| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 124.85% | -8.62% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.47 | 0.14 |
| Sortino | 0.71 | 0.21 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.15 | 1.02 |
| Common Sense Ratio | 1.39 | 1.01 |
| CPC Index | 0.62 | 0.55 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 18.57 | 3.6 |
| Outlier Loss Ratio | 4.22 | 3.87 |
| Volatility (ann.) | 18.33% | 33.37% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.36 | -0.05 |
| Skew | 1.17 | 0.26 |
| Kurtosis | 31.72 | 9.43 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.28% | -0.25% |
| Expected Yearly % | 22.45% | -2.23% |
| Kelly Criterion | 5.07% | 3.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.86% |
| Expected Shortfall (cVaR) | -1.55% | -2.86% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -0.72 | 0.02 | + |
| 2023 | 91.16 | 70.43 | 0.77 | - |
| 2024 | 45.75 | 35.11 | 0.77 | - |
| 2025 | -45.17 | -1.65 | 0.04 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | 0.22% |
| 3M | -6.39% | -42.61% |
| 6M | 10.65% | -28.83% |
| YTD | -1.65% | -45.17% |
| 1Y | 33.28% | -44.03% |
| 3Y (ann.) | 32.04% | -3.05% |
| 5Y (ann.) | 32.04% | -3.05% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 206.0 | 413.0 |
| Avg. Drawdown | -5.6% | -11.23% |
| Avg. Drawdown Days | 23.0 | 43.0 |
| Recovery Factor | 5.28 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-18 | 2023-03-12 | -23.54 | 206 |
| 2025-01-24 | 2025-04-29 | -20.40 | 95 |
| 2024-12-18 | 2025-01-24 | -17.64 | 36 |
| 2024-04-01 | 2024-08-06 | -14.44 | 127 |
| 2024-03-18 | 2024-03-25 | -14.39 | 7 |
| 2023-05-06 | 2023-06-21 | -11.71 | 46 |
| 2023-06-23 | 2023-10-23 | -10.18 | 121 |
| 2024-09-14 | 2024-10-14 | -9.47 | 30 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 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 | 70.43% | 91.16% |
| Worst Year | -1.65% | -45.17% |
| Avg. Up Day | 1.11% | 1.15% |
| Avg. Down Day | -1.04% | -1.08% |
| Avg. Up Week | 4.68% | 7.49% |
| Avg. Down Week | -3.91% | -6.59% |
| Avg. Up Month | 6.79% | 14.77% |
| Avg. Down Month | -5.63% | -14.78% |
| Win Days % | 50.98% | 49.98% |
| Win Month % | 67.65% | 50.0% |
| Win Week % | 58.24% | 51.28% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |