| Metric | 11986875:ethusd:triple_med_gx:lsma180_135 | 11986875:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 96.29% | 40.37% |
| Max Drawdown | -19.95% | -55.09% |
| Sharpe | 0.57 | 0.26 |
| Sortino | 0.98 | 0.37 |
| Payoff Ratio | 1.32 | 1.22 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 1.6 | 1.06 |
| CPC Index | 0.91 | 0.64 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 49.0 | 3.1 |
| Outlier Loss Ratio | 3.68 | 3.06 |
| Volatility (ann.) | 11.68% | 32.94% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.37 | 0.23 |
| Skew | 5.93 | 0.26 |
| Kurtosis | 209.31 | 9.65 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.0% | 1.0% |
| Expected Yearly % | 18.36% | 8.85% |
| Kelly Criterion | 12.03% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.81% |
| Expected Shortfall (cVaR) | -0.99% | -2.81% |
| Year | 11986875:ETHUSD | 11986875:ethusd:triple_med_gx:lsma180_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 24.10 | -1.30 | + |
| 2023 | 91.16 | 20.33 | 0.22 | - |
| 2024 | 45.75 | 49.80 | 1.09 | + |
| 2025 | -38.16 | -12.25 | 0.32 | + |
| Metric | 11986875:ethusd:triple_med_gx:lsma180_135 | 11986875:ETHUSD |
|---|---|---|
| MTD | -13.45% | -7.9% |
| 3M | -12.25% | -39.74% |
| 6M | -0.11% | -22.19% |
| YTD | -12.25% | -38.16% |
| 1Y | 33.78% | -42.65% |
| 3Y (ann.) | 27.38% | 12.94% |
| 5Y (ann.) | 27.38% | 12.94% |
| Metric | 11986875:ethusd:triple_med_gx:lsma180_135 | 11986875:ETHUSD |
|---|---|---|
| Max Drawdown | -19.95% | -55.09% |
| Longest DD Days | 131.0 | 379.0 |
| Avg. Drawdown | -3.54% | -9.07% |
| Avg. Drawdown Days | 30.0 | 31.0 |
| Recovery Factor | 4.83 | 0.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -19.95 | 65 |
| 2022-09-21 | 2022-10-16 | -10.54 | 24 |
| 2023-12-22 | 2024-04-22 | -8.67 | 121 |
| 2024-07-17 | 2024-11-06 | -8.51 | 112 |
| 2024-11-07 | 2025-01-19 | -6.41 | 73 |
| 2023-09-18 | 2023-12-22 | -6.27 | 94 |
| 2023-06-09 | 2023-09-18 | -6.15 | 100 |
| 2022-10-18 | 2022-12-09 | -4.28 | 52 |
| 2023-01-15 | 2023-05-26 | -3.45 | 131 |
| 2022-12-09 | 2023-01-11 | -3.12 | 33 |
| Metric | 11986875:ethusd:triple_med_gx:lsma180_135 | 11986875:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 22.82% | 25.43% |
| Worst Week | -12.77% | -26.0% |
| Best Month | 22.89% | 56.93% |
| Worst Month | -13.45% | -32.24% |
| Best Year | 49.8% | 91.16% |
| Worst Year | -12.25% | -38.16% |
| Avg. Up Day | 1.24% | 1.25% |
| Avg. Down Day | -0.94% | -1.03% |
| Avg. Up Week | 5.35% | 8.47% |
| Avg. Down Week | -2.85% | -5.79% |
| Avg. Up Month | 8.85% | 26.87% |
| Avg. Down Month | -5.65% | -10.1% |
| Win Days % | 50.0% | 50.15% |
| Win Month % | 65.22% | 50.0% |
| Win Week % | 62.5% | 52.35% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 75.0% | 50.0% |