| Metric | 11916925:ethusd:triple_med_gx:lsma50_65 | 11916925:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 24.71% | 87.78% |
| Max Drawdown | -35.46% | -64.23% |
| Sharpe | 0.22 | 0.31 |
| Sortino | 0.31 | 0.45 |
| Payoff Ratio | 1.22 | 1.07 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 63.26 | 2.97 |
| Outlier Loss Ratio | 4.05 | 2.96 |
| Volatility (ann.) | 9.92% | 33.97% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.19 | 0.33 |
| Skew | -1.03 | 0.22 |
| Kurtosis | 135.12 | 9.01 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.54% | 1.55% |
| Expected Yearly % | 5.68% | 17.06% |
| Kelly Criterion | -2.77% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.9% |
| Expected Shortfall (cVaR) | -0.85% | -2.9% |
| Year | 11916925:ETHUSD | 11916925:ethusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 7.22 | -0.15 | + |
| 2023 | 91.16 | 58.64 | 0.64 | - |
| 2024 | 45.75 | -0.86 | -0.02 | - |
| 2025 | 31.97 | -26.04 | -0.81 | - |
| Metric | 11916925:ethusd:triple_med_gx:lsma50_65 | 11916925:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -11.04% | 73.76% |
| 6M | -8.09% | 98.28% |
| YTD | -26.04% | 31.97% |
| 1Y | -28.94% | 74.9% |
| 3Y (ann.) | 8.62% | 41.37% |
| 5Y (ann.) | 6.89% | 20.95% |
| Metric | 11916925:ethusd:triple_med_gx:lsma50_65 | 11916925:ETHUSD |
|---|---|---|
| Max Drawdown | -35.46% | -64.23% |
| Longest DD Days | 264.0 | 609.0 |
| Avg. Drawdown | -2.71% | -9.74% |
| Avg. Drawdown Days | 25.0 | 57.0 |
| Recovery Factor | 0.7 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-09-01 | -35.46 | 264 |
| 2022-06-09 | 2022-08-10 | -15.31 | 62 |
| 2023-12-19 | 2024-04-20 | -9.30 | 123 |
| 2022-08-25 | 2022-09-22 | -5.10 | 28 |
| 2024-07-31 | 2024-09-04 | -4.15 | 35 |
| 2022-09-23 | 2022-12-12 | -4.10 | 80 |
| 2024-09-04 | 2024-12-04 | -3.22 | 90 |
| 2024-05-16 | 2024-07-11 | -2.95 | 56 |
| 2023-03-02 | 2023-03-12 | -2.42 | 10 |
| 2022-05-16 | 2022-05-17 | -2.41 | 1 |
| Metric | 11916925:ethusd:triple_med_gx:lsma50_65 | 11916925:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 9.1% | 27.26% |
| Worst Week | -15.51% | -34.61% |
| Best Month | 9.41% | 56.93% |
| Worst Month | -15.54% | -44.86% |
| Best Year | 58.64% | 91.16% |
| Worst Year | -26.04% | -48.93% |
| Avg. Up Day | 1.21% | 1.25% |
| Avg. Down Day | -0.99% | -1.18% |
| Avg. Up Week | 3.13% | 7.8% |
| Avg. Down Week | -2.64% | -7.22% |
| Avg. Up Month | 4.07% | 18.57% |
| Avg. Down Month | -3.4% | -11.53% |
| Win Days % | 43.43% | 50.58% |
| Win Month % | 51.28% | 51.22% |
| Win Week % | 48.42% | 53.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |