| Metric | 11916928:ethusd:triple_med_gx:lsma60_65 | 11916928:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 31.68% | 87.78% |
| Max Drawdown | -6.83% | -64.23% |
| Sharpe | 0.45 | 0.31 |
| Sortino | 0.97 | 0.45 |
| Payoff Ratio | 2.4 | 1.55 |
| Profit Factor | 1.53 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.29 | 0.82 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 153.11 | 2.37 |
| Outlier Loss Ratio | 6.31 | 2.45 |
| Volatility (ann.) | 4.89% | 33.97% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.27 | 0.33 |
| Skew | 12.04 | 0.22 |
| Kurtosis | 331.29 | 9.01 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.67% | 1.55% |
| Expected Yearly % | 7.12% | 17.06% |
| Kelly Criterion | 8.02% | 18.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.9% |
| Expected Shortfall (cVaR) | -0.42% | -2.9% |
| Year | 11916928:ETHUSD | 11916928:ethusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 13.50 | -0.28 | + |
| 2023 | 91.16 | 18.11 | 0.20 | - |
| 2024 | 45.75 | -2.00 | -0.04 | - |
| 2025 | 31.97 | 0.23 | 0.01 | - |
| Metric | 11916928:ethusd:triple_med_gx:lsma60_65 | 11916928:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 2.5% | 73.76% |
| 6M | 1.34% | 98.28% |
| YTD | 0.23% | 31.97% |
| 1Y | -3.35% | 74.9% |
| 3Y (ann.) | 6.01% | 41.37% |
| 5Y (ann.) | 8.66% | 20.95% |
| Metric | 11916928:ethusd:triple_med_gx:lsma60_65 | 11916928:ETHUSD |
|---|---|---|
| Max Drawdown | -6.83% | -64.23% |
| Longest DD Days | 538.0 | 609.0 |
| Avg. Drawdown | -1.77% | -9.74% |
| Avg. Drawdown Days | 60.0 | 57.0 |
| Recovery Factor | 4.64 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-12 | 2025-09-01 | -6.83 | 538 |
| 2022-08-25 | 2023-01-04 | -4.41 | 131 |
| 2022-06-19 | 2022-06-20 | -4.36 | 0 |
| 2023-06-17 | 2023-09-12 | -2.69 | 86 |
| 2023-09-28 | 2023-12-04 | -1.96 | 66 |
| 2023-09-12 | 2023-09-14 | -1.51 | 1 |
| 2023-03-31 | 2023-05-28 | -1.38 | 58 |
| 2023-03-02 | 2023-03-13 | -1.37 | 11 |
| 2022-07-31 | 2022-08-10 | -0.96 | 9 |
| 2023-02-16 | 2023-02-16 | -0.18 | 0 |
| Metric | 11916928:ethusd:triple_med_gx:lsma60_65 | 11916928:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -4.19% | -14.0% |
| Best Week | 9.94% | 27.26% |
| Worst Week | -4.24% | -34.61% |
| Best Month | 6.09% | 56.93% |
| Worst Month | -4.34% | -44.86% |
| Best Year | 18.11% | 91.16% |
| Worst Year | -2.0% | -48.93% |
| Avg. Up Day | 1.24% | 1.33% |
| Avg. Down Day | -0.52% | -0.86% |
| Avg. Up Week | 2.49% | 8.28% |
| Avg. Down Week | -1.22% | -5.95% |
| Avg. Up Month | 2.52% | 25.89% |
| Avg. Down Month | -1.88% | -6.21% |
| Win Days % | 35.05% | 50.58% |
| Win Month % | 61.11% | 51.22% |
| Win Week % | 46.27% | 53.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |