| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 73.04% | -8.62% |
| Max Drawdown | -25.91% | -64.23% |
| Sharpe | 0.37 | 0.14 |
| Sortino | 0.57 | 0.21 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.14 | 1.02 |
| Common Sense Ratio | 1.45 | 1.01 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 26.18 | 3.37 |
| Outlier Loss Ratio | 3.97 | 3.65 |
| Volatility (ann.) | 15.98% | 33.37% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.8 | -0.05 |
| Skew | 1.63 | 0.26 |
| Kurtosis | 50.91 | 9.43 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.53% | -0.25% |
| Expected Yearly % | 14.69% | -2.23% |
| Kelly Criterion | 4.11% | 5.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.86% |
| Expected Shortfall (cVaR) | -1.36% | -2.86% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -9.76 | 0.24 | + |
| 2023 | 91.16 | 33.08 | 0.36 | - |
| 2024 | 45.75 | 60.82 | 1.33 | + |
| 2025 | -45.17 | -10.40 | 0.23 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | 0.22% |
| 3M | -7.14% | -42.61% |
| 6M | 1.81% | -28.83% |
| YTD | -10.4% | -45.17% |
| 1Y | 33.62% | -44.03% |
| 3Y (ann.) | 20.7% | -3.05% |
| 5Y (ann.) | 20.7% | -3.05% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -25.91% | -64.23% |
| Longest DD Days | 270.0 | 413.0 |
| Avg. Drawdown | -4.52% | -11.23% |
| Avg. Drawdown Days | 28.0 | 43.0 |
| Recovery Factor | 2.82 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-04-29 | -25.91 | 132 |
| 2022-06-16 | 2023-03-13 | -23.64 | 270 |
| 2024-01-30 | 2024-04-20 | -16.80 | 80 |
| 2023-04-26 | 2023-11-22 | -8.67 | 210 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-04-28 | 2024-07-15 | -6.92 | 77 |
| 2024-04-22 | 2024-04-28 | -6.37 | 6 |
| 2023-12-22 | 2023-12-27 | -5.58 | 4 |
| 2023-11-24 | 2023-12-22 | -5.23 | 27 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 25.43% |
| Worst Week | -13.06% | -34.61% |
| Best Month | 26.21% | 56.93% |
| Worst Month | -13.34% | -44.86% |
| Best Year | 60.82% | 91.16% |
| Worst Year | -10.4% | -45.17% |
| Avg. Up Day | 1.19% | 1.24% |
| Avg. Down Day | -1.07% | -1.12% |
| Avg. Up Week | 4.52% | 8.16% |
| Avg. Down Week | -3.8% | -7.48% |
| Avg. Up Month | 5.42% | 13.58% |
| Avg. Down Month | -4.58% | -13.25% |
| Win Days % | 49.47% | 49.98% |
| Win Month % | 65.62% | 50.0% |
| Win Week % | 56.34% | 51.28% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |