| Metric | 11897684:ethusd:triple_med_gx:lsma35_140 | 11897684:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 24.83% | -44.81% |
| Max Drawdown | -33.43% | -71.78% |
| Sharpe | 0.39 | 0.08 |
| Sortino | 0.57 | 0.11 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.13 | 1.01 |
| Common Sense Ratio | 1.34 | 0.95 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 1.19 | 0.94 |
| Outlier Win Ratio | 26.39 | 3.25 |
| Outlier Loss Ratio | 3.97 | 2.86 |
| Volatility (ann.) | 28.12% | 69.48% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.22 | -0.24 |
| Skew | -0.08 | 0.1 |
| Kurtosis | 26.7 | 4.22 |
| Expected Daily % | 0.02% | -0.05% |
| Expected Monthly % | 0.57% | -1.51% |
| Expected Yearly % | 5.7% | -13.81% |
| Kelly Criterion | 2.68% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.39% | -5.97% |
| Expected Shortfall (cVaR) | -2.39% | -5.97% |
| Year | 11897684:ETHUSD | 11897684:ethusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.70 | 3.84 | -0.07 | + |
| 2023 | 91.16 | 20.72 | 0.23 | - |
| 2024 | 45.75 | 27.14 | 0.59 | - |
| 2025 | -52.05 | -21.68 | 0.42 | + |
| Metric | 11897684:ethusd:triple_med_gx:lsma35_140 | 11897684:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -18.8% | -51.11% |
| 6M | -21.68% | -34.52% |
| YTD | -21.68% | -52.05% |
| 1Y | -20.49% | -50.7% |
| 3Y (ann.) | 7.67% | -19.19% |
| 5Y (ann.) | 7.29% | -17.18% |
| Metric | 11897684:ethusd:triple_med_gx:lsma35_140 | 11897684:ETHUSD |
|---|---|---|
| Max Drawdown | -33.43% | -71.78% |
| Longest DD Days | 231.0 | 699.0 |
| Avg. Drawdown | -5.49% | -18.9% |
| Avg. Drawdown Days | 46.0 | 126.0 |
| Recovery Factor | 0.74 | -0.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -33.43 | 231 |
| 2022-05-18 | 2022-07-07 | -17.42 | 50 |
| 2022-10-05 | 2023-03-17 | -11.31 | 163 |
| 2023-08-30 | 2024-02-06 | -10.28 | 160 |
| 2024-04-29 | 2024-07-15 | -8.97 | 77 |
| 2024-02-16 | 2024-04-23 | -7.12 | 67 |
| 2024-07-16 | 2024-08-23 | -6.83 | 38 |
| 2022-09-29 | 2022-10-04 | -4.53 | 5 |
| 2023-03-18 | 2023-05-28 | -3.63 | 71 |
| 2023-08-21 | 2023-08-29 | -2.93 | 8 |
| Metric | 11897684:ethusd:triple_med_gx:lsma35_140 | 11897684:ETHUSD |
|---|---|---|
| Best Day | 13.68% | 19.2% |
| Worst Day | -14.77% | -17.59% |
| Best Week | 14.51% | 25.43% |
| Worst Week | -15.98% | -34.61% |
| Best Month | 21.92% | 56.93% |
| Worst Month | -19.94% | -44.86% |
| Best Year | 27.14% | 91.16% |
| Worst Year | -21.68% | -58.7% |
| Avg. Up Day | 2.23% | 2.25% |
| Avg. Down Day | -1.91% | -2.06% |
| Avg. Up Week | 4.31% | 5.48% |
| Avg. Down Week | -3.38% | -6.27% |
| Avg. Up Month | 7.77% | 20.87% |
| Avg. Down Month | -5.42% | -19.95% |
| Win Days % | 47.57% | 50.17% |
| Win Month % | 54.55% | 48.72% |
| Win Week % | 53.7% | 48.52% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |