| Metric | 11992208:ethusd:triple_med_gx:lsma90_140 | 11992208:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 78.18% | 15.22% |
| Max Drawdown | -21.37% | -55.09% |
| Sharpe | 0.46 | 0.2 |
| Sortino | 0.67 | 0.29 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.26 | 1.03 |
| Common Sense Ratio | 1.53 | 1.04 |
| CPC Index | 0.72 | 0.55 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 42.98 | 3.29 |
| Outlier Loss Ratio | 2.97 | 3.2 |
| Volatility (ann.) | 13.3% | 33.06% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.07 | 0.09 |
| Skew | -0.57 | 0.24 |
| Kurtosis | 102.69 | 9.54 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.71% | 0.42% |
| Expected Yearly % | 15.53% | 3.61% |
| Kelly Criterion | 8.89% | 2.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.83% |
| Expected Shortfall (cVaR) | -1.13% | -2.83% |
| Year | 11992208:ETHUSD | 11992208:ethusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.13 | 18.20 | -0.55 | + |
| 2023 | 91.16 | 30.25 | 0.33 | - |
| 2024 | 45.75 | 31.72 | 0.69 | - |
| 2025 | -38.16 | -12.14 | 0.32 | + |
| Metric | 11992208:ethusd:triple_med_gx:lsma90_140 | 11992208:ETHUSD |
|---|---|---|
| MTD | -12.14% | -7.9% |
| 3M | -12.14% | -39.74% |
| 6M | 13.21% | -22.19% |
| YTD | -12.14% | -38.16% |
| 1Y | 20.58% | -42.65% |
| 3Y (ann.) | 22.96% | 5.2% |
| 5Y (ann.) | 22.96% | 5.2% |
| Metric | 11992208:ethusd:triple_med_gx:lsma90_140 | 11992208:ETHUSD |
|---|---|---|
| Max Drawdown | -21.37% | -55.09% |
| Longest DD Days | 250.0 | 379.0 |
| Avg. Drawdown | -5.26% | -9.89% |
| Avg. Drawdown Days | 36.0 | 38.0 |
| Recovery Factor | 3.66 | 0.28 |
| Ulcer Index | inf | 1.21 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-04 | 2024-11-06 | -21.37 | 93 |
| 2025-03-06 | 2025-03-26 | -21.06 | 19 |
| 2022-06-17 | 2022-06-19 | -13.60 | 2 |
| 2022-09-27 | 2023-02-02 | -11.91 | 127 |
| 2024-05-16 | 2024-07-15 | -9.20 | 60 |
| 2023-12-22 | 2024-04-27 | -8.58 | 126 |
| 2023-04-14 | 2023-12-20 | -8.29 | 250 |
| 2022-08-13 | 2022-09-27 | -6.53 | 44 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-06-20 | 2022-08-08 | -4.83 | 48 |
| Metric | 11992208:ethusd:triple_med_gx:lsma90_140 | 11992208:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 18.68% | 25.43% |
| Worst Week | -11.41% | -34.61% |
| Best Month | 18.68% | 56.93% |
| Worst Month | -12.14% | -40.14% |
| Best Year | 31.72% | 91.16% |
| Worst Year | -12.14% | -38.16% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.23% | -1.27% |
| Avg. Up Week | 5.54% | 8.21% |
| Avg. Down Week | -4.07% | -9.54% |
| Avg. Up Month | 5.92% | 14.02% |
| Avg. Down Month | -5.86% | -12.1% |
| Win Days % | 52.44% | 50.1% |
| Win Month % | 64.0% | 50.0% |
| Win Week % | 61.54% | 52.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |