| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 61.35% | 64.09% |
| Max Drawdown | -29.3% | -64.23% |
| Sharpe | 0.35 | 0.27 |
| Sortino | 0.58 | 0.39 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.54 | 1.04 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 43.73 | 3.05 |
| Outlier Loss Ratio | 4.04 | 3.2 |
| Volatility (ann.) | 11.91% | 33.47% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.5 | 0.24 |
| Skew | 5.63 | 0.28 |
| Kurtosis | 154.67 | 8.61 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.12% | 1.16% |
| Expected Yearly % | 12.7% | 13.18% |
| Kelly Criterion | 4.46% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.86% |
| Expected Shortfall (cVaR) | -1.01% | -2.86% |
| Year | 11926719:ETHUSD | 11926719:ethusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 15.94 | -0.42 | + |
| 2023 | 91.16 | 15.28 | 0.17 | - |
| 2024 | 45.75 | 62.78 | 1.37 | + |
| 2025 | -4.37 | -25.84 | 5.91 | - |
| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| MTD | 0.56% | -17.21% |
| 3M | -21.58% | -28.03% |
| 6M | -26.22% | 28.61% |
| YTD | -25.84% | -4.37% |
| 1Y | -22.5% | 1.62% |
| 3Y (ann.) | 10.84% | 37.83% |
| 5Y (ann.) | 14.73% | 15.28% |
| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| Max Drawdown | -29.3% | -64.23% |
| Longest DD Days | 387.0 | 515.0 |
| Avg. Drawdown | -3.93% | -11.31% |
| Avg. Drawdown Days | 31.0 | 41.0 |
| Recovery Factor | 2.09 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-20 | 2025-11-17 | -29.30 | 242 |
| 2022-05-26 | 2022-09-06 | -24.51 | 103 |
| 2023-04-14 | 2024-05-06 | -14.64 | 387 |
| 2025-01-05 | 2025-03-19 | -12.35 | 73 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2024-08-18 | 2024-09-19 | -6.25 | 31 |
| 2022-11-26 | 2023-01-04 | -4.44 | 39 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2022-10-06 | 2022-10-25 | -3.59 | 19 |
| 2023-02-24 | 2023-03-01 | -3.44 | 4 |
| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.61% | -14.0% |
| Best Week | 30.05% | 27.26% |
| Worst Week | -15.61% | -34.61% |
| Best Month | 30.05% | 56.93% |
| Worst Month | -21.36% | -44.86% |
| Best Year | 62.78% | 91.16% |
| Worst Year | -25.84% | -38.42% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -0.94% | -0.99% |
| Avg. Up Week | 6.02% | 10.38% |
| Avg. Down Week | -3.56% | -8.43% |
| Avg. Up Month | 11.22% | 24.2% |
| Avg. Down Month | -5.6% | -10.6% |
| Win Days % | 47.24% | 50.39% |
| Win Month % | 55.0% | 46.51% |
| Win Week % | 51.43% | 52.15% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |