| Metric | 11997449:ethusd:triple_med_gx:lsma85_145 | 11997449:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 55.78% | 17.71% |
| Max Drawdown | -28.56% | -55.09% |
| Sharpe | 0.34 | 0.21 |
| Sortino | 0.5 | 0.3 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | 1.65 | 1.03 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 34.2 | 3.36 |
| Outlier Loss Ratio | 3.52 | 3.55 |
| Volatility (ann.) | 14.68% | 33.05% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.6 | 0.11 |
| Skew | -0.28 | 0.23 |
| Kurtosis | 78.26 | 9.5 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.31% | 0.48% |
| Expected Yearly % | 11.72% | 4.16% |
| Kelly Criterion | 4.05% | 2.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.83% |
| Expected Shortfall (cVaR) | -1.25% | -2.83% |
| Year | 11997449:ETHUSD | 11997449:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.69 | 9.83 | -0.31 | + |
| 2023 | 91.16 | 39.92 | 0.44 | - |
| 2024 | 45.75 | 16.93 | 0.37 | - |
| 2025 | -38.16 | -13.31 | 0.35 | + |
| Metric | 11997449:ethusd:triple_med_gx:lsma85_145 | 11997449:ETHUSD |
|---|---|---|
| MTD | -14.61% | -7.9% |
| 3M | -13.31% | -39.74% |
| 6M | -3.53% | -22.19% |
| YTD | -13.31% | -38.16% |
| 1Y | -0.74% | -42.65% |
| 3Y (ann.) | 17.08% | 5.97% |
| 5Y (ann.) | 17.08% | 5.97% |
| Metric | 11997449:ethusd:triple_med_gx:lsma85_145 | 11997449:ETHUSD |
|---|---|---|
| Max Drawdown | -28.56% | -55.09% |
| Longest DD Days | 193.0 | 379.0 |
| Avg. Drawdown | -4.26% | -9.31% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 1.95 | 0.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -28.56 | 99 |
| 2024-08-02 | 2024-11-07 | -24.34 | 97 |
| 2022-06-16 | 2022-12-26 | -16.14 | 193 |
| 2024-04-24 | 2024-07-15 | -9.51 | 81 |
| 2023-07-14 | 2023-11-20 | -8.54 | 129 |
| 2023-04-26 | 2023-07-13 | -7.99 | 77 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2023-04-05 | 2023-04-11 | -7.17 | 5 |
| 2024-12-01 | 2024-12-04 | -4.28 | 2 |
| 2023-02-04 | 2023-03-13 | -4.08 | 36 |
| Metric | 11997449:ethusd:triple_med_gx:lsma85_145 | 11997449:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 18.66% | 25.43% |
| Worst Week | -13.9% | -34.61% |
| Best Month | 28.75% | 56.93% |
| Worst Month | -14.61% | -38.85% |
| Best Year | 39.92% | 91.16% |
| Worst Year | -13.31% | -38.16% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.17% | -1.19% |
| Avg. Up Week | 5.06% | 7.46% |
| Avg. Down Week | -4.31% | -9.32% |
| Avg. Up Month | 6.86% | 15.26% |
| Avg. Down Month | -6.49% | -13.45% |
| Win Days % | 50.3% | 50.09% |
| Win Month % | 64.29% | 50.0% |
| Win Week % | 56.36% | 52.32% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |