| Metric | 11924274:ethusd:triple_med_gx:lsma160_70 | 11924274:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -2.25% | 282.36% |
| Max Drawdown | -36.4% | -64.23% |
| Sharpe | 0.03 | 0.48 |
| Sortino | 0.04 | 0.71 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.17 | 1.13 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.16 | 1.04 |
| Outlier Win Ratio | 50.55 | 3.01 |
| Outlier Loss Ratio | 3.67 | 3.19 |
| Volatility (ann.) | 9.93% | 32.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.02 | 0.81 |
| Skew | -1.07 | 0.34 |
| Kurtosis | 52.53 | 9.15 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.06% | 3.41% |
| Expected Yearly % | -0.57% | 39.84% |
| Kelly Criterion | -1.15% | 3.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.75% |
| Expected Shortfall (cVaR) | -0.85% | -2.75% |
| Year | 11924274:ETHUSD | 11924274:ethusd:triple_med_gx:lsma160_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | -8.51 | -2.13 | - |
| 2023 | 91.16 | 22.26 | 0.24 | - |
| 2024 | 45.75 | 1.75 | 0.04 | - |
| 2025 | 31.97 | -14.12 | -0.44 | - |
| Metric | 11924274:ethusd:triple_med_gx:lsma160_70 | 11924274:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.03% | 73.76% |
| 6M | 4.01% | 98.28% |
| YTD | -14.12% | 31.97% |
| 1Y | -19.66% | 74.9% |
| 3Y (ann.) | -3.89% | 41.37% |
| 5Y (ann.) | -0.71% | 52.06% |
| Metric | 11924274:ethusd:triple_med_gx:lsma160_70 | 11924274:ETHUSD |
|---|---|---|
| Max Drawdown | -36.4% | -64.23% |
| Longest DD Days | 372.0 | 515.0 |
| Avg. Drawdown | -6.46% | -7.51% |
| Avg. Drawdown Days | 64.0 | 26.0 |
| Recovery Factor | -0.06 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -36.40 | 372 |
| 2022-07-08 | 2023-03-17 | -27.33 | 252 |
| 2023-09-18 | 2024-02-15 | -12.41 | 150 |
| 2023-05-30 | 2023-09-18 | -6.26 | 110 |
| 2024-02-19 | 2024-05-18 | -5.19 | 88 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2024-07-17 | 2024-08-23 | -3.57 | 36 |
| 2022-07-01 | 2022-07-04 | -2.88 | 2 |
| 2024-02-16 | 2024-02-18 | -2.62 | 2 |
| 2022-06-30 | 2022-07-01 | -2.14 | 0 |
| Metric | 11924274:ethusd:triple_med_gx:lsma160_70 | 11924274:ETHUSD |
|---|---|---|
| Best Day | 6.53% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 18.01% | 27.26% |
| Worst Week | -17.23% | -21.87% |
| Best Month | 23.05% | 56.93% |
| Worst Month | -18.29% | -32.24% |
| Best Year | 22.26% | 91.16% |
| Worst Year | -14.12% | 3.99% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.97% | -0.99% |
| Avg. Up Week | 6.7% | 10.78% |
| Avg. Down Week | -4.65% | -6.93% |
| Avg. Up Month | 11.02% | 31.9% |
| Avg. Down Month | -7.16% | -12.96% |
| Win Days % | 48.07% | 50.72% |
| Win Month % | 41.67% | 52.5% |
| Win Week % | 37.78% | 54.39% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |