| Metric | 11979821:ethusd:triple_med_gx:lsma75_130 | 11979821:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 75.22% | 18.79% |
| Max Drawdown | -31.19% | -55.09% |
| Sharpe | 0.35 | 0.21 |
| Sortino | 0.51 | 0.3 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.11 | 1.04 |
| Common Sense Ratio | 1.32 | 1.03 |
| CPC Index | 0.6 | 0.54 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 17.64 | 3.61 |
| Outlier Loss Ratio | 4.16 | 3.98 |
| Volatility (ann.) | 19.53% | 33.07% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.7 | 0.11 |
| Skew | 0.0 | 0.23 |
| Kurtosis | 36.22 | 9.42 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.62% | 0.49% |
| Expected Yearly % | 15.05% | 4.4% |
| Kelly Criterion | 3.65% | 2.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -2.83% |
| Expected Shortfall (cVaR) | -1.66% | -2.83% |
| Year | 11979821:ETHUSD | 11979821:ethusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | 2.22 | -0.07 | + |
| 2023 | 91.16 | 85.51 | 0.94 | - |
| 2024 | 45.75 | 2.40 | 0.05 | - |
| 2025 | -38.16 | -9.76 | 0.26 | + |
| Metric | 11979821:ethusd:triple_med_gx:lsma75_130 | 11979821:ETHUSD |
|---|---|---|
| MTD | -16.94% | -7.9% |
| 3M | -12.08% | -39.74% |
| 6M | -10.23% | -22.19% |
| YTD | -9.76% | -38.16% |
| 1Y | -12.22% | -42.65% |
| 3Y (ann.) | 21.89% | 6.27% |
| 5Y (ann.) | 21.89% | 6.27% |
| Metric | 11979821:ethusd:triple_med_gx:lsma75_130 | 11979821:ETHUSD |
|---|---|---|
| Max Drawdown | -31.19% | -55.09% |
| Longest DD Days | 199.0 | 379.0 |
| Avg. Drawdown | -5.11% | -9.75% |
| Avg. Drawdown Days | 20.0 | 37.0 |
| Recovery Factor | 2.41 | 0.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-03-26 | -31.19 | 137 |
| 2022-06-13 | 2022-06-25 | -23.72 | 12 |
| 2022-08-25 | 2023-03-12 | -21.60 | 199 |
| 2024-08-04 | 2024-11-06 | -21.51 | 94 |
| 2024-01-30 | 2024-03-25 | -13.88 | 54 |
| 2023-06-22 | 2023-11-19 | -11.52 | 150 |
| 2023-05-06 | 2023-06-21 | -11.46 | 46 |
| 2024-06-10 | 2024-07-15 | -10.93 | 35 |
| 2022-06-26 | 2022-08-10 | -7.28 | 45 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| Metric | 11979821:ethusd:triple_med_gx:lsma75_130 | 11979821:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 18.57% | 25.43% |
| Worst Week | -14.15% | -34.61% |
| Best Month | 18.57% | 56.93% |
| Worst Month | -19.36% | -44.86% |
| Best Year | 85.51% | 91.16% |
| Worst Year | -9.76% | -38.16% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.07% | -1.1% |
| Avg. Up Week | 5.76% | 7.4% |
| Avg. Down Week | -4.2% | -7.16% |
| Avg. Up Month | 7.53% | 16.61% |
| Avg. Down Month | -7.33% | -14.9% |
| Win Days % | 50.11% | 50.11% |
| Win Month % | 63.64% | 51.43% |
| Win Week % | 51.22% | 51.97% |
| Win Quarter % | 41.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |