| Metric | 11917681:ethusd:triple_med_gx:lsma105_65 | 11917681:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 10.32% | 124.62% |
| Max Drawdown | -45.34% | -64.23% |
| Sharpe | 0.12 | 0.35 |
| Sortino | 0.18 | 0.51 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.05 | 1.01 |
| Outlier Win Ratio | 37.38 | 3.23 |
| Outlier Loss Ratio | 4.34 | 3.4 |
| Volatility (ann.) | 12.66% | 33.52% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.07 | 0.43 |
| Skew | 1.39 | 0.32 |
| Kurtosis | 53.8 | 8.88 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 1.99% |
| Expected Yearly % | 2.49% | 22.42% |
| Kelly Criterion | -1.89% | 7.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.85% |
| Expected Shortfall (cVaR) | -1.09% | -2.85% |
| Year | 11917681:ETHUSD | 11917681:ethusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.91 | 42.48 | -1.09 | + |
| 2023 | 91.16 | 3.75 | 0.04 | - |
| 2024 | 45.75 | -12.43 | -0.27 | - |
| 2025 | 31.97 | -14.77 | -0.46 | - |
| Metric | 11917681:ethusd:triple_med_gx:lsma105_65 | 11917681:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 8.8% | 73.76% |
| 6M | 3.16% | 98.28% |
| YTD | -14.77% | 31.97% |
| 1Y | -22.89% | 74.9% |
| 3Y (ann.) | -10.4% | 41.37% |
| 5Y (ann.) | 3.03% | 27.94% |
| Metric | 11917681:ethusd:triple_med_gx:lsma105_65 | 11917681:ETHUSD |
|---|---|---|
| Max Drawdown | -45.34% | -64.23% |
| Longest DD Days | 1130.0 | 515.0 |
| Avg. Drawdown | -6.6% | -8.64% |
| Avg. Drawdown Days | 108.0 | 39.0 |
| Recovery Factor | 0.23 | 1.94 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2025-09-01 | -45.34 | 1130 |
| 2022-05-31 | 2022-07-07 | -15.04 | 37 |
| 2022-07-08 | 2022-07-16 | -3.82 | 8 |
| 2022-07-19 | 2022-07-27 | -3.23 | 8 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| 2022-07-18 | 2022-07-18 | -0.68 | 0 |
| 2022-07-28 | 2022-07-28 | -0.59 | 0 |
| 2022-05-29 | 2022-05-29 | -0.41 | 0 |
| 2022-05-27 | 2022-05-28 | -0.37 | 0 |
| 2022-07-17 | 2022-07-17 | -0.36 | 0 |
| Metric | 11917681:ethusd:triple_med_gx:lsma105_65 | 11917681:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 27.72% | 27.26% |
| Worst Week | -16.91% | -34.61% |
| Best Month | 74.97% | 56.93% |
| Worst Month | -15.96% | -44.86% |
| Best Year | 42.48% | 91.16% |
| Worst Year | -14.77% | -38.91% |
| Avg. Up Day | 1.17% | 1.19% |
| Avg. Down Day | -0.96% | -1.04% |
| Avg. Up Week | 5.21% | 8.69% |
| Avg. Down Week | -3.93% | -8.41% |
| Avg. Up Month | 11.88% | 20.88% |
| Avg. Down Month | -6.07% | -12.66% |
| Win Days % | 43.83% | 50.56% |
| Win Month % | 37.5% | 51.22% |
| Win Week % | 46.32% | 53.71% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |