| Metric | 11992453:ethusd:triple_med_gx:lsma190_140 | 11992453:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 93.22% | 23.63% |
| Max Drawdown | -30.49% | -64.23% |
| Sharpe | 0.51 | 0.22 |
| Sortino | 0.82 | 0.32 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 2.0 | 1.04 |
| CPC Index | 0.77 | 0.59 |
| Tail Ratio | 1.55 | 1.0 |
| Outlier Win Ratio | 42.25 | 3.18 |
| Outlier Loss Ratio | 3.74 | 3.22 |
| Volatility (ann.) | 12.85% | 33.25% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.84 | 0.12 |
| Skew | 4.13 | 0.29 |
| Kurtosis | 162.4 | 9.59 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.85% | 0.59% |
| Expected Yearly % | 17.9% | 5.45% |
| Kelly Criterion | 8.25% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.84% |
| Expected Shortfall (cVaR) | -1.09% | -2.84% |
| Year | 11992453:ETHUSD | 11992453:ethusd:triple_med_gx:lsma190_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 23.12 | -1.25 | + |
| 2023 | 91.16 | 33.81 | 0.37 | - |
| 2024 | 45.75 | 56.69 | 1.24 | + |
| 2025 | -45.53 | -25.15 | 0.55 | + |
| Metric | 11992453:ethusd:triple_med_gx:lsma190_140 | 11992453:ETHUSD |
|---|---|---|
| MTD | 1.12% | 1.12% |
| 3M | -24.94% | -41.03% |
| 6M | -12.75% | -31.24% |
| YTD | -25.15% | -45.53% |
| 1Y | 10.94% | -39.75% |
| 3Y (ann.) | 25.65% | 7.63% |
| 5Y (ann.) | 25.65% | 7.63% |
| Metric | 11992453:ethusd:triple_med_gx:lsma190_140 | 11992453:ETHUSD |
|---|---|---|
| Max Drawdown | -30.49% | -64.23% |
| Longest DD Days | 205.0 | 415.0 |
| Avg. Drawdown | -3.12% | -9.36% |
| Avg. Drawdown Days | 20.0 | 32.0 |
| Recovery Factor | 3.06 | 0.37 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-01 | -30.49 | 101 |
| 2022-09-21 | 2022-10-25 | -10.54 | 33 |
| 2024-07-17 | 2024-09-27 | -6.43 | 72 |
| 2023-05-30 | 2023-12-22 | -6.24 | 205 |
| 2022-07-08 | 2022-07-14 | -6.06 | 6 |
| 2023-12-22 | 2024-02-25 | -5.58 | 65 |
| 2024-09-27 | 2024-11-06 | -5.50 | 39 |
| 2025-01-19 | 2025-01-19 | -4.82 | 0 |
| 2023-03-18 | 2023-04-04 | -4.56 | 17 |
| 2024-04-24 | 2024-05-20 | -4.36 | 26 |
| Metric | 11992453:ethusd:triple_med_gx:lsma190_140 | 11992453:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 21.04% | 25.43% |
| Worst Week | -13.22% | -26.0% |
| Best Month | 21.27% | 56.93% |
| Worst Month | -24.36% | -32.24% |
| Best Year | 56.69% | 91.16% |
| Worst Year | -25.15% | -45.53% |
| Avg. Up Day | 1.21% | 1.22% |
| Avg. Down Day | -1.02% | -1.08% |
| Avg. Up Week | 4.74% | 8.44% |
| Avg. Down Week | -2.3% | -5.56% |
| Avg. Up Month | 7.51% | 19.22% |
| Avg. Down Month | -4.89% | -8.84% |
| Win Days % | 50.09% | 50.12% |
| Win Month % | 68.0% | 50.0% |
| Win Week % | 57.14% | 51.95% |
| Win Quarter % | 75.0% | 46.15% |
| Win Year % | 75.0% | 50.0% |