| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 28.32% | -8.62% |
| Max Drawdown | -28.88% | -64.23% |
| Sharpe | 0.22 | 0.14 |
| Sortino | 0.33 | 0.21 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.1 | 1.02 |
| Common Sense Ratio | 1.63 | 1.01 |
| CPC Index | 0.57 | 0.54 |
| Tail Ratio | 1.48 | 0.99 |
| Outlier Win Ratio | 35.43 | 3.27 |
| Outlier Loss Ratio | 3.69 | 3.57 |
| Volatility (ann.) | 14.41% | 33.37% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.31 | -0.05 |
| Skew | 1.69 | 0.26 |
| Kurtosis | 70.87 | 9.43 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.7% | -0.25% |
| Expected Yearly % | 6.43% | -2.23% |
| Kelly Criterion | 1.48% | 2.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.86% |
| Expected Shortfall (cVaR) | -1.23% | -2.86% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -12.43 | 0.31 | + |
| 2023 | 91.16 | 27.29 | 0.30 | - |
| 2024 | 45.75 | 35.95 | 0.79 | - |
| 2025 | -45.17 | -15.33 | 0.34 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.27% | 0.22% |
| 3M | -12.24% | -42.61% |
| 6M | -4.85% | -28.83% |
| YTD | -15.33% | -45.17% |
| 1Y | 16.0% | -44.03% |
| 3Y (ann.) | 8.93% | -3.05% |
| 5Y (ann.) | 8.93% | -3.05% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -28.88% | -64.23% |
| Longest DD Days | 271.0 | 413.0 |
| Avg. Drawdown | -5.7% | -11.23% |
| Avg. Drawdown Days | 43.0 | 43.0 |
| Recovery Factor | 0.98 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-04-29 | -28.88 | 132 |
| 2022-06-16 | 2023-03-14 | -23.64 | 271 |
| 2024-01-30 | 2024-08-05 | -14.53 | 188 |
| 2023-06-17 | 2023-11-24 | -8.91 | 160 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-06-13 | 2023-06-17 | -6.44 | 3 |
| 2024-09-11 | 2024-11-06 | -5.49 | 56 |
| 2023-03-14 | 2023-04-26 | -4.74 | 42 |
| 2023-04-26 | 2023-05-26 | -4.19 | 29 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 11.31% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 25.43% |
| Worst Week | -15.39% | -34.61% |
| Best Month | 26.21% | 56.93% |
| Worst Month | -15.39% | -44.86% |
| Best Year | 35.95% | 91.16% |
| Worst Year | -15.33% | -45.17% |
| Avg. Up Day | 1.19% | 1.27% |
| Avg. Down Day | -1.14% | -1.21% |
| Avg. Up Week | 3.8% | 7.89% |
| Avg. Down Week | -4.15% | -7.75% |
| Avg. Up Month | 6.29% | 12.08% |
| Avg. Down Month | -7.05% | -14.37% |
| Win Days % | 49.64% | 49.98% |
| Win Month % | 67.74% | 50.0% |
| Win Week % | 57.14% | 51.28% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |