| Metric | 11996097:ethusd:triple_med_gx:lsma80_145 | 11996097:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 149.07% | 3.07% |
| Max Drawdown | -23.64% | -55.09% |
| Sharpe | 0.52 | 0.17 |
| Sortino | 0.79 | 0.25 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.17 | 1.03 |
| Common Sense Ratio | 1.44 | 1.03 |
| CPC Index | 0.67 | 0.55 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 18.39 | 3.62 |
| Outlier Loss Ratio | 4.19 | 3.87 |
| Volatility (ann.) | 18.96% | 33.05% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.61 | 0.02 |
| Skew | 0.67 | 0.23 |
| Kurtosis | 39.13 | 9.47 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.64% | 0.09% |
| Expected Yearly % | 25.63% | 0.76% |
| Kelly Criterion | 6.45% | 3.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -2.83% |
| Expected Shortfall (cVaR) | -1.61% | -2.83% |
| Year | 11996097:ETHUSD | 11996097:ethusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 10.81 | -0.27 | + |
| 2023 | 91.16 | 63.55 | 0.70 | - |
| 2024 | 45.75 | 32.97 | 0.72 | - |
| 2025 | -38.16 | 3.35 | -0.09 | + |
| Metric | 11996097:ethusd:triple_med_gx:lsma80_145 | 11996097:ETHUSD |
|---|---|---|
| MTD | -9.64% | -7.9% |
| 3M | 0.7% | -39.74% |
| 6M | 14.63% | -22.19% |
| YTD | 3.35% | -38.16% |
| 1Y | 36.28% | -42.65% |
| 3Y (ann.) | 38.18% | 1.08% |
| 5Y (ann.) | 38.18% | 1.08% |
| Metric | 11996097:ethusd:triple_med_gx:lsma80_145 | 11996097:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -55.09% |
| Longest DD Days | 163.0 | 379.0 |
| Avg. Drawdown | -5.33% | -10.85% |
| Avg. Drawdown Days | 20.0 | 42.0 |
| Recovery Factor | 6.3 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-12-01 | 2025-03-26 | -21.04 | 114 |
| 2024-01-30 | 2024-04-24 | -17.50 | 84 |
| 2022-08-25 | 2022-10-25 | -16.59 | 61 |
| 2023-06-22 | 2023-12-02 | -15.90 | 163 |
| 2024-08-04 | 2024-08-12 | -15.27 | 8 |
| 2022-11-12 | 2023-03-11 | -14.72 | 118 |
| 2023-05-06 | 2023-06-21 | -12.00 | 46 |
| 2024-05-18 | 2024-07-15 | -11.11 | 58 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| Metric | 11996097:ethusd:triple_med_gx:lsma80_145 | 11996097:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.91% | 25.43% |
| Worst Week | -10.83% | -34.61% |
| Best Month | 24.64% | 56.93% |
| Worst Month | -15.17% | -44.86% |
| Best Year | 63.55% | 91.16% |
| Worst Year | 3.35% | -40.19% |
| Avg. Up Day | 1.16% | 1.16% |
| Avg. Down Day | -1.03% | -1.08% |
| Avg. Up Week | 5.83% | 7.39% |
| Avg. Down Week | -3.62% | -7.67% |
| Avg. Up Month | 8.51% | 17.45% |
| Avg. Down Month | -7.29% | -11.21% |
| Win Days % | 50.46% | 50.02% |
| Win Month % | 66.67% | 48.57% |
| Win Week % | 53.57% | 51.66% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |