| Metric | 11898488:ethusd:triple_med_gx:lsma50_40 | 11898488:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -3.07% | 63.29% |
| Max Drawdown | -28.46% | -64.9% |
| Sharpe | 0.01 | 0.28 |
| Sortino | 0.02 | 0.4 |
| Payoff Ratio | 1.47 | 1.16 |
| Profit Factor | 1.01 | 1.05 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 81.81 | 2.74 |
| Outlier Loss Ratio | 5.21 | 2.82 |
| Volatility (ann.) | 7.94% | 34.06% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.03 | 0.24 |
| Skew | 2.35 | 0.23 |
| Kurtosis | 145.21 | 8.94 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.08% | 1.2% |
| Expected Yearly % | -0.78% | 13.04% |
| Kelly Criterion | -7.39% | 7.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.91% |
| Expected Shortfall (cVaR) | -0.68% | -2.91% |
| Year | 11898488:ETHUSD | 11898488:ethusd:triple_med_gx:lsma50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.59 | 9.48 | -0.17 | + |
| 2023 | 91.16 | -0.30 | -0.00 | - |
| 2024 | 45.75 | -5.06 | -0.11 | - |
| 2025 | 31.97 | -6.47 | -0.20 | - |
| Metric | 11898488:ethusd:triple_med_gx:lsma50_40 | 11898488:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 0.44% | 73.76% |
| 6M | -5.71% | 98.28% |
| YTD | -6.47% | 31.97% |
| 1Y | -15.62% | 74.9% |
| 3Y (ann.) | -2.82% | 41.37% |
| 5Y (ann.) | -0.94% | 15.9% |
| Metric | 11898488:ethusd:triple_med_gx:lsma50_40 | 11898488:ETHUSD |
|---|---|---|
| Max Drawdown | -28.46% | -64.9% |
| Longest DD Days | 897.0 | 648.0 |
| Avg. Drawdown | -4.08% | -10.49% |
| Avg. Drawdown Days | 88.0 | 66.0 |
| Recovery Factor | -0.11 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-18 | 2025-09-01 | -28.46 | 897 |
| 2022-06-02 | 2022-08-10 | -6.95 | 68 |
| 2022-12-16 | 2023-02-20 | -6.06 | 66 |
| 2022-09-30 | 2022-11-30 | -5.03 | 61 |
| 2023-03-17 | 2023-03-17 | -2.08 | 0 |
| 2022-08-30 | 2022-09-05 | -1.47 | 6 |
| 2023-02-20 | 2023-03-17 | -1.33 | 24 |
| 2022-12-12 | 2022-12-13 | -0.43 | 0 |
| 2022-09-07 | 2022-09-07 | -0.37 | 0 |
| 2022-09-12 | 2022-09-30 | -0.35 | 17 |
| Metric | 11898488:ethusd:triple_med_gx:lsma50_40 | 11898488:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 16.51% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 8.99% | 27.26% |
| Worst Week | -8.27% | -34.61% |
| Best Month | 8.97% | 56.93% |
| Worst Month | -9.97% | -44.86% |
| Best Year | 9.48% | 91.16% |
| Worst Year | -6.47% | -55.59% |
| Avg. Up Day | 1.1% | 1.15% |
| Avg. Down Day | -0.74% | -0.99% |
| Avg. Up Week | 3.03% | 8.22% |
| Avg. Down Week | -1.4% | -5.88% |
| Avg. Up Month | 3.18% | 21.65% |
| Avg. Down Month | -2.75% | -13.29% |
| Win Days % | 36.0% | 50.48% |
| Win Month % | 47.5% | 51.22% |
| Win Week % | 37.74% | 53.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |