| Metric | 11898614:ethusd:triple_med_gx:lsma35_40 | 11898614:ETHUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 3.02% | 57.42% |
| Max Drawdown | -16.8% | -67.77% |
| Sharpe | 0.07 | 0.27 |
| Sortino | 0.12 | 0.39 |
| Payoff Ratio | 1.77 | 1.14 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 140.42 | 2.51 |
| Outlier Loss Ratio | 6.46 | 2.6 |
| Volatility (ann.) | 5.0% | 34.1% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.05 | 0.22 |
| Skew | 5.15 | 0.22 |
| Kurtosis | 150.4 | 8.9 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.07% | 1.11% |
| Expected Yearly % | 0.75% | 12.01% |
| Kelly Criterion | -7.27% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.91% |
| Expected Shortfall (cVaR) | -0.43% | -2.91% |
| Year | 11898614:ETHUSD | 11898614:ethusd:triple_med_gx:lsma35_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.19 | -2.18 | 0.04 | + |
| 2023 | 91.16 | -6.13 | -0.07 | - |
| 2024 | 45.75 | -3.18 | -0.07 | - |
| 2025 | 31.97 | 15.87 | 0.50 | - |
| Metric | 11898614:ethusd:triple_med_gx:lsma35_40 | 11898614:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 1.54% | 73.76% |
| 6M | 9.42% | 98.28% |
| YTD | 15.87% | 31.97% |
| 1Y | 10.23% | 74.9% |
| 3Y (ann.) | 0.79% | 41.37% |
| 5Y (ann.) | 0.9% | 14.59% |
| Metric | 11898614:ethusd:triple_med_gx:lsma35_40 | 11898614:ETHUSD |
|---|---|---|
| Max Drawdown | -16.8% | -67.77% |
| Longest DD Days | 1002.0 | 655.0 |
| Avg. Drawdown | -4.15% | -11.81% |
| Avg. Drawdown Days | 169.0 | 75.0 |
| Recovery Factor | 0.18 | 0.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2025-06-18 | -16.80 | 1002 |
| 2022-05-14 | 2022-08-05 | -7.19 | 83 |
| 2025-08-05 | 2025-09-01 | -2.29 | 27 |
| 2025-06-18 | 2025-07-17 | -1.28 | 29 |
| 2022-08-06 | 2022-09-19 | -1.13 | 44 |
| 2022-05-13 | 2022-05-14 | -0.18 | 0 |
| 2025-07-27 | 2025-07-27 | -0.18 | 0 |
| Metric | 11898614:ethusd:triple_med_gx:lsma35_40 | 11898614:ETHUSD |
|---|---|---|
| Best Day | 5.99% | 16.51% |
| Worst Day | -3.68% | -14.0% |
| Best Week | 4.95% | 27.26% |
| Worst Week | -4.9% | -34.61% |
| Best Month | 4.34% | 56.93% |
| Worst Month | -4.35% | -44.86% |
| Best Year | 15.87% | 91.16% |
| Worst Year | -6.13% | -57.19% |
| Avg. Up Day | 1.04% | 1.15% |
| Avg. Down Day | -0.59% | -1.01% |
| Avg. Up Week | 1.28% | 8.61% |
| Avg. Down Week | -1.13% | -6.51% |
| Avg. Up Month | 2.15% | 25.22% |
| Avg. Down Month | -1.83% | -15.85% |
| Win Days % | 31.53% | 50.5% |
| Win Month % | 46.34% | 51.22% |
| Win Week % | 44.76% | 52.81% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |