| Metric | 11993897:ethusd:triple_med_gx:lsma50_145 | 11993897:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 28.28% | -9.23% |
| Max Drawdown | -37.87% | -64.23% |
| Sharpe | 0.22 | 0.14 |
| Sortino | 0.32 | 0.2 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.08 | 1.02 |
| Common Sense Ratio | 1.27 | 1.01 |
| CPC Index | 0.57 | 0.53 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 30.37 | 3.33 |
| Outlier Loss Ratio | 4.18 | 3.54 |
| Volatility (ann.) | 13.94% | 33.36% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.24 | -0.05 |
| Skew | -0.34 | 0.26 |
| Kurtosis | 48.09 | 9.43 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.68% | -0.26% |
| Expected Yearly % | 6.42% | -2.39% |
| Kelly Criterion | 0.08% | 1.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.86% |
| Expected Shortfall (cVaR) | -1.19% | -2.86% |
| Year | 11993897:ETHUSD | 11993897:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 0.93 | -0.02 | + |
| 2023 | 91.16 | 56.25 | 0.62 | - |
| 2024 | 45.75 | -6.39 | -0.14 | - |
| 2025 | -45.53 | -13.11 | 0.29 | + |
| Metric | 11993897:ethusd:triple_med_gx:lsma50_145 | 11993897:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -16.25% | -41.03% |
| 6M | -22.44% | -31.24% |
| YTD | -13.11% | -45.53% |
| 1Y | -33.72% | -39.75% |
| 3Y (ann.) | 8.9% | -3.26% |
| 5Y (ann.) | 8.9% | -3.26% |
| Metric | 11993897:ethusd:triple_med_gx:lsma50_145 | 11993897:ETHUSD |
|---|---|---|
| Max Drawdown | -37.87% | -64.23% |
| Longest DD Days | 329.0 | 415.0 |
| Avg. Drawdown | -4.98% | -11.23% |
| Avg. Drawdown Days | 30.0 | 43.0 |
| Recovery Factor | 0.75 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-05-01 | -37.87 | 329 |
| 2022-09-27 | 2023-04-14 | -18.21 | 198 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2022-06-20 | 2022-08-04 | -8.94 | 44 |
| 2023-07-14 | 2023-10-20 | -8.49 | 98 |
| 2023-04-30 | 2023-06-21 | -7.63 | 51 |
| 2022-08-04 | 2022-08-10 | -7.49 | 6 |
| 2023-12-22 | 2023-12-27 | -5.58 | 4 |
| 2023-12-28 | 2024-01-10 | -5.50 | 13 |
| 2023-11-24 | 2023-12-04 | -5.01 | 9 |
| Metric | 11993897:ethusd:triple_med_gx:lsma50_145 | 11993897:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 14.59% | 25.43% |
| Worst Week | -18.14% | -34.61% |
| Best Month | 9.92% | 56.93% |
| Worst Month | -15.5% | -44.86% |
| Best Year | 56.25% | 91.16% |
| Worst Year | -13.11% | -45.53% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -1.01% | -1.08% |
| Avg. Up Week | 4.02% | 6.88% |
| Avg. Down Week | -4.32% | -6.73% |
| Avg. Up Month | 5.43% | 12.32% |
| Avg. Down Month | -7.29% | -13.26% |
| Win Days % | 47.69% | 50.0% |
| Win Month % | 65.62% | 48.65% |
| Win Week % | 53.01% | 51.28% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 50.0% | 50.0% |