| Metric | 11928506:ethusd:triple_med_gx:lsma155_75 | 11928506:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 18.85% | 282.36% |
| Max Drawdown | -37.63% | -64.23% |
| Sharpe | 0.19 | 0.48 |
| Sortino | 0.26 | 0.71 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.26 | 1.13 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.16 | 1.04 |
| Outlier Win Ratio | 51.52 | 3.01 |
| Outlier Loss Ratio | 3.52 | 3.09 |
| Volatility (ann.) | 9.69% | 32.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.15 | 0.81 |
| Skew | -0.87 | 0.34 |
| Kurtosis | 55.37 | 9.15 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.43% | 3.41% |
| Expected Yearly % | 4.41% | 39.84% |
| Kelly Criterion | 2.91% | 3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.75% |
| Expected Shortfall (cVaR) | -0.83% | -2.75% |
| Year | 11928506:ETHUSD | 11928506:ethusd:triple_med_gx:lsma155_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 1.82 | 0.46 | - |
| 2023 | 91.16 | 22.71 | 0.25 | - |
| 2024 | 45.75 | 6.67 | 0.15 | - |
| 2025 | 31.97 | -10.83 | -0.34 | - |
| Metric | 11928506:ethusd:triple_med_gx:lsma155_75 | 11928506:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.21% | 73.76% |
| 6M | 11.61% | 98.28% |
| YTD | -10.83% | 31.97% |
| 1Y | -15.63% | 74.9% |
| 3Y (ann.) | -0.1% | 41.37% |
| 5Y (ann.) | 5.55% | 52.06% |
| Metric | 11928506:ethusd:triple_med_gx:lsma155_75 | 11928506:ETHUSD |
|---|---|---|
| Max Drawdown | -37.63% | -64.23% |
| Longest DD Days | 372.0 | 515.0 |
| Avg. Drawdown | -4.77% | -7.51% |
| Avg. Drawdown Days | 41.0 | 26.0 |
| Recovery Factor | 0.5 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-09-01 | -37.63 | 372 |
| 2022-07-08 | 2023-01-13 | -22.74 | 189 |
| 2023-12-08 | 2024-02-14 | -10.00 | 68 |
| 2023-09-06 | 2023-09-18 | -5.88 | 11 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2024-07-17 | 2024-08-23 | -3.55 | 37 |
| 2022-07-01 | 2022-07-04 | -2.88 | 2 |
| 2024-02-16 | 2024-02-18 | -2.62 | 2 |
| 2022-07-01 | 2022-07-01 | -1.96 | 0 |
| 2022-07-07 | 2022-07-07 | -1.81 | 0 |
| Metric | 11928506:ethusd:triple_med_gx:lsma155_75 | 11928506:ETHUSD |
|---|---|---|
| Best Day | 6.33% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 18.76% | 27.26% |
| Worst Week | -17.23% | -21.87% |
| Best Month | 27.94% | 56.93% |
| Worst Month | -18.49% | -32.24% |
| Best Year | 22.71% | 91.16% |
| Worst Year | -10.83% | 3.99% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.97% | -1.01% |
| Avg. Up Week | 5.96% | 7.15% |
| Avg. Down Week | -6.7% | -7.95% |
| Avg. Up Month | 10.55% | 28.11% |
| Avg. Down Month | -7.27% | -13.83% |
| Win Days % | 49.73% | 50.72% |
| Win Month % | 47.83% | 52.5% |
| Win Week % | 56.1% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 100.0% |