| Metric | 11990363:ethusd:triple_med_gx:lsma65_140 | 11990363:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 74.78% | 14.57% |
| Max Drawdown | -33.11% | -55.09% |
| Sharpe | 0.36 | 0.2 |
| Sortino | 0.53 | 0.29 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.12 | 1.03 |
| Common Sense Ratio | 1.28 | 1.03 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 20.65 | 3.61 |
| Outlier Loss Ratio | 3.99 | 3.87 |
| Volatility (ann.) | 18.57% | 33.09% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.66 | 0.09 |
| Skew | 0.36 | 0.23 |
| Kurtosis | 41.27 | 9.43 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.61% | 0.39% |
| Expected Yearly % | 14.98% | 3.46% |
| Kelly Criterion | 4.36% | 4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.83% |
| Expected Shortfall (cVaR) | -1.58% | -2.83% |
| Year | 11990363:ETHUSD | 11990363:ethusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 4.12 | -0.12 | + |
| 2023 | 91.16 | 100.64 | 1.10 | + |
| 2024 | 45.75 | 1.72 | 0.04 | - |
| 2025 | -38.16 | -17.75 | 0.47 | + |
| Metric | 11990363:ethusd:triple_med_gx:lsma65_140 | 11990363:ETHUSD |
|---|---|---|
| MTD | -14.45% | -7.9% |
| 3M | -19.87% | -39.74% |
| 6M | -19.31% | -22.19% |
| YTD | -17.75% | -38.16% |
| 1Y | -18.24% | -42.65% |
| 3Y (ann.) | 21.86% | 4.93% |
| 5Y (ann.) | 21.86% | 4.93% |
| Metric | 11990363:ethusd:triple_med_gx:lsma65_140 | 11990363:ETHUSD |
|---|---|---|
| Max Drawdown | -33.11% | -55.09% |
| Longest DD Days | 198.0 | 379.0 |
| Avg. Drawdown | -5.29% | -10.85% |
| Avg. Drawdown Days | 22.0 | 42.0 |
| Recovery Factor | 2.26 | 0.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-03-26 | -33.11 | 138 |
| 2022-06-16 | 2022-08-08 | -23.64 | 53 |
| 2024-08-04 | 2024-11-06 | -21.37 | 93 |
| 2022-08-25 | 2023-03-11 | -20.44 | 198 |
| 2024-01-30 | 2024-04-22 | -17.59 | 82 |
| 2024-04-24 | 2024-07-14 | -9.36 | 81 |
| 2022-06-14 | 2022-06-15 | -9.25 | 1 |
| 2023-07-14 | 2023-10-21 | -8.77 | 99 |
| 2023-06-13 | 2023-06-17 | -6.44 | 3 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| Metric | 11990363:ethusd:triple_med_gx:lsma65_140 | 11990363:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.91% | 25.43% |
| Worst Week | -13.9% | -34.61% |
| Best Month | 22.06% | 56.93% |
| Worst Month | -17.38% | -44.86% |
| Best Year | 100.64% | 91.16% |
| Worst Year | -17.75% | -38.16% |
| Avg. Up Day | 1.2% | 1.2% |
| Avg. Down Day | -1.08% | -1.1% |
| Avg. Up Week | 5.25% | 7.0% |
| Avg. Down Week | -4.46% | -7.97% |
| Avg. Up Month | 7.03% | 16.05% |
| Avg. Down Month | -7.74% | -13.89% |
| Win Days % | 49.7% | 50.08% |
| Win Month % | 68.75% | 51.43% |
| Win Week % | 57.33% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |