| Metric | 11933715:ethusd:triple_med_gx:lsma75_85 | 11933715:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 2.04% | 105.11% |
| Max Drawdown | -18.81% | -64.23% |
| Sharpe | 0.06 | 0.33 |
| Sortino | 0.09 | 0.48 |
| Payoff Ratio | 1.43 | 1.04 |
| Profit Factor | 1.04 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 134.14 | 2.43 |
| Outlier Loss Ratio | 4.04 | 2.54 |
| Volatility (ann.) | 5.78% | 33.56% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.03 | 0.38 |
| Skew | 4.48 | 0.31 |
| Kurtosis | 175.32 | 8.81 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.05% | 1.77% |
| Expected Yearly % | 0.51% | 19.67% |
| Kelly Criterion | -6.07% | 2.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.86% |
| Expected Shortfall (cVaR) | -0.5% | -2.86% |
| Year | 11933715:ETHUSD | 11933715:ethusd:triple_med_gx:lsma75_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.22 | -4.38 | 0.10 | + |
| 2023 | 91.16 | 4.51 | 0.05 | - |
| 2024 | 45.75 | 0.16 | 0.00 | - |
| 2025 | 31.97 | 1.95 | 0.06 | - |
| Metric | 11933715:ethusd:triple_med_gx:lsma75_85 | 11933715:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 10.93% | 73.76% |
| 6M | 3.58% | 98.28% |
| YTD | 1.95% | 31.97% |
| 1Y | -5.49% | 74.9% |
| 3Y (ann.) | -0.9% | 41.37% |
| 5Y (ann.) | 0.62% | 24.33% |
| Metric | 11933715:ethusd:triple_med_gx:lsma75_85 | 11933715:ETHUSD |
|---|---|---|
| Max Drawdown | -18.81% | -64.23% |
| Longest DD Days | 547.0 | 565.0 |
| Avg. Drawdown | -7.61% | -8.58% |
| Avg. Drawdown Days | 194.0 | 45.0 |
| Recovery Factor | 0.11 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-22 | 2025-09-01 | -18.81 | 497 |
| 2022-09-25 | 2024-03-25 | -13.06 | 547 |
| 2022-08-05 | 2022-08-29 | -6.95 | 24 |
| 2022-05-18 | 2022-08-05 | -5.30 | 79 |
| 2024-03-25 | 2024-04-10 | -1.33 | 15 |
| 2024-04-14 | 2024-04-14 | -0.18 | 0 |
| Metric | 11933715:ethusd:triple_med_gx:lsma75_85 | 11933715:ETHUSD |
|---|---|---|
| Best Day | 6.49% | 16.51% |
| Worst Day | -5.33% | -14.0% |
| Best Week | 10.51% | 27.26% |
| Worst Week | -5.5% | -34.61% |
| Best Month | 9.83% | 56.93% |
| Worst Month | -4.35% | -44.86% |
| Best Year | 4.51% | 91.16% |
| Worst Year | -4.38% | -44.22% |
| Avg. Up Day | 1.22% | 1.29% |
| Avg. Down Day | -0.85% | -1.24% |
| Avg. Up Week | 2.37% | 7.99% |
| Avg. Down Week | -1.71% | -5.86% |
| Avg. Up Month | 3.97% | 21.19% |
| Avg. Down Month | -2.03% | -13.93% |
| Win Days % | 37.56% | 50.56% |
| Win Month % | 36.84% | 51.22% |
| Win Week % | 38.18% | 53.41% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |