| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 297.73% | 99.91% |
| Max Drawdown | -35.23% | -64.23% |
| Sharpe | 0.64 | 0.32 |
| Sortino | 0.97 | 0.46 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 17.02 | 3.57 |
| Outlier Loss Ratio | 4.25 | 3.82 |
| Volatility (ann.) | 18.6% | 33.36% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.43 | 0.35 |
| Skew | 0.89 | 0.32 |
| Kurtosis | 26.81 | 8.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.34% | 1.66% |
| Expected Yearly % | 41.22% | 18.91% |
| Kelly Criterion | 6.9% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.84% |
| Expected Shortfall (cVaR) | -1.57% | -2.84% |
| Year | 11996245:ETHUSD | 11996245:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 0.20 | -0.00 | + |
| 2023 | 91.16 | 82.40 | 0.90 | - |
| 2024 | 45.75 | 67.92 | 1.48 | + |
| 2025 | 19.96 | 29.60 | 1.48 | + |
| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| MTD | 7.79% | -3.64% |
| 3M | 49.31% | 27.31% |
| 6M | 33.34% | 151.47% |
| YTD | 29.6% | 19.96% |
| 1Y | 56.25% | 51.97% |
| 3Y (ann.) | 55.55% | 45.47% |
| 5Y (ann.) | 50.49% | 22.76% |
| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| Max Drawdown | -35.23% | -64.23% |
| Longest DD Days | 211.0 | 515.0 |
| Avg. Drawdown | -4.67% | -10.85% |
| Avg. Drawdown Days | 19.0 | 41.0 |
| Recovery Factor | 8.45 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-08-13 | -35.23 | 201 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-13 | 2023-03-12 | -22.45 | 211 |
| 2024-12-18 | 2025-01-24 | -20.22 | 36 |
| 2024-02-07 | 2024-07-15 | -15.34 | 159 |
| 2023-06-23 | 2023-10-23 | -8.44 | 121 |
| 2023-05-06 | 2023-06-20 | -8.39 | 45 |
| 2023-03-14 | 2023-04-26 | -8.18 | 42 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -13.38% | -34.61% |
| Best Month | 35.66% | 56.93% |
| Worst Month | -13.73% | -44.86% |
| Best Year | 82.4% | 91.16% |
| Worst Year | 0.2% | -40.19% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -1.03% | -1.04% |
| Avg. Up Week | 5.56% | 7.56% |
| Avg. Down Week | -3.41% | -5.99% |
| Avg. Up Month | 9.33% | 18.41% |
| Avg. Down Month | -5.45% | -11.17% |
| Win Days % | 51.12% | 50.34% |
| Win Month % | 67.5% | 47.62% |
| Win Week % | 54.63% | 52.78% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 75.0% |