| Metric | 11990678:ethusd:triple_med_gx:lsma75_140 | 11990678:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 170.11% | 14.57% |
| Max Drawdown | -23.64% | -55.09% |
| Sharpe | 0.56 | 0.2 |
| Sortino | 0.87 | 0.29 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.47 | 1.03 |
| CPC Index | 0.68 | 0.55 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 18.36 | 3.61 |
| Outlier Loss Ratio | 4.19 | 3.87 |
| Volatility (ann.) | 18.61% | 33.09% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.78 | 0.09 |
| Skew | 1.14 | 0.23 |
| Kurtosis | 30.8 | 9.43 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.88% | 0.39% |
| Expected Yearly % | 28.2% | 3.46% |
| Kelly Criterion | 6.76% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.83% |
| Expected Shortfall (cVaR) | -1.57% | -2.83% |
| Year | 11990678:ETHUSD | 11990678:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 4.81 | -0.14 | + |
| 2023 | 91.16 | 65.89 | 0.72 | - |
| 2024 | 45.75 | 47.37 | 1.04 | + |
| 2025 | -38.16 | 5.41 | -0.14 | + |
| Metric | 11990678:ethusd:triple_med_gx:lsma75_140 | 11990678:ETHUSD |
|---|---|---|
| MTD | -10.24% | -7.9% |
| 3M | 2.71% | -39.74% |
| 6M | 18.65% | -22.19% |
| YTD | 5.41% | -38.16% |
| 1Y | 52.83% | -42.65% |
| 3Y (ann.) | 42.16% | 4.93% |
| 5Y (ann.) | 42.16% | 4.93% |
| Metric | 11990678:ethusd:triple_med_gx:lsma75_140 | 11990678:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -55.09% |
| Longest DD Days | 199.0 | 379.0 |
| Avg. Drawdown | -5.37% | -10.85% |
| Avg. Drawdown Days | 20.0 | 42.0 |
| Recovery Factor | 7.19 | 0.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-03-12 | -20.38 | 199 |
| 2024-12-18 | 2025-02-03 | -20.15 | 47 |
| 2025-02-04 | 2025-03-26 | -17.75 | 50 |
| 2024-01-30 | 2024-04-23 | -16.84 | 83 |
| 2024-08-14 | 2024-10-14 | -12.40 | 61 |
| 2023-06-22 | 2023-11-20 | -12.30 | 151 |
| 2023-05-06 | 2023-06-21 | -12.17 | 46 |
| 2024-06-10 | 2024-07-15 | -11.09 | 35 |
| 2022-06-14 | 2022-06-15 | -9.25 | 1 |
| Metric | 11990678:ethusd:triple_med_gx:lsma75_140 | 11990678:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.57% | 25.43% |
| Worst Week | -10.7% | -34.61% |
| Best Month | 18.33% | 56.93% |
| Worst Month | -11.75% | -44.86% |
| Best Year | 65.89% | 91.16% |
| Worst Year | 4.81% | -38.16% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -1.03% | -1.1% |
| Avg. Up Week | 5.41% | 7.47% |
| Avg. Down Week | -3.58% | -7.06% |
| Avg. Up Month | 6.38% | 16.85% |
| Avg. Down Month | -6.15% | -14.04% |
| Win Days % | 50.39% | 50.08% |
| Win Month % | 69.7% | 51.43% |
| Win Week % | 55.42% | 51.66% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |