| Metric | 11996092:ethusd:triple_med_gx:lsma75_145 | 11996092:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 121.62% | 3.07% |
| Max Drawdown | -23.64% | -55.09% |
| Sharpe | 0.47 | 0.17 |
| Sortino | 0.71 | 0.25 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | 1.39 | 1.03 |
| CPC Index | 0.65 | 0.56 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 19.55 | 3.62 |
| Outlier Loss Ratio | 4.13 | 3.81 |
| Volatility (ann.) | 18.49% | 33.05% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.38 | 0.02 |
| Skew | 0.52 | 0.23 |
| Kurtosis | 40.87 | 9.47 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.3% | 0.09% |
| Expected Yearly % | 22.01% | 0.76% |
| Kelly Criterion | 5.88% | 3.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.83% |
| Expected Shortfall (cVaR) | -1.57% | -2.83% |
| Year | 11996092:ETHUSD | 11996092:ethusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 8.27 | -0.21 | + |
| 2023 | 91.16 | 57.58 | 0.63 | - |
| 2024 | 45.75 | 34.28 | 0.75 | - |
| 2025 | -38.16 | -3.26 | 0.09 | + |
| Metric | 11996092:ethusd:triple_med_gx:lsma75_145 | 11996092:ETHUSD |
|---|---|---|
| MTD | -10.99% | -7.9% |
| 3M | -5.75% | -39.74% |
| 6M | 3.96% | -22.19% |
| YTD | -3.26% | -38.16% |
| 1Y | 26.64% | -42.65% |
| 3Y (ann.) | 32.58% | 1.08% |
| 5Y (ann.) | 32.58% | 1.08% |
| Metric | 11996092:ethusd:triple_med_gx:lsma75_145 | 11996092:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -55.09% |
| Longest DD Days | 199.0 | 379.0 |
| Avg. Drawdown | -5.22% | -10.85% |
| Avg. Drawdown Days | 21.0 | 42.0 |
| Recovery Factor | 5.14 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-11-08 | 2025-03-26 | -22.91 | 137 |
| 2022-08-25 | 2023-03-12 | -20.12 | 199 |
| 2024-01-30 | 2024-04-20 | -16.48 | 80 |
| 2024-08-04 | 2024-08-12 | -15.27 | 8 |
| 2023-06-22 | 2023-12-20 | -13.81 | 181 |
| 2023-05-06 | 2023-06-21 | -11.81 | 46 |
| 2024-06-10 | 2024-07-15 | -11.09 | 35 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-14 | 2024-09-09 | -6.63 | 26 |
| Metric | 11996092:ethusd:triple_med_gx:lsma75_145 | 11996092:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.91% | 25.43% |
| Worst Week | -10.99% | -34.61% |
| Best Month | 24.64% | 56.93% |
| Worst Month | -16.47% | -44.86% |
| Best Year | 57.58% | 91.16% |
| Worst Year | -3.26% | -40.19% |
| Avg. Up Day | 1.16% | 1.16% |
| Avg. Down Day | -1.03% | -1.08% |
| Avg. Up Week | 5.31% | 6.84% |
| Avg. Down Week | -3.58% | -6.98% |
| Avg. Up Month | 7.29% | 15.16% |
| Avg. Down Month | -6.22% | -13.55% |
| Win Days % | 50.12% | 50.02% |
| Win Month % | 63.64% | 48.57% |
| Win Week % | 55.0% | 51.66% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |