| Metric | 11990887:ethusd:triple_med_gx:lsma205_140 | 11990887:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 82.85% | 70.56% |
| Max Drawdown | -37.88% | -55.09% |
| Sharpe | 0.44 | 0.31 |
| Sortino | 0.69 | 0.45 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 2.06 | 1.06 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.67 | 1.01 |
| Outlier Win Ratio | 36.6 | 3.36 |
| Outlier Loss Ratio | 3.28 | 3.42 |
| Volatility (ann.) | 14.9% | 32.67% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.64 | 0.38 |
| Skew | 3.02 | 0.33 |
| Kurtosis | 117.6 | 9.77 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.79% | 1.58% |
| Expected Yearly % | 16.29% | 14.28% |
| Kelly Criterion | 8.15% | 3.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.78% |
| Expected Shortfall (cVaR) | -1.27% | -2.78% |
| Year | 11990887:ETHUSD | 11990887:ethusd:triple_med_gx:lsma205_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.02 | 10.82 | -10.60 | + |
| 2023 | 91.16 | 23.47 | 0.26 | - |
| 2024 | 45.75 | 94.78 | 2.07 | + |
| 2025 | -38.16 | -31.39 | 0.82 | + |
| Metric | 11990887:ethusd:triple_med_gx:lsma205_140 | 11990887:ETHUSD |
|---|---|---|
| MTD | -11.33% | -7.9% |
| 3M | -31.39% | -39.74% |
| 6M | 0.71% | -22.19% |
| YTD | -31.39% | -38.16% |
| 1Y | 39.88% | -42.65% |
| 3Y (ann.) | 24.24% | 21.17% |
| 5Y (ann.) | 24.24% | 21.17% |
| Metric | 11990887:ethusd:triple_med_gx:lsma205_140 | 11990887:ETHUSD |
|---|---|---|
| Max Drawdown | -37.88% | -55.09% |
| Longest DD Days | 175.0 | 379.0 |
| Avg. Drawdown | -4.73% | -8.09% |
| Avg. Drawdown Days | 27.0 | 26.0 |
| Recovery Factor | 2.19 | 1.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-26 | -37.88 | 109 |
| 2022-06-16 | 2022-10-23 | -23.64 | 129 |
| 2022-11-12 | 2023-04-13 | -10.07 | 151 |
| 2023-05-29 | 2023-11-20 | -8.63 | 175 |
| 2024-09-14 | 2024-10-14 | -8.55 | 30 |
| 2024-06-12 | 2024-08-06 | -8.12 | 54 |
| 2022-06-15 | 2022-06-15 | -7.82 | 0 |
| 2024-03-19 | 2024-05-17 | -6.99 | 59 |
| 2023-11-20 | 2023-11-22 | -6.06 | 2 |
| 2024-05-22 | 2024-06-12 | -4.12 | 21 |
| Metric | 11990887:ethusd:triple_med_gx:lsma205_140 | 11990887:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 20.71% | 25.43% |
| Worst Week | -21.88% | -21.87% |
| Best Month | 32.65% | 56.93% |
| Worst Month | -21.88% | -32.24% |
| Best Year | 94.78% | 91.16% |
| Worst Year | -31.39% | -38.16% |
| Avg. Up Day | 1.3% | 1.31% |
| Avg. Down Day | -1.15% | -1.23% |
| Avg. Up Week | 7.83% | 8.86% |
| Avg. Down Week | -4.72% | -7.81% |
| Avg. Up Month | 11.21% | 12.41% |
| Avg. Down Month | -5.7% | -10.38% |
| Win Days % | 51.3% | 50.17% |
| Win Month % | 53.33% | 50.0% |
| Win Week % | 51.02% | 52.35% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |