | 91 |
| 2023-06-23 | 2023-10-23 | -9.85 | 122 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2024-10-21 | 2024-11-09 | -6.44 | 19 |
| 2024-04-24 | 2024-04-28 | -5.21 | 3 |
| 2023-05-07 | 2023-05-28 | -5.04 | 21 |
| 2023-10-24 | 2023-12-05 | -3.73 | 42 |
| 2023-03-18 | 2023-04-14 | -3.25 | 26 |
| Metric | 11893727:ethusd:triple_med_gx:lsma110_30 | 11893727:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 22.27% | 25.43% |
| Worst Week | -13.63% | -34.61% |
| Best Month | 27.76% | 56.93% |
| Worst Month | -15.07% | -44.86% |
| Best Year | 52.9% | 91.16% |
| Worst Year | -20.54% | -40.19% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 5.24% | 9.59% |
| Avg. Down Week | -4.21% | -6.48% |
| Avg. Up Month | 7.71% | 16.45% |
| Avg. Down Month | -6.25% | -15.17% |
| Win Days % | 47.23% | 50.02% |
| Win Month % | 64.52% | 48.57% |
| Win Week % | 56.06% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |