| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 60.45% | -9.17% |
| Max Drawdown | -30.2% | -63.9% |
| Sharpe | 0.65 | 0.29 |
| Sortino | 0.98 | 0.41 |
| Payoff Ratio | 1.09 | 1.14 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.81 | 1.06 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.5 | 1.01 |
| Outlier Win Ratio | 20.18 | 3.43 |
| Outlier Loss Ratio | 3.96 | 3.43 |
| Volatility (ann.) | 33.97% | 67.52% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.58 | -0.05 |
| Skew | 0.56 | -0.18 |
| Kurtosis | 17.24 | 4.29 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 1.32% | -0.27% |
| Expected Yearly % | 12.55% | -2.37% |
| Kelly Criterion | 7.04% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.86% | -5.76% |
| Expected Shortfall (cVaR) | -2.86% | -5.76% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.66 | -17.59 | 0.44 | + |
| 2023 | 91.13 | 49.58 | 0.54 | - |
| 2024 | 46.48 | 44.11 | 0.95 | - |
| 2025 | -46.24 | -9.68 | 0.21 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | -0.76% |
| 3M | -12.22% | -46.27% |
| 6M | 3.0% | -27.58% |
| YTD | -9.68% | -46.24% |
| 1Y | 21.79% | -45.76% |
| 3Y (ann.) | 17.61% | -3.24% |
| 5Y (ann.) | 17.61% | -3.24% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -30.2% | -63.9% |
| Longest DD Days | 461.0 | 412.0 |
| Avg. Drawdown | -9.5% | -15.01% |
| Avg. Drawdown Days | 64.0 | 65.0 |
| Recovery Factor | 2.0 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-19 | 2023-11-23 | -30.20 | 461 |
| 2024-12-19 | 2025-04-29 | -23.34 | 131 |
| 2022-06-15 | 2022-06-25 | -21.59 | 10 |
| 2024-02-01 | 2024-04-22 | -16.15 | 81 |
| 2024-09-16 | 2024-10-15 | -7.42 | 29 |
| 2024-04-23 | 2024-07-15 | -6.43 | 83 |
| 2024-08-15 | 2024-09-14 | -5.85 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2023-11-26 | 2023-12-01 | -4.12 | 5 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 14.29% | 16.54% |
| Worst Day | -12.21% | -20.65% |
| Best Week | 21.16% | 31.75% |
| Worst Week | -14.25% | -38.51% |
| Best Month | 26.21% | 55.48% |
| Worst Month | -14.29% | -44.95% |
| Best Year | 49.58% | 91.13% |
| Worst Year | -17.59% | -46.24% |
| Avg. Up Day | 2.41% | 2.61% |
| Avg. Down Day | -2.21% | -2.29% |
| Avg. Up Week | 4.4% | 7.75% |
| Avg. Down Week | -3.88% | -5.76% |
| Avg. Up Month | 7.19% | 12.82% |
| Avg. Down Month | -7.54% | -8.76% |
| Win Days % | 51.43% | 50.38% |
| Win Month % | 66.67% | 48.57% |
| Win Week % | 57.5% | 46.79% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 50.0% | 50.0% |