| Metric | 11951867:ethusd:triple_med_gx:lsma50_105 | 11951867:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -26.07% | 124.62% |
| Max Drawdown | -62.47% | -64.23% |
| Sharpe | -0.09 | 0.35 |
| Sortino | -0.13 | 0.51 |
| Payoff Ratio | 0.98 | 0.94 |
| Profit Factor | 0.96 | 1.06 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.45 | 0.5 |
| Tail Ratio | 1.06 | 1.01 |
| Outlier Win Ratio | 34.93 | 3.17 |
| Outlier Loss Ratio | 3.7 | 3.45 |
| Volatility (ann.) | 13.99% | 33.52% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.14 | 0.43 |
| Skew | -0.73 | 0.32 |
| Kurtosis | 64.37 | 8.88 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.73% | 1.99% |
| Expected Yearly % | -7.27% | 22.42% |
| Kelly Criterion | -6.54% | -1.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.85% |
| Expected Shortfall (cVaR) | -1.21% | -2.85% |
| Year | 11951867:ETHUSD | 11951867:ethusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.91 | 6.77 | -0.17 | + |
| 2023 | 91.16 | 35.51 | 0.39 | - |
| 2024 | 45.75 | -11.82 | -0.26 | - |
| 2025 | 31.97 | -42.05 | -1.32 | - |
| Metric | 11951867:ethusd:triple_med_gx:lsma50_105 | 11951867:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -11.39% | 73.76% |
| 6M | -34.7% | 98.28% |
| YTD | -42.05% | 31.97% |
| 1Y | -52.29% | 74.9% |
| 3Y (ann.) | -14.2% | 41.37% |
| 5Y (ann.) | -8.78% | 27.94% |
| Metric | 11951867:ethusd:triple_med_gx:lsma50_105 | 11951867:ETHUSD |
|---|---|---|
| Max Drawdown | -62.47% | -64.23% |
| Longest DD Days | 478.0 | 515.0 |
| Avg. Drawdown | -6.17% | -8.64% |
| Avg. Drawdown Days | 55.0 | 39.0 |
| Recovery Factor | -0.42 | 1.94 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-10 | 2025-09-01 | -62.47 | 478 |
| 2022-08-25 | 2023-11-09 | -17.65 | 441 |
| 2022-06-20 | 2022-08-10 | -8.11 | 51 |
| 2023-11-24 | 2023-12-22 | -7.07 | 27 |
| 2022-06-19 | 2022-06-19 | -4.92 | 0 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-01-30 | 2024-03-24 | -3.35 | 54 |
| 2024-03-25 | 2024-04-08 | -2.58 | 13 |
| 2023-11-21 | 2023-11-22 | -2.36 | 0 |
| 2024-04-19 | 2024-04-20 | -1.99 | 1 |
| Metric | 11951867:ethusd:triple_med_gx:lsma50_105 | 11951867:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 16.58% | 27.26% |
| Worst Week | -15.99% | -34.61% |
| Best Month | 16.65% | 56.93% |
| Worst Month | -15.93% | -44.86% |
| Best Year | 35.51% | 91.16% |
| Worst Year | -42.05% | -38.91% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -1.14% | -1.2% |
| Avg. Up Week | 4.19% | 6.44% |
| Avg. Down Week | -4.58% | -7.68% |
| Avg. Up Month | 4.05% | 19.15% |
| Avg. Down Month | -7.06% | -11.96% |
| Win Days % | 47.27% | 50.56% |
| Win Month % | 48.72% | 51.22% |
| Win Week % | 47.73% | 53.71% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |