| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 32.88% | -8.62% |
| Max Drawdown | -25.29% | -64.23% |
| Sharpe | 0.25 | 0.14 |
| Sortino | 0.36 | 0.21 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.12 | 1.02 |
| Common Sense Ratio | 1.78 | 1.01 |
| CPC Index | 0.58 | 0.53 |
| Tail Ratio | 1.6 | 0.99 |
| Outlier Win Ratio | 38.37 | 3.26 |
| Outlier Loss Ratio | 3.69 | 3.54 |
| Volatility (ann.) | 13.69% | 33.37% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.41 | -0.05 |
| Skew | 1.17 | 0.26 |
| Kurtosis | 71.99 | 9.43 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.79% | -0.25% |
| Expected Yearly % | 7.37% | -2.23% |
| Kelly Criterion | 1.76% | 1.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.86% |
| Expected Shortfall (cVaR) | -1.17% | -2.86% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -19.63 | 0.49 | + |
| 2023 | 91.16 | 28.47 | 0.31 | - |
| 2024 | 45.75 | 40.35 | 0.88 | - |
| 2025 | -45.17 | -8.31 | 0.18 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 6.09% | 0.22% |
| 3M | -4.97% | -42.61% |
| 6M | 2.54% | -28.83% |
| YTD | -8.31% | -45.17% |
| 1Y | 24.65% | -44.03% |
| 3Y (ann.) | 10.24% | -3.05% |
| 5Y (ann.) | 10.24% | -3.05% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -25.29% | -64.23% |
| Longest DD Days | 526.0 | 413.0 |
| Avg. Drawdown | -5.39% | -11.23% |
| Avg. Drawdown Days | 44.0 | 43.0 |
| Recovery Factor | 1.3 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-04-29 | -25.29 | 132 |
| 2022-06-16 | 2023-11-24 | -24.39 | 526 |
| 2024-03-18 | 2024-05-18 | -14.39 | 61 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2024-09-11 | 2024-11-06 | -6.01 | 56 |
| 2024-08-09 | 2024-09-09 | -3.55 | 31 |
| 2023-12-22 | 2024-01-28 | -3.41 | 36 |
| 2024-05-18 | 2024-06-12 | -2.80 | 25 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 25.43% |
| Worst Week | -13.73% | -34.61% |
| Best Month | 26.21% | 56.93% |
| Worst Month | -17.68% | -44.86% |
| Best Year | 40.35% | 91.16% |
| Worst Year | -19.63% | -45.17% |
| Avg. Up Day | 1.18% | 1.27% |
| Avg. Down Day | -1.14% | -1.22% |
| Avg. Up Week | 3.94% | 8.03% |
| Avg. Down Week | -3.97% | -7.75% |
| Avg. Up Month | 6.39% | 12.08% |
| Avg. Down Month | -6.1% | -13.71% |
| Win Days % | 50.08% | 49.98% |
| Win Month % | 61.29% | 50.0% |
| Win Week % | 56.45% | 51.28% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |