| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 147.88% | 97.51% |
| Max Drawdown | -23.11% | -52.21% |
| Sharpe | 1.29 | 0.84 |
| Sortino | 2.16 | 1.28 |
| Payoff Ratio | 1.38 | 1.35 |
| Profit Factor | 1.38 | 1.14 |
| Common Sense Ratio | 2.08 | 1.22 |
| CPC Index | 0.92 | 0.77 |
| Tail Ratio | 1.51 | 1.07 |
| Outlier Win Ratio | 13.34 | 3.73 |
| Outlier Loss Ratio | 4.49 | 3.61 |
| Volatility (ann.) | 41.71% | 65.27% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.48 | 0.77 |
| Skew | 1.27 | 0.32 |
| Kurtosis | 13.72 | 3.06 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.7% | 2.76% |
| Expected Yearly % | 35.34% | 25.47% |
| Kelly Criterion | 11.1% | 13.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.44% | -5.47% |
| Expected Shortfall (cVaR) | -3.44% | -5.47% |
| Year | 11990860:ETHUSD | 11990860:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | -1.04 | 0.03 | + |
| 2023 | 91.13 | 94.04 | 1.03 | + |
| 2024 | 64.31 | 29.09 | 0.45 | - |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| MTD | 20.76% | 18.23% |
| 3M | 23.3% | 15.1% |
| 6M | 57.36% | 82.29% |
| YTD | 29.09% | 64.31% |
| 1Y | 89.33% | 100.84% |
| 3Y (ann.) | 57.25% | 40.41% |
| 5Y (ann.) | 57.25% | 40.41% |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Max Drawdown | -23.11% | -52.21% |
| Longest DD Days | 121.0 | 243.0 |
| Avg. Drawdown | -5.66% | -12.81% |
| Avg. Drawdown Days | 26.0 | 44.0 |
| Recovery Factor | 6.4 | 1.87 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2022-06-26 | -23.11 | 12 |
| 2022-06-27 | 2022-10-26 | -18.79 | 121 |
| 2022-11-14 | 2023-03-13 | -13.04 | 119 |
| 2023-05-07 | 2023-06-22 | -12.95 | 46 |
| 2023-12-29 | 2024-03-22 | -11.69 | 84 |
| 2023-06-26 | 2023-10-24 | -10.10 | 120 |
| 2024-03-27 | 2024-04-25 | -9.82 | 29 |
| 2024-03-23 | 2024-03-26 | -5.97 | 3 |
| 2023-04-29 | 2023-05-06 | -4.53 | 7 |
| 2024-05-07 | 2024-05-18 | -3.71 | 11 |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Best Day | 16.33% | 16.54% |
| Worst Day | -12.21% | -14.26% |
| Best Week | 23.57% | 31.75% |
| Worst Week | -10.41% | -38.51% |
| Best Month | 23.11% | 55.48% |
| Worst Month | -8.12% | -44.95% |
| Best Year | 94.04% | 91.13% |
| Worst Year | -1.04% | -37.11% |
| Avg. Up Day | 2.63% | 2.73% |
| Avg. Down Day | -1.9% | -2.03% |
| Avg. Up Week | 6.39% | 7.94% |
| Avg. Down Week | -2.39% | -5.67% |
| Avg. Up Month | 10.6% | 14.62% |
| Avg. Down Month | -3.97% | -11.66% |
| Win Days % | 48.42% | 50.14% |
| Win Month % | 60.87% | 60.0% |
| Win Week % | 46.67% | 44.86% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 66.67% | 66.67% |