| Metric | 11908595:ethusd:triple_med_gx:lsma155_50 | 11908595:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 29.08% | 282.36% |
| Max Drawdown | -34.78% | -64.23% |
| Sharpe | 0.25 | 0.48 |
| Sortino | 0.37 | 0.71 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.46 | 1.13 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.32 | 1.04 |
| Outlier Win Ratio | 46.31 | 3.01 |
| Outlier Loss Ratio | 3.76 | 3.16 |
| Volatility (ann.) | 9.85% | 32.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.24 | 0.81 |
| Skew | -0.03 | 0.34 |
| Kurtosis | 43.37 | 9.15 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.64% | 3.41% |
| Expected Yearly % | 6.59% | 39.84% |
| Kelly Criterion | 3.68% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.75% |
| Expected Shortfall (cVaR) | -0.84% | -2.75% |
| Year | 11908595:ETHUSD | 11908595:ethusd:triple_med_gx:lsma155_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | -5.18 | -1.30 | - |
| 2023 | 91.16 | 43.66 | 0.48 | - |
| 2024 | 45.75 | 8.35 | 0.18 | - |
| 2025 | 31.97 | -12.55 | -0.39 | - |
| Metric | 11908595:ethusd:triple_med_gx:lsma155_50 | 11908595:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 6.72% | 73.76% |
| 6M | 0.54% | 98.28% |
| YTD | -12.55% | 31.97% |
| 1Y | -18.28% | 74.9% |
| 3Y (ann.) | 2.69% | 41.37% |
| 5Y (ann.) | 8.3% | 52.06% |
| Metric | 11908595:ethusd:triple_med_gx:lsma155_50 | 11908595:ETHUSD |
|---|---|---|
| Max Drawdown | -34.78% | -64.23% |
| Longest DD Days | 372.0 | 515.0 |
| Avg. Drawdown | -4.17% | -7.51% |
| Avg. Drawdown Days | 39.0 | 26.0 |
| Recovery Factor | 0.84 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -34.78 | 372 |
| 2022-07-08 | 2023-03-17 | -27.12 | 251 |
| 2023-12-08 | 2024-02-14 | -10.50 | 68 |
| 2023-05-30 | 2023-10-22 | -7.37 | 145 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2024-07-17 | 2024-08-23 | -2.95 | 37 |
| 2022-07-01 | 2022-07-04 | -2.88 | 2 |
| 2024-02-16 | 2024-02-18 | -2.62 | 2 |
| 2023-10-23 | 2023-12-07 | -2.30 | 45 |
| 2024-05-12 | 2024-05-13 | -2.15 | 0 |
| Metric | 11908595:ethusd:triple_med_gx:lsma155_50 | 11908595:ETHUSD |
|---|---|---|
| Best Day | 6.33% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 18.77% | 27.26% |
| Worst Week | -20.08% | -21.87% |
| Best Month | 23.37% | 56.93% |
| Worst Month | -20.08% | -32.24% |
| Best Year | 43.66% | 91.16% |
| Worst Year | -12.55% | 3.99% |
| Avg. Up Day | 1.06% | 1.06% |
| Avg. Down Day | -0.93% | -0.98% |
| Avg. Up Week | 5.09% | 8.91% |
| Avg. Down Week | -6.39% | -7.78% |
| Avg. Up Month | 9.59% | 25.94% |
| Avg. Down Month | -9.24% | -15.16% |
| Win Days % | 48.79% | 50.72% |
| Win Month % | 57.69% | 52.5% |
| Win Week % | 62.22% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 100.0% |