| Metric | 11917519:ethusd:triple_med_gx:lsma90_65 | 11917519:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 40.99% | 111.38% |
| Max Drawdown | -26.79% | -64.23% |
| Sharpe | 0.3 | 0.34 |
| Sortino | 0.47 | 0.49 |
| Payoff Ratio | 1.31 | 1.19 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 0.85 | 1.01 |
| Outlier Win Ratio | 48.06 | 3.07 |
| Outlier Loss Ratio | 4.33 | 3.18 |
| Volatility (ann.) | 10.65% | 33.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.41 | 0.4 |
| Skew | 2.81 | 0.31 |
| Kurtosis | 82.36 | 8.83 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 1.84% |
| Expected Yearly % | 8.97% | 20.58% |
| Kelly Criterion | 0.4% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.86% |
| Expected Shortfall (cVaR) | -0.91% | -2.86% |
| Year | 11917519:ETHUSD | 11917519:ethusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.51 | 32.30 | -0.76 | + |
| 2023 | 91.16 | 23.09 | 0.25 | - |
| 2024 | 45.75 | 12.06 | 0.26 | - |
| 2025 | 31.97 | -22.74 | -0.71 | - |
| Metric | 11917519:ethusd:triple_med_gx:lsma90_65 | 11917519:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -7.28% | 73.76% |
| 6M | -10.89% | 98.28% |
| YTD | -22.74% | 31.97% |
| 1Y | -21.1% | 74.9% |
| 3Y (ann.) | 2.01% | 41.37% |
| 5Y (ann.) | 10.98% | 25.5% |
| Metric | 11917519:ethusd:triple_med_gx:lsma90_65 | 11917519:ETHUSD |
|---|---|---|
| Max Drawdown | -26.79% | -64.23% |
| Longest DD Days | 517.0 | 515.0 |
| Avg. Drawdown | -5.07% | -8.97% |
| Avg. Drawdown Days | 55.0 | 40.0 |
| Recovery Factor | 1.53 | 1.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-09-01 | -26.79 | 215 |
| 2022-07-28 | 2023-12-27 | -21.73 | 517 |
| 2024-07-23 | 2025-01-28 | -13.30 | 188 |
| 2022-05-31 | 2022-07-15 | -10.48 | 45 |
| 2024-01-02 | 2024-04-04 | -8.20 | 93 |
| 2024-04-04 | 2024-05-02 | -4.99 | 27 |
| 2022-07-19 | 2022-07-27 | -3.58 | 8 |
| 2024-06-27 | 2024-07-23 | -2.81 | 25 |
| 2022-07-16 | 2022-07-16 | -2.71 | 0 |
| 2022-05-27 | 2022-05-28 | -2.69 | 1 |
| Metric | 11917519:ethusd:triple_med_gx:lsma90_65 | 11917519:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -5.99% | -14.0% |
| Best Week | 24.06% | 27.26% |
| Worst Week | -12.9% | -34.61% |
| Best Month | 56.66% | 56.93% |
| Worst Month | -16.14% | -44.86% |
| Best Year | 32.3% | 91.16% |
| Worst Year | -22.74% | -42.51% |
| Avg. Up Day | 1.22% | 1.24% |
| Avg. Down Day | -0.93% | -1.05% |
| Avg. Up Week | 4.68% | 8.41% |
| Avg. Down Week | -3.29% | -8.67% |
| Avg. Up Month | 9.5% | 28.14% |
| Avg. Down Month | -5.22% | -11.07% |
| Win Days % | 43.46% | 50.57% |
| Win Month % | 45.0% | 51.22% |
| Win Week % | 52.87% | 53.41% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |