| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 49.24% | -8.62% |
| Max Drawdown | -30.52% | -64.23% |
| Sharpe | 0.29 | 0.14 |
| Sortino | 0.44 | 0.21 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.1 | 1.02 |
| Common Sense Ratio | 1.26 | 1.01 |
| CPC Index | 0.59 | 0.55 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 23.97 | 3.38 |
| Outlier Loss Ratio | 4.02 | 3.73 |
| Volatility (ann.) | 16.51% | 33.37% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.48 | -0.05 |
| Skew | 1.39 | 0.26 |
| Kurtosis | 45.2 | 9.43 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.12% | -0.25% |
| Expected Yearly % | 10.53% | -2.23% |
| Kelly Criterion | 2.73% | 3.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.86% |
| Expected Shortfall (cVaR) | -1.41% | -2.86% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -25.59 | 0.64 | + |
| 2023 | 91.16 | 38.85 | 0.43 | - |
| 2024 | 45.75 | 59.91 | 1.31 | + |
| 2025 | -45.17 | -9.68 | 0.21 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | 0.22% |
| 3M | -6.39% | -42.61% |
| 6M | 1.89% | -28.83% |
| YTD | -9.68% | -45.17% |
| 1Y | 35.96% | -44.03% |
| 3Y (ann.) | 14.72% | -3.05% |
| 5Y (ann.) | 14.72% | -3.05% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -30.52% | -64.23% |
| Longest DD Days | 496.0 | 413.0 |
| Avg. Drawdown | -5.07% | -11.23% |
| Avg. Drawdown Days | 29.0 | 43.0 |
| Recovery Factor | 1.61 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-18 | 2023-12-27 | -30.52 | 496 |
| 2024-12-18 | 2025-04-29 | -25.86 | 132 |
| 2022-06-16 | 2022-08-13 | -23.64 | 58 |
| 2024-01-30 | 2024-04-22 | -16.84 | 82 |
| 2024-09-14 | 2024-10-14 | -8.48 | 30 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-04-28 | 2024-07-14 | -6.78 | 77 |
| 2024-04-22 | 2024-04-28 | -6.37 | 6 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 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 | 59.91% | 91.16% |
| Worst Year | -25.59% | -45.17% |
| Avg. Up Day | 1.15% | 1.2% |
| Avg. Down Day | -1.07% | -1.11% |
| Avg. Up Week | 4.59% | 8.01% |
| Avg. Down Week | -4.3% | -7.11% |
| Avg. Up Month | 6.29% | 14.87% |
| Avg. Down Month | -6.5% | -13.71% |
| Win Days % | 49.52% | 49.98% |
| Win Month % | 62.5% | 50.0% |
| Win Week % | 54.05% | 51.28% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |