| Metric | 11924345:ethusd:triple_med_gx:lsma80_70 | 11924345:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 7.28% | 300.98% |
| Max Drawdown | -8.6% | -64.23% |
| Sharpe | 0.16 | 0.5 |
| Sortino | 0.25 | 0.73 |
| Payoff Ratio | 1.43 | 1.17 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | NaN | 1.13 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | NaN | 1.05 |
| Outlier Win Ratio | 207.91 | 2.2 |
| Outlier Loss Ratio | 3.9 | 2.43 |
| Volatility (ann.) | 3.9% | 32.46% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.26 | 0.85 |
| Skew | 2.72 | 0.34 |
| Kurtosis | 206.55 | 9.16 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.18% | 3.53% |
| Expected Yearly % | 1.77% | 41.51% |
| Kelly Criterion | 0.12% | 8.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.75% |
| Expected Shortfall (cVaR) | -0.33% | -2.75% |
| Year | 11924345:ETHUSD | 11924345:ethusd:triple_med_gx:lsma80_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 3.97 | 0.44 | - |
| 2023 | 91.16 | 6.51 | 0.07 | - |
| 2024 | 45.75 | -0.01 | -0.00 | - |
| 2025 | 31.97 | -3.11 | -0.10 | - |
| Metric | 11924345:ethusd:triple_med_gx:lsma80_70 | 11924345:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.44% | 73.76% |
| 6M | 2.77% | 98.28% |
| YTD | -3.11% | 31.97% |
| 1Y | -0.57% | 74.9% |
| 3Y (ann.) | 1.38% | 41.37% |
| 5Y (ann.) | 2.22% | 54.45% |
| Metric | 11924345:ethusd:triple_med_gx:lsma80_70 | 11924345:ETHUSD |
|---|---|---|
| Max Drawdown | -8.6% | -64.23% |
| Longest DD Days | 826.0 | 515.0 |
| Avg. Drawdown | -2.21% | -7.26% |
| Avg. Drawdown Days | 126.0 | 25.0 |
| Recovery Factor | 0.85 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2025-09-01 | -8.60 | 826 |
| 2022-10-05 | 2023-03-17 | -3.36 | 163 |
| 2022-06-27 | 2022-06-28 | -2.89 | 0 |
| 2022-09-12 | 2022-10-04 | -2.09 | 22 |
| 2022-10-04 | 2022-10-04 | -0.18 | 0 |
| 2022-06-26 | 2022-06-27 | -0.18 | 0 |
| 2022-08-19 | 2022-08-20 | -0.18 | 0 |
| 2023-05-28 | 2023-05-28 | -0.18 | 0 |
| Metric | 11924345:ethusd:triple_med_gx:lsma80_70 | 11924345:ETHUSD |
|---|---|---|
| Best Day | 4.45% | 16.51% |
| Worst Day | -4.34% | -14.0% |
| Best Week | 4.94% | 27.26% |
| Worst Week | -4.92% | -21.87% |
| Best Month | 4.94% | 56.93% |
| Worst Month | -4.92% | -32.24% |
| Best Year | 6.51% | 91.16% |
| Worst Year | -3.11% | 9.05% |
| Avg. Up Day | 1.12% | 1.17% |
| Avg. Down Day | -0.78% | -1.0% |
| Avg. Up Week | 2.3% | 9.91% |
| Avg. Down Week | -2.13% | -6.54% |
| Avg. Up Month | 2.82% | 22.55% |
| Avg. Down Month | -2.63% | -9.79% |
| Win Days % | 41.18% | 50.73% |
| Win Month % | 54.17% | 52.5% |
| Win Week % | 53.57% | 54.39% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 100.0% |