| Metric | 11917540:ethusd:triple_med_gx:lsma120_65 | 11917540:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 15.57% | 124.57% |
| Max Drawdown | -47.15% | -64.23% |
| Sharpe | 0.15 | 0.35 |
| Sortino | 0.22 | 0.51 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 33.7 | 3.16 |
| Outlier Loss Ratio | 4.28 | 3.41 |
| Volatility (ann.) | 13.22% | 33.54% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.1 | 0.44 |
| Skew | -0.03 | 0.32 |
| Kurtosis | 66.37 | 8.88 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 1.99% |
| Expected Yearly % | 3.68% | 22.42% |
| Kelly Criterion | -1.3% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.86% |
| Expected Shortfall (cVaR) | -1.13% | -2.86% |
| Year | 11917540:ETHUSD | 11917540:ethusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 48.55 | -1.25 | + |
| 2023 | 91.16 | 8.46 | 0.09 | - |
| 2024 | 45.75 | 11.20 | 0.24 | - |
| 2025 | 31.97 | -35.49 | -1.11 | - |
| Metric | 11917540:ethusd:triple_med_gx:lsma120_65 | 11917540:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 0.85% | 73.76% |
| 6M | 2.01% | 98.28% |
| YTD | -35.49% | 31.97% |
| 1Y | -36.94% | 74.9% |
| 3Y (ann.) | -7.5% | 41.37% |
| 5Y (ann.) | 4.52% | 28.03% |
| Metric | 11917540:ethusd:triple_med_gx:lsma120_65 | 11917540:ETHUSD |
|---|---|---|
| Max Drawdown | -47.15% | -64.23% |
| Longest DD Days | 578.0 | 515.0 |
| Avg. Drawdown | -6.43% | -10.53% |
| Avg. Drawdown Days | 65.0 | 39.0 |
| Recovery Factor | 0.33 | 1.94 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-09-01 | -47.15 | 482 |
| 2022-07-28 | 2024-02-27 | -19.56 | 578 |
| 2022-05-31 | 2022-07-07 | -13.28 | 37 |
| 2024-03-12 | 2024-04-08 | -9.72 | 27 |
| 2024-04-09 | 2024-05-03 | -5.67 | 24 |
| 2022-07-08 | 2022-07-16 | -3.84 | 8 |
| 2022-07-19 | 2022-07-27 | -3.58 | 8 |
| 2022-05-27 | 2022-05-28 | -2.69 | 1 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2024-03-10 | 2024-03-11 | -2.64 | 1 |
| Metric | 11917540:ethusd:triple_med_gx:lsma120_65 | 11917540:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 24.06% | 27.26% |
| Worst Week | -24.92% | -34.61% |
| Best Month | 71.53% | 56.93% |
| Worst Month | -36.56% | -44.86% |
| Best Year | 48.55% | 91.16% |
| Worst Year | -35.49% | -38.93% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.97% | -1.05% |
| Avg. Up Week | 5.51% | 8.12% |
| Avg. Down Week | -4.03% | -8.86% |
| Avg. Up Month | 11.82% | 22.7% |
| Avg. Down Month | -9.11% | -11.85% |
| Win Days % | 44.93% | 50.55% |
| Win Month % | 50.0% | 51.22% |
| Win Week % | 47.37% | 53.71% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |