| Metric | 11922137:ethusd:triple_med_gx:lsma75_70 | 11922137:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 4.84% | 105.11% |
| Max Drawdown | -10.89% | -64.23% |
| Sharpe | 0.11 | 0.33 |
| Sortino | 0.18 | 0.48 |
| Payoff Ratio | 1.77 | 1.59 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.85 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 168.15 | 2.31 |
| Outlier Loss Ratio | 5.47 | 2.53 |
| Volatility (ann.) | 4.18% | 33.56% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.13 | 0.38 |
| Skew | 4.81 | 0.31 |
| Kurtosis | 134.99 | 8.81 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.12% | 1.77% |
| Expected Yearly % | 1.19% | 19.67% |
| Kelly Criterion | -5.39% | 19.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.86% |
| Expected Shortfall (cVaR) | -0.36% | -2.86% |
| Year | 11922137:ETHUSD | 11922137:ethusd:triple_med_gx:lsma75_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.22 | 8.26 | -0.19 | + |
| 2023 | 91.16 | -5.44 | -0.06 | - |
| 2024 | 45.75 | 1.09 | 0.02 | - |
| 2025 | 31.97 | 1.31 | 0.04 | - |
| Metric | 11922137:ethusd:triple_med_gx:lsma75_70 | 11922137:ETHUSD |
|---|---|---|
| MTD | -0.18% | 0.07% |
| 3M | 3.79% | 73.76% |
| 6M | -0.34% | 98.28% |
| YTD | 1.31% | 31.97% |
| 1Y | -1.06% | 74.9% |
| 3Y (ann.) | 1.51% | 41.37% |
| 5Y (ann.) | 1.44% | 24.33% |
| Metric | 11922137:ethusd:triple_med_gx:lsma75_70 | 11922137:ETHUSD |
|---|---|---|
| Max Drawdown | -10.89% | -64.23% |
| Longest DD Days | 934.0 | 565.0 |
| Avg. Drawdown | -2.33% | -8.58% |
| Avg. Drawdown Days | 123.0 | 45.0 |
| Recovery Factor | 0.44 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-09 | 2025-09-01 | -10.89 | 934 |
| 2022-07-14 | 2022-11-23 | -4.93 | 132 |
| 2022-11-23 | 2022-11-30 | -2.16 | 6 |
| 2022-06-05 | 2022-07-13 | -1.19 | 38 |
| 2022-05-22 | 2022-05-22 | -0.83 | 0 |
| 2022-11-30 | 2022-11-30 | -0.39 | 0 |
| 2022-06-04 | 2022-06-04 | -0.18 | 0 |
| 2023-02-09 | 2023-02-09 | -0.18 | 0 |
| 2023-01-08 | 2023-01-08 | -0.18 | 0 |
| Metric | 11922137:ethusd:triple_med_gx:lsma75_70 | 11922137:ETHUSD |
|---|---|---|
| Best Day | 4.52% | 16.51% |
| Worst Day | -2.72% | -14.0% |
| Best Week | 6.1% | 27.26% |
| Worst Week | -3.89% | -34.61% |
| Best Month | 9.2% | 56.93% |
| Worst Month | -4.0% | -44.86% |
| Best Year | 8.26% | 91.16% |
| Worst Year | -5.44% | -44.22% |
| Avg. Up Day | 1.16% | 1.23% |
| Avg. Down Day | -0.65% | -0.77% |
| Avg. Up Week | 1.38% | 9.53% |
| Avg. Down Week | -0.88% | -5.57% |
| Avg. Up Month | 1.33% | 23.93% |
| Avg. Down Month | -1.63% | -8.22% |
| Win Days % | 32.65% | 50.56% |
| Win Month % | 47.37% | 51.22% |
| Win Week % | 43.55% | 53.41% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |