| Metric | 11986876:ethusd:triple_med_gx:lsma185_135 | 11986876:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 49.77% | 40.37% |
| Max Drawdown | -32.89% | -55.09% |
| Sharpe | 0.35 | 0.26 |
| Sortino | 0.55 | 0.37 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.2 | 1.04 |
| Common Sense Ratio | 0.9 | 1.06 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 0.74 | 1.01 |
| Outlier Win Ratio | 46.0 | 3.09 |
| Outlier Loss Ratio | 3.57 | 3.18 |
| Volatility (ann.) | 12.44% | 32.94% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.47 | 0.23 |
| Skew | 3.89 | 0.26 |
| Kurtosis | 179.01 | 9.65 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.2% | 1.0% |
| Expected Yearly % | 10.63% | 8.85% |
| Kelly Criterion | 5.64% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.81% |
| Expected Shortfall (cVaR) | -1.06% | -2.81% |
| Year | 11986876:ETHUSD | 11986876:ethusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 13.95 | -0.75 | + |
| 2023 | 91.16 | 16.12 | 0.18 | - |
| 2024 | 45.75 | 57.92 | 1.27 | + |
| 2025 | -38.16 | -28.33 | 0.74 | + |
| Metric | 11986876:ethusd:triple_med_gx:lsma185_135 | 11986876:ETHUSD |
|---|---|---|
| MTD | -22.15% | -7.9% |
| 3M | -28.33% | -39.74% |
| 6M | -16.96% | -22.19% |
| YTD | -28.33% | -38.16% |
| 1Y | 14.29% | -42.65% |
| 3Y (ann.) | 15.6% | 12.94% |
| 5Y (ann.) | 15.6% | 12.94% |
| Metric | 11986876:ethusd:triple_med_gx:lsma185_135 | 11986876:ETHUSD |
|---|---|---|
| Max Drawdown | -32.89% | -55.09% |
| Longest DD Days | 355.0 | 379.0 |
| Avg. Drawdown | -3.75% | -9.07% |
| Avg. Drawdown Days | 29.0 | 31.0 |
| Recovery Factor | 1.51 | 0.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -32.89 | 65 |
| 2023-05-30 | 2024-05-20 | -12.87 | 355 |
| 2022-09-21 | 2023-01-12 | -10.54 | 112 |
| 2024-08-29 | 2024-11-06 | -7.68 | 68 |
| 2025-01-18 | 2025-01-19 | -4.99 | 1 |
| 2024-07-17 | 2024-08-29 | -3.22 | 43 |
| 2022-07-14 | 2022-07-14 | -3.06 | 0 |
| 2022-07-08 | 2022-07-13 | -2.84 | 5 |
| 2022-09-20 | 2022-09-21 | -2.71 | 1 |
| 2023-04-01 | 2023-05-26 | -2.56 | 55 |
| Metric | 11986876:ethusd:triple_med_gx:lsma185_135 | 11986876:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 21.91% | 25.43% |
| Worst Week | -12.77% | -26.0% |
| Best Month | 22.09% | 56.93% |
| Worst Month | -22.15% | -32.24% |
| Best Year | 57.92% | 91.16% |
| Worst Year | -28.33% | -38.16% |
| Avg. Up Day | 1.22% | 1.23% |
| Avg. Down Day | -1.03% | -1.09% |
| Avg. Up Week | 4.95% | 8.57% |
| Avg. Down Week | -3.81% | -5.78% |
| Avg. Up Month | 8.41% | 25.05% |
| Avg. Down Month | -6.88% | -8.28% |
| Win Days % | 48.76% | 50.15% |
| Win Month % | 56.52% | 50.0% |
| Win Week % | 58.7% | 52.35% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 75.0% | 50.0% |