| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 138.39% | 109.43% |
| Max Drawdown | -23.64% | -52.72% |
| Sharpe | 0.64 | 0.45 |
| Sortino | 1.03 | 0.66 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.45 | 1.09 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.22 | 1.02 |
| Outlier Win Ratio | 16.45 | 4.0 |
| Outlier Loss Ratio | 4.4 | 4.07 |
| Volatility (ann.) | 20.08% | 32.3% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.29 | 0.84 |
| Skew | 2.6 | 0.64 |
| Kurtosis | 41.83 | 9.46 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.54% | 3.0% |
| Expected Yearly % | 33.59% | 27.94% |
| Kelly Criterion | 6.9% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -2.74% |
| Expected Shortfall (cVaR) | -1.69% | -2.74% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 3.14 | -0.09 | + |
| 2023 | 91.16 | 83.28 | 0.91 | - |
| 2024 | 64.77 | 26.11 | 0.40 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 19.93% | 25.05% |
| 3M | 17.09% | 12.65% |
| 6M | 49.67% | 83.38% |
| YTD | 26.11% | 64.77% |
| 1Y | 78.15% | 100.9% |
| 3Y (ann.) | 54.13% | 44.5% |
| 5Y (ann.) | 54.13% | 44.5% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -52.72% |
| Longest DD Days | 170.0 | 242.0 |
| Avg. Drawdown | -5.52% | -9.77% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 5.85 | 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 | -23.02 | 121 |
| 2022-10-25 | 2023-02-02 | -14.92 | 99 |
| 2023-05-06 | 2023-10-23 | -14.80 | 170 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-02-09 | 2024-03-25 | -12.21 | 45 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2023-12-28 | 2024-02-09 | -8.01 | 42 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -7.12% | -10.54% |
| Best Week | 17.64% | 25.43% |
| Worst Week | -10.07% | -34.61% |
| Best Month | 19.93% | 56.93% |
| Worst Month | -8.18% | -44.86% |
| Best Year | 83.28% | 91.16% |
| Worst Year | 3.14% | -33.51% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -0.99% | -1.01% |
| Avg. Up Week | 6.22% | 7.88% |
| Avg. Down Week | -3.35% | -6.49% |
| Avg. Up Month | 9.82% | 15.44% |
| Avg. Down Month | -3.96% | -13.82% |
| Win Days % | 51.14% | 50.38% |
| Win Month % | 56.52% | 64.0% |
| Win Week % | 54.41% | 53.27% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 100.0% | 66.67% |