| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 88.77% | 88.41% |
| Max Drawdown | -23.64% | -52.72% |
| Sharpe | 0.52 | 0.41 |
| Sortino | 0.81 | 0.6 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 19.64 | 3.93 |
| Outlier Loss Ratio | 4.19 | 3.97 |
| Volatility (ann.) | 18.52% | 32.25% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.58 | 0.71 |
| Skew | 1.71 | 0.64 |
| Kurtosis | 31.56 | 9.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.57% | 2.57% |
| Expected Yearly % | 23.59% | 23.51% |
| Kelly Criterion | 5.88% | 3.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.74% |
| Expected Shortfall (cVaR) | -1.57% | -2.74% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 7.50 | -0.19 | + |
| 2023 | 91.16 | 74.13 | 0.81 | - |
| 2024 | 64.77 | 0.84 | 0.01 | - |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 2.59% | 25.05% |
| 3M | -4.85% | 12.65% |
| 6M | 13.99% | 83.38% |
| YTD | 0.84% | 64.77% |
| 1Y | 39.25% | 100.9% |
| 3Y (ann.) | 37.33% | 37.2% |
| 5Y (ann.) | 37.33% | 37.2% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -52.72% |
| Longest DD Days | 182.0 | 242.0 |
| Avg. Drawdown | -5.33% | -9.77% |
| Avg. Drawdown Days | 24.0 | 29.0 |
| Recovery Factor | 3.75 | 1.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-18 | 2023-02-16 | -23.41 | 182 |
| 2024-01-30 | 2024-05-31 | -14.86 | 121 |
| 2023-05-06 | 2023-06-21 | -12.21 | 46 |
| 2023-06-23 | 2023-10-23 | -10.07 | 121 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2022-06-26 | 2022-08-10 | -6.87 | 45 |
| 2023-03-14 | 2023-04-26 | -6.47 | 42 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| 2023-12-22 | 2023-12-27 | -5.58 | 4 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -7.12% | -10.54% |
| Best Week | 14.86% | 25.43% |
| Worst Week | -11.98% | -34.61% |
| Best Month | 14.86% | 56.93% |
| Worst Month | -7.2% | -44.86% |
| Best Year | 74.13% | 91.16% |
| Worst Year | 0.84% | -40.19% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -1.01% | -1.03% |
| Avg. Up Week | 4.76% | 7.65% |
| Avg. Down Week | -3.82% | -6.87% |
| Avg. Up Month | 7.4% | 16.02% |
| Avg. Down Month | -3.5% | -10.93% |
| Win Days % | 51.14% | 50.29% |
| Win Month % | 60.87% | 60.0% |
| Win Week % | 59.02% | 53.27% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 100.0% | 66.67% |