| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 60.45% | -8.62% |
| Max Drawdown | -30.43% | -64.23% |
| Sharpe | 0.32 | 0.14 |
| Sortino | 0.49 | 0.21 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.11 | 1.02 |
| Common Sense Ratio | 1.2 | 1.01 |
| CPC Index | 0.59 | 0.55 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 22.26 | 3.47 |
| Outlier Loss Ratio | 4.12 | 3.81 |
| Volatility (ann.) | 17.07% | 33.37% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.58 | -0.05 |
| Skew | 1.37 | 0.26 |
| Kurtosis | 40.29 | 9.43 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.32% | -0.25% |
| Expected Yearly % | 12.55% | -2.23% |
| Kelly Criterion | 3.17% | 3.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.86% |
| Expected Shortfall (cVaR) | -1.45% | -2.86% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -17.23 | 0.43 | + |
| 2023 | 91.16 | 48.93 | 0.54 | - |
| 2024 | 45.75 | 44.11 | 0.96 | - |
| 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 | 3.0% | -28.83% |
| YTD | -9.68% | -45.17% |
| 1Y | 23.57% | -44.03% |
| 3Y (ann.) | 17.61% | -3.05% |
| 5Y (ann.) | 17.61% | -3.05% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -30.43% | -64.23% |
| Longest DD Days | 461.0 | 413.0 |
| Avg. Drawdown | -5.99% | -11.23% |
| Avg. Drawdown Days | 32.0 | 43.0 |
| Recovery Factor | 1.99 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-18 | 2023-11-22 | -30.43 | 461 |
| 2024-12-18 | 2025-04-29 | -25.05 | 132 |
| 2022-06-16 | 2022-08-10 | -23.64 | 55 |
| 2024-01-30 | 2024-04-22 | -17.32 | 82 |
| 2024-09-14 | 2024-10-14 | -9.47 | 30 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-13 | -6.96 | 30 |
| 2024-04-28 | 2024-07-15 | -6.87 | 77 |
| 2024-04-22 | 2024-04-28 | -6.37 | 6 |
| 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 | -14.29% | -44.86% |
| Best Year | 48.93% | 91.16% |
| Worst Year | -17.23% | -45.17% |
| Avg. Up Day | 1.13% | 1.18% |
| Avg. Down Day | -1.06% | -1.1% |
| Avg. Up Week | 4.62% | 7.94% |
| Avg. Down Week | -4.02% | -6.66% |
| Avg. Up Month | 6.94% | 14.87% |
| Avg. Down Month | -6.71% | -9.95% |
| Win Days % | 50.04% | 49.98% |
| Win Month % | 65.62% | 50.0% |
| Win Week % | 55.0% | 51.28% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |