| Metric | 11979650:ethusd:triple_med_gx:lsma70_130 | 11979650:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 82.04% | 18.79% |
| Max Drawdown | -29.67% | -55.09% |
| Sharpe | 0.37 | 0.21 |
| Sortino | 0.54 | 0.3 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.12 | 1.04 |
| Common Sense Ratio | 1.32 | 1.03 |
| CPC Index | 0.61 | 0.55 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 18.55 | 3.67 |
| Outlier Loss Ratio | 4.1 | 3.98 |
| Volatility (ann.) | 19.48% | 33.07% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.79 | 0.11 |
| Skew | 0.04 | 0.23 |
| Kurtosis | 36.89 | 9.42 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.73% | 0.49% |
| Expected Yearly % | 16.16% | 4.4% |
| Kelly Criterion | 4.0% | 2.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -2.83% |
| Expected Shortfall (cVaR) | -1.66% | -2.83% |
| Year | 11979650:ETHUSD | 11979650:ethusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | 2.37 | -0.08 | + |
| 2023 | 91.16 | 94.18 | 1.03 | + |
| 2024 | 45.75 | 3.75 | 0.08 | - |
| 2025 | -38.16 | -11.73 | 0.31 | + |
| Metric | 11979650:ethusd:triple_med_gx:lsma70_130 | 11979650:ETHUSD |
|---|---|---|
| MTD | -15.76% | -7.9% |
| 3M | -14.0% | -39.74% |
| 6M | -5.17% | -22.19% |
| YTD | -11.73% | -38.16% |
| 1Y | -10.34% | -42.65% |
| 3Y (ann.) | 23.55% | 6.27% |
| 5Y (ann.) | 23.55% | 6.27% |
| Metric | 11979650:ethusd:triple_med_gx:lsma70_130 | 11979650:ETHUSD |
|---|---|---|
| Max Drawdown | -29.67% | -55.09% |
| Longest DD Days | 197.0 | 379.0 |
| Avg. Drawdown | -5.28% | -9.75% |
| Avg. Drawdown Days | 24.0 | 37.0 |
| Recovery Factor | 2.77 | 0.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-03-26 | -29.67 | 99 |
| 2022-06-13 | 2022-06-25 | -23.72 | 12 |
| 2024-05-16 | 2024-11-06 | -21.69 | 174 |
| 2022-08-25 | 2023-03-11 | -19.66 | 197 |
| 2024-01-30 | 2024-04-22 | -16.65 | 82 |
| 2023-07-14 | 2023-11-24 | -9.05 | 133 |
| 2023-05-06 | 2023-06-20 | -7.47 | 45 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| 2022-06-26 | 2022-08-10 | -5.92 | 45 |
| 2023-12-22 | 2023-12-27 | -5.58 | 4 |
| Metric | 11979650:ethusd:triple_med_gx:lsma70_130 | 11979650:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.91% | 25.43% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 26.72% | 56.93% |
| Worst Month | -15.76% | -44.86% |
| Best Year | 94.18% | 91.16% |
| Worst Year | -11.73% | -38.16% |
| Avg. Up Day | 1.19% | 1.19% |
| Avg. Down Day | -1.09% | -1.13% |
| Avg. Up Week | 4.88% | 6.84% |
| Avg. Down Week | -4.52% | -7.32% |
| Avg. Up Month | 6.86% | 16.67% |
| Avg. Down Month | -6.68% | -14.3% |
| Win Days % | 49.88% | 50.11% |
| Win Month % | 68.75% | 51.43% |
| Win Week % | 58.75% | 51.97% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |