| Metric | 11928386:ethusd:triple_med_gx:lsma165_75 | 11928386:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 4.17% | 290.0% |
| Max Drawdown | -36.64% | -64.23% |
| Sharpe | 0.08 | 0.49 |
| Sortino | 0.11 | 0.72 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.4 | 1.12 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.35 | 1.04 |
| Outlier Win Ratio | 48.65 | 3.02 |
| Outlier Loss Ratio | 3.57 | 3.15 |
| Volatility (ann.) | 10.12% | 32.56% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.04 | 0.82 |
| Skew | -1.1 | 0.34 |
| Kurtosis | 51.28 | 9.06 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.1% | 3.46% |
| Expected Yearly % | 1.03% | 40.53% |
| Kelly Criterion | 0.3% | 1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.76% |
| Expected Shortfall (cVaR) | -0.87% | -2.76% |
| Year | 11928386:ETHUSD | 11928386:ethusd:triple_med_gx:lsma165_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 6.07 | 1.27 | 0.21 | - |
| 2023 | 91.16 | 22.57 | 0.25 | - |
| 2024 | 45.75 | 3.29 | 0.07 | - |
| 2025 | 31.97 | -18.76 | -0.59 | - |
| Metric | 11928386:ethusd:triple_med_gx:lsma165_75 | 11928386:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.57% | 73.76% |
| 6M | 0.12% | 98.28% |
| YTD | -18.76% | 31.97% |
| 1Y | -21.07% | 74.9% |
| 3Y (ann.) | -3.07% | 41.37% |
| 5Y (ann.) | 1.28% | 52.95% |
| Metric | 11928386:ethusd:triple_med_gx:lsma165_75 | 11928386:ETHUSD |
|---|---|---|
| Max Drawdown | -36.64% | -64.23% |
| Longest DD Days | 372.0 | 515.0 |
| Avg. Drawdown | -5.34% | -7.59% |
| Avg. Drawdown Days | 52.0 | 26.0 |
| Recovery Factor | 0.11 | 4.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -36.64 | 372 |
| 2022-07-08 | 2023-01-14 | -26.57 | 189 |
| 2023-09-18 | 2024-02-19 | -13.70 | 153 |
| 2023-09-06 | 2023-09-18 | -5.88 | 11 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2024-05-10 | 2024-05-17 | -4.78 | 7 |
| 2024-07-17 | 2024-08-23 | -4.17 | 37 |
| 2022-07-01 | 2022-07-04 | -2.88 | 2 |
| 2022-07-01 | 2022-07-01 | -1.96 | 0 |
| 2024-02-19 | 2024-05-09 | -1.83 | 80 |
| Metric | 11928386:ethusd:triple_med_gx:lsma165_75 | 11928386:ETHUSD |
|---|---|---|
| Best Day | 6.53% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 18.91% | 27.26% |
| Worst Week | -18.21% | -21.87% |
| Best Month | 21.78% | 56.93% |
| Worst Month | -18.4% | -32.24% |
| Best Year | 22.57% | 91.16% |
| Worst Year | -18.76% | 6.07% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.98% | -1.03% |
| Avg. Up Week | 5.18% | 9.65% |
| Avg. Down Week | -6.01% | -7.02% |
| Avg. Up Month | 8.54% | 25.28% |
| Avg. Down Month | -8.32% | -13.58% |
| Win Days % | 49.1% | 50.73% |
| Win Month % | 56.0% | 52.5% |
| Win Week % | 57.78% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 100.0% |