| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 89.13% | 64.09% |
| Max Drawdown | -21.13% | -64.23% |
| Sharpe | 0.47 | 0.27 |
| Sortino | 0.72 | 0.39 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.56 | 1.04 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 46.84 | 3.1 |
| Outlier Loss Ratio | 3.76 | 3.09 |
| Volatility (ann.) | 10.94% | 33.47% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.95 | 0.24 |
| Skew | 0.98 | 0.28 |
| Kurtosis | 90.48 | 8.61 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.49% | 1.16% |
| Expected Yearly % | 17.27% | 13.18% |
| Kelly Criterion | 6.58% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.86% |
| Expected Shortfall (cVaR) | -0.93% | -2.86% |
| Year | 11972482:ETHUSD | 11972482:ethusd:triple_med_gx:lsma85_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 18.74 | -0.49 | + |
| 2023 | 91.16 | 12.42 | 0.14 | - |
| 2024 | 45.75 | 59.70 | 1.30 | + |
| 2025 | -4.37 | -11.28 | 2.58 | - |
| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| MTD | -7.94% | -17.21% |
| 3M | -2.03% | -28.03% |
| 6M | -0.91% | 28.61% |
| YTD | -11.28% | -4.37% |
| 1Y | 0.33% | 1.62% |
| 3Y (ann.) | 16.24% | 37.83% |
| 5Y (ann.) | 20.08% | 15.28% |
| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| Max Drawdown | -21.13% | -64.23% |
| Longest DD Days | 432.0 | 515.0 |
| Avg. Drawdown | -3.46% | -11.31% |
| Avg. Drawdown Days | 33.0 | 41.0 |
| Recovery Factor | 4.22 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-11-17 | -21.13 | 253 |
| 2022-09-27 | 2023-12-04 | -16.82 | 432 |
| 2024-01-31 | 2024-05-12 | -6.76 | 101 |
| 2025-01-19 | 2025-02-12 | -6.64 | 24 |
| 2022-08-30 | 2022-08-31 | -6.19 | 0 |
| 2024-12-30 | 2025-01-19 | -5.42 | 20 |
| 2023-12-04 | 2023-12-27 | -4.84 | 23 |
| 2022-06-22 | 2022-06-23 | -4.35 | 0 |
| 2025-02-13 | 2025-03-08 | -3.87 | 23 |
| 2024-11-03 | 2024-11-06 | -3.87 | 3 |
| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 17.32% | 27.26% |
| Worst Week | -10.7% | -34.61% |
| Best Month | 24.85% | 56.93% |
| Worst Month | -11.15% | -44.86% |
| Best Year | 59.7% | 91.16% |
| Worst Year | -11.28% | -38.42% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -1.0% | -1.06% |
| Avg. Up Week | 4.14% | 9.94% |
| Avg. Down Week | -3.04% | -4.98% |
| Avg. Up Month | 6.86% | 19.87% |
| Avg. Down Month | -2.92% | -11.91% |
| Win Days % | 49.6% | 50.39% |
| Win Month % | 58.97% | 46.51% |
| Win Week % | 54.29% | 52.15% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |