| Metric | 11985748:ethusd:triple_med_gx:lsma185_135 | 11985748:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 81.37% | 1.47% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.44 | 0.17 |
| Sortino | 0.71 | 0.24 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.23 | 1.03 |
| Common Sense Ratio | 2.1 | 1.02 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.71 | 0.99 |
| Outlier Win Ratio | 38.73 | 3.3 |
| Outlier Loss Ratio | 3.67 | 3.38 |
| Volatility (ann.) | 13.89% | 33.36% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.97 | 0.01 |
| Skew | 4.25 | 0.27 |
| Kurtosis | 126.8 | 9.49 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.67% | 0.04% |
| Expected Yearly % | 16.05% | 0.37% |
| Kelly Criterion | 5.73% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.86% |
| Expected Shortfall (cVaR) | -1.18% | -2.86% |
| Year | 11985748:ETHUSD | 11985748:ethusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.13 | 16.52 | -0.50 | + |
| 2023 | 91.16 | 13.71 | 0.15 | - |
| 2024 | 45.75 | 63.83 | 1.40 | + |
| 2025 | -45.53 | -16.45 | 0.36 | + |
| Metric | 11985748:ethusd:triple_med_gx:lsma185_135 | 11985748:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -9.9% | -41.03% |
| 6M | 14.52% | -31.24% |
| YTD | -16.45% | -45.53% |
| 1Y | 64.79% | -39.75% |
| 3Y (ann.) | 22.85% | 0.51% |
| 5Y (ann.) | 22.85% | 0.51% |
| Metric | 11985748:ethusd:triple_med_gx:lsma185_135 | 11985748:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 207.0 | 415.0 |
| Avg. Drawdown | -4.71% | -10.24% |
| Avg. Drawdown Days | 30.0 | 40.0 |
| Recovery Factor | 3.44 | 0.02 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-10-24 | -23.64 | 130 |
| 2023-12-22 | 2024-05-21 | -22.59 | 150 |
| 2025-01-24 | 2025-05-01 | -20.65 | 96 |
| 2023-05-29 | 2023-12-22 | -11.03 | 207 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2024-06-12 | 2024-09-13 | -7.99 | 93 |
| 2024-11-10 | 2024-12-04 | -7.67 | 24 |
| 2022-11-12 | 2022-12-13 | -7.50 | 31 |
| 2024-12-06 | 2025-01-24 | -4.69 | 48 |
| 2024-09-14 | 2024-10-12 | -4.12 | 28 |
| Metric | 11985748:ethusd:triple_med_gx:lsma185_135 | 11985748:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 26.4% | 25.43% |
| Worst Week | -12.9% | -34.61% |
| Best Month | 34.73% | 56.93% |
| Worst Month | -13.06% | -40.14% |
| Best Year | 63.83% | 91.16% |
| Worst Year | -16.45% | -45.53% |
| Avg. Up Day | 1.3% | 1.31% |
| Avg. Down Day | -1.1% | -1.14% |
| Avg. Up Week | 6.5% | 8.79% |
| Avg. Down Week | -3.57% | -8.55% |
| Avg. Up Month | 10.32% | 16.22% |
| Avg. Down Month | -4.53% | -14.87% |
| Win Days % | 48.99% | 50.07% |
| Win Month % | 54.84% | 50.0% |
| Win Week % | 50.88% | 51.61% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 50.0% |