| Metric | 11996394:ethusd:triple_med_gx:lsma60_145 | 11996394:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 134.7% | 26.74% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.49 | 0.22 |
| Sortino | 0.75 | 0.32 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.37 | 1.04 |
| CPC Index | 0.65 | 0.55 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 21.42 | 3.43 |
| Outlier Loss Ratio | 4.05 | 3.69 |
| Volatility (ann.) | 17.15% | 33.45% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.36 | 0.13 |
| Skew | 1.15 | 0.26 |
| Kurtosis | 37.04 | 9.05 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.27% | 0.63% |
| Expected Yearly % | 23.77% | 6.1% |
| Kelly Criterion | 5.51% | 3.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.86% |
| Expected Shortfall (cVaR) | -1.45% | -2.86% |
| Year | 11996394:ETHUSD | 11996394:ethusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -5.84 | 0.15 | + |
| 2023 | 91.16 | 48.31 | 0.53 | - |
| 2024 | 45.75 | 51.32 | 1.12 | + |
| 2025 | -23.95 | 11.06 | -0.46 | + |
| Metric | 11996394:ethusd:triple_med_gx:lsma60_145 | 11996394:ETHUSD |
|---|---|---|
| MTD | 9.0% | 0.13% |
| 3M | 10.44% | 23.14% |
| 6M | 1.85% | -34.95% |
| YTD | 11.06% | -23.95% |
| 1Y | 64.2% | -27.27% |
| 3Y (ann.) | 42.02% | 36.56% |
| 5Y (ann.) | 32.22% | 8.07% |
| Metric | 11996394:ethusd:triple_med_gx:lsma60_145 | 11996394:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 201.0 | 464.0 |
| Avg. Drawdown | -5.06% | -11.23% |
| Avg. Drawdown Days | 25.0 | 45.0 |
| Recovery Factor | 5.7 | 0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-08-12 | -23.64 | 57 |
| 2022-08-25 | 2023-03-14 | -20.03 | 201 |
| 2025-02-04 | 2025-06-19 | -19.47 | 135 |
| 2024-12-19 | 2025-02-03 | -16.30 | 46 |
| 2024-01-30 | 2024-04-22 | -16.25 | 82 |
| 2023-03-14 | 2023-06-21 | -9.28 | 98 |
| 2022-06-14 | 2022-06-15 | -8.30 | 1 |
| 2023-06-22 | 2023-10-16 | -7.84 | 116 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-13 | -6.53 | 31 |
| Metric | 11996394:ethusd:triple_med_gx:lsma60_145 | 11996394:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.78% | 27.26% |
| Worst Week | -12.56% | -34.61% |
| Best Month | 18.78% | 56.93% |
| Worst Month | -11.77% | -44.86% |
| Best Year | 51.32% | 91.16% |
| Worst Year | -5.84% | -40.19% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -1.05% | -1.11% |
| Avg. Up Week | 4.48% | 7.34% |
| Avg. Down Week | -3.39% | -6.7% |
| Avg. Up Month | 5.66% | 15.51% |
| Avg. Down Month | -5.04% | -9.7% |
| Win Days % | 50.25% | 50.15% |
| Win Month % | 78.79% | 50.0% |
| Win Week % | 60.24% | 51.53% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 75.0% | 50.0% |