| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 152.07% | 35.67% |
| Max Drawdown | -21.05% | -60.78% |
| Sharpe | 4.39 | 1.71 |
| Sortino | 10.05 | 3.09 |
| Payoff Ratio | 4.07 | 0.97 |
| Profit Factor | 2.53 | 1.31 |
| Common Sense Ratio | 9.69 | 1.78 |
| CPC Index | 3.34 | 0.63 |
| Tail Ratio | 3.84 | 1.35 |
| Outlier Win Ratio | 4.87 | 3.37 |
| Outlier Loss Ratio | 13.02 | 2.34 |
| Volatility (ann.) | 112.59% | 246.25% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.83 | 0.19 |
| Skew | 1.54 | 1.26 |
| Kurtosis | 5.43 | 4.23 |
| Expected Daily % | 1.19% | 0.39% |
| Expected Monthly % | 2.76% | 0.9% |
| Expected Yearly % | 26.0% | 7.92% |
| Kelly Criterion | 15.87% | -2.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.34% | -20.05% |
| Expected Shortfall (cVaR) | -8.34% | -20.05% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.10 | 9.09 | 2.93 | + |
| 2023 | 90.60 | 71.90 | 0.79 | - |
| 2024 | 68.08 | 62.57 | 0.92 | - |
| 2025 | -58.92 | -17.32 | 0.29 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 4.35% | -16.54% |
| 3M | -11.56% | -56.14% |
| 6M | 12.49% | -34.69% |
| YTD | -17.32% | -58.92% |
| 1Y | 41.81% | -51.25% |
| 3Y (ann.) | 38.42% | 11.32% |
| 5Y (ann.) | 38.42% | 11.32% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -21.05% | -60.78% |
| Longest DD Days | 209.0 | 473.0 |
| Avg. Drawdown | -3.54% | -28.73% |
| Avg. Drawdown Days | 46.0 | 168.0 |
| Recovery Factor | 7.23 | 0.59 |
| Ulcer Index | 0.97 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-04-17 | -21.05 | 119 |
| 2022-08-18 | 2023-03-15 | -12.00 | 209 |
| 2024-03-17 | 2024-08-17 | -10.73 | 152 |
| 2023-07-14 | 2023-10-23 | -7.07 | 101 |
| 2023-04-25 | 2023-05-27 | -0.41 | 31 |
| 2022-08-10 | 2022-08-13 | -0.18 | 3 |
| 2023-11-21 | 2023-12-04 | -0.18 | 12 |
| 2023-06-12 | 2023-06-24 | -0.18 | 11 |
| 2024-09-06 | 2024-09-16 | -0.18 | 9 |
| 2024-12-02 | 2024-12-04 | -0.18 | 1 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 27.16% | 53.49% |
| Worst Day | -13.5% | -31.35% |
| Best Week | 27.16% | 53.49% |
| Worst Week | -13.5% | -31.35% |
| Best Month | 26.93% | 56.79% |
| Worst Month | -13.66% | -30.15% |
| Best Year | 71.9% | 90.6% |
| Worst Year | -17.32% | -58.92% |
| Avg. Up Day | 6.99% | 7.18% |
| Avg. Down Day | -1.72% | -7.4% |
| Avg. Up Week | 7.22% | 7.88% |
| Avg. Down Week | -2.01% | -8.1% |
| Avg. Up Month | 9.32% | 15.06% |
| Avg. Down Month | -5.19% | -12.44% |
| Win Days % | 32.47% | 49.35% |
| Win Month % | 61.76% | 50.0% |
| Win Week % | 36.36% | 50.0% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 75.0% |