| Metric | 11936416:ethusd:triple_med_gx:lsma100_85 | 11936416:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 20.17% | 163.53% |
| Max Drawdown | -15.78% | -64.23% |
| Sharpe | 0.25 | 0.39 |
| Sortino | 0.48 | 0.57 |
| Payoff Ratio | 1.51 | 1.47 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.1 |
| CPC Index | 0.78 | 0.79 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 121.28 | 2.53 |
| Outlier Loss Ratio | 4.05 | 2.65 |
| Volatility (ann.) | 6.35% | 33.46% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.37 | 0.55 |
| Skew | 12.74 | 0.34 |
| Kurtosis | 460.74 | 9.06 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.45% |
| Expected Yearly % | 4.7% | 27.41% |
| Kelly Criterion | 3.14% | 17.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.84% |
| Expected Shortfall (cVaR) | -0.54% | -2.84% |
| Year | 11936416:ETHUSD | 11936416:ethusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.33 | -1.68 | 0.06 | + |
| 2023 | 91.16 | 7.50 | 0.08 | - |
| 2024 | 45.75 | 6.17 | 0.13 | - |
| 2025 | 31.97 | 7.09 | 0.22 | - |
| Metric | 11936416:ethusd:triple_med_gx:lsma100_85 | 11936416:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 5.55% | 73.76% |
| 6M | 8.45% | 98.28% |
| YTD | 7.09% | 31.97% |
| 1Y | 0.22% | 74.9% |
| 3Y (ann.) | 5.32% | 41.37% |
| 5Y (ann.) | 5.86% | 35.02% |
| Metric | 11936416:ethusd:triple_med_gx:lsma100_85 | 11936416:ETHUSD |
|---|---|---|
| Max Drawdown | -15.78% | -64.23% |
| Longest DD Days | 315.0 | 515.0 |
| Avg. Drawdown | -3.27% | -9.43% |
| Avg. Drawdown Days | 67.0 | 35.0 |
| Recovery Factor | 1.28 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-20 | 2025-09-01 | -15.78 | 315 |
| 2023-06-25 | 2024-02-12 | -8.90 | 231 |
| 2022-07-01 | 2023-03-18 | -6.06 | 259 |
| 2024-07-15 | 2024-08-23 | -2.51 | 38 |
| 2024-05-01 | 2024-05-02 | -2.08 | 0 |
| 2023-04-14 | 2023-04-22 | -2.07 | 8 |
| 2022-07-01 | 2022-07-01 | -1.96 | 0 |
| 2024-05-04 | 2024-05-05 | -1.41 | 0 |
| 2024-05-02 | 2024-05-03 | -0.68 | 0 |
| 2023-03-18 | 2023-04-14 | -0.36 | 26 |
| Metric | 11936416:ethusd:triple_med_gx:lsma100_85 | 11936416:ETHUSD |
|---|---|---|
| Best Day | 12.3% | 16.51% |
| Worst Day | -4.17% | -14.0% |
| Best Week | 5.87% | 27.26% |
| Worst Week | -8.34% | -34.89% |
| Best Month | 7.11% | 56.93% |
| Worst Month | -8.34% | -35.83% |
| Best Year | 7.5% | 91.16% |
| Worst Year | -1.68% | -28.33% |
| Avg. Up Day | 1.25% | 1.28% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 2.69% | 11.25% |
| Avg. Down Week | -2.39% | -7.06% |
| Avg. Up Month | 4.23% | 21.23% |
| Avg. Down Month | -2.28% | -6.8% |
| Win Days % | 41.71% | 50.58% |
| Win Month % | 46.43% | 52.5% |
| Win Week % | 55.26% | 54.07% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |