| Metric | 11992438:ethusd:triple_med_gx:lsma180_140 | 11992438:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 107.2% | 40.37% |
| Max Drawdown | -16.76% | -55.09% |
| Sharpe | 0.62 | 0.26 |
| Sortino | 1.08 | 0.37 |
| Payoff Ratio | 1.36 | 1.28 |
| Profit Factor | 1.43 | 1.04 |
| Common Sense Ratio | 1.09 | 1.06 |
| CPC Index | 0.98 | 0.67 |
| Tail Ratio | 0.76 | 1.01 |
| Outlier Win Ratio | 50.51 | 3.1 |
| Outlier Loss Ratio | 3.65 | 3.04 |
| Volatility (ann.) | 11.55% | 32.94% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.78 | 0.23 |
| Skew | 6.16 | 0.26 |
| Kurtosis | 218.34 | 9.65 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.17% | 1.0% |
| Expected Yearly % | 19.98% | 8.85% |
| Kelly Criterion | 13.32% | 11.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.81% |
| Expected Shortfall (cVaR) | -0.97% | -2.81% |
| Year | 11992438:ETHUSD | 11992438:ethusd:triple_med_gx:lsma180_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 21.76 | -1.17 | + |
| 2023 | 91.16 | 22.37 | 0.25 | - |
| 2024 | 45.75 | 50.68 | 1.11 | + |
| 2025 | -38.16 | -7.71 | 0.20 | + |
| Metric | 11992438:ethusd:triple_med_gx:lsma180_140 | 11992438:ETHUSD |
|---|---|---|
| MTD | -10.0% | -7.9% |
| 3M | -7.71% | -39.74% |
| 6M | 7.47% | -22.19% |
| YTD | -7.71% | -38.16% |
| 1Y | 40.47% | -42.65% |
| 3Y (ann.) | 29.88% | 12.94% |
| 5Y (ann.) | 29.88% | 12.94% |
| Metric | 11992438:ethusd:triple_med_gx:lsma180_140 | 11992438:ETHUSD |
|---|---|---|
| Max Drawdown | -16.76% | -55.09% |
| Longest DD Days | 192.0 | 379.0 |
| Avg. Drawdown | -3.54% | -9.07% |
| Avg. Drawdown Days | 35.0 | 31.0 |
| Recovery Factor | 6.4 | 0.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -16.76 | 65 |
| 2022-09-21 | 2022-10-17 | -10.54 | 25 |
| 2023-12-22 | 2024-05-20 | -7.98 | 149 |
| 2024-07-17 | 2024-11-06 | -6.84 | 111 |
| 2023-06-09 | 2023-12-19 | -6.15 | 192 |
| 2024-11-07 | 2025-01-19 | -5.34 | 73 |
| 2023-03-18 | 2023-05-28 | -4.81 | 71 |
| 2022-10-18 | 2023-01-13 | -4.68 | 87 |
| 2023-12-19 | 2023-12-21 | -4.62 | 2 |
| 2022-07-14 | 2022-07-14 | -3.06 | 0 |
| Metric | 11992438:ethusd:triple_med_gx:lsma180_140 | 11992438:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 22.82% | 25.43% |
| Worst Week | -9.29% | -26.0% |
| Best Month | 22.89% | 56.93% |
| Worst Month | -10.0% | -32.24% |
| Best Year | 50.68% | 91.16% |
| Worst Year | -7.71% | -38.16% |
| Avg. Up Day | 1.29% | 1.3% |
| Avg. Down Day | -0.95% | -1.02% |
| Avg. Up Week | 5.38% | 9.82% |
| Avg. Down Week | -2.21% | -5.2% |
| Avg. Up Month | 8.03% | 23.83% |
| Avg. Down Month | -2.84% | -8.4% |
| Win Days % | 50.0% | 50.15% |
| Win Month % | 60.87% | 50.0% |
| Win Week % | 58.54% | 52.35% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 75.0% | 50.0% |