| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 147.88% | 109.43% |
| Max Drawdown | -23.64% | -52.72% |
| Sharpe | 0.65 | 0.45 |
| Sortino | 1.05 | 0.66 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.46 | 1.09 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.22 | 1.02 |
| Outlier Win Ratio | 16.1 | 4.11 |
| Outlier Loss Ratio | 4.55 | 4.19 |
| Volatility (ann.) | 20.55% | 32.3% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.42 | 0.84 |
| Skew | 2.44 | 0.64 |
| Kurtosis | 38.62 | 9.46 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.7% | 3.0% |
| Expected Yearly % | 35.34% | 27.94% |
| Kelly Criterion | 6.88% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -2.74% |
| Expected Shortfall (cVaR) | -1.73% | -2.74% |
| Year | 11990860:ETHUSD | 11990860:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -1.01 | 0.03 | + |
| 2023 | 91.16 | 94.43 | 1.04 | + |
| 2024 | 64.77 | 28.80 | 0.44 | - |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| MTD | 20.76% | 25.05% |
| 3M | 23.3% | 12.65% |
| 6M | 57.49% | 83.38% |
| YTD | 28.8% | 64.77% |
| 1Y | 89.33% | 100.9% |
| 3Y (ann.) | 57.15% | 44.5% |
| 5Y (ann.) | 57.15% | 44.5% |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -52.72% |
| Longest DD Days | 122.0 | 242.0 |
| Avg. Drawdown | -5.7% | -9.77% |
| Avg. Drawdown Days | 22.0 | 29.0 |
| Recovery Factor | 6.25 | 2.08 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-10-25 | -21.46 | 121 |
| 2022-11-12 | 2023-03-12 | -15.23 | 120 |
| 2023-05-06 | 2023-06-23 | -14.62 | 48 |
| 2023-12-28 | 2024-03-25 | -12.11 | 88 |
| 2023-06-23 | 2023-10-23 | -11.16 | 122 |
| 2024-04-01 | 2024-05-17 | -11.00 | 46 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -7.12% | -10.54% |
| Best Week | 17.64% | 25.43% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 22.28% | 56.93% |
| Worst Month | -8.12% | -44.86% |
| Best Year | 94.43% | 91.16% |
| Worst Year | -1.01% | -33.51% |
| Avg. Up Day | 1.13% | 1.13% |
| Avg. Down Day | -0.98% | -1.01% |
| Avg. Up Week | 6.43% | 7.57% |
| Avg. Down Week | -3.1% | -6.29% |
| Avg. Up Month | 10.76% | 15.44% |
| Avg. Down Month | -4.12% | -13.82% |
| Win Days % | 50.3% | 50.38% |
| Win Month % | 56.52% | 64.0% |
| Win Week % | 50.75% | 53.27% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 66.67% | 66.67% |