| Metric | 11997453:ethusd:triple_med_gx:lsma70_145 | 11997453:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 24.08% | 17.71% |
| Max Drawdown | -33.11% | -55.09% |
| Sharpe | 0.2 | 0.21 |
| Sortino | 0.28 | 0.3 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.08 | 1.03 |
| Common Sense Ratio | 1.48 | 1.03 |
| CPC Index | 0.57 | 0.54 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 30.44 | 3.44 |
| Outlier Loss Ratio | 3.5 | 3.71 |
| Volatility (ann.) | 16.52% | 33.05% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.24 | 0.11 |
| Skew | -0.22 | 0.23 |
| Kurtosis | 65.0 | 9.5 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.64% | 0.48% |
| Expected Yearly % | 5.54% | 4.16% |
| Kelly Criterion | 1.65% | 2.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.83% |
| Expected Shortfall (cVaR) | -1.41% | -2.83% |
| Year | 11997453:ETHUSD | 11997453:ethusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.69 | 19.08 | -0.60 | + |
| 2023 | 91.16 | 36.29 | 0.40 | - |
| 2024 | 45.75 | -7.62 | -0.17 | - |
| 2025 | -38.16 | -17.24 | 0.45 | + |
| Metric | 11997453:ethusd:triple_med_gx:lsma70_145 | 11997453:ETHUSD |
|---|---|---|
| MTD | -16.83% | -7.9% |
| 3M | -17.24% | -39.74% |
| 6M | -16.32% | -22.19% |
| YTD | -17.24% | -38.16% |
| 1Y | -21.1% | -42.65% |
| 3Y (ann.) | 7.98% | 5.97% |
| 5Y (ann.) | 7.98% | 5.97% |
| Metric | 11997453:ethusd:triple_med_gx:lsma70_145 | 11997453:ETHUSD |
|---|---|---|
| Max Drawdown | -33.11% | -55.09% |
| Longest DD Days | 157.0 | 379.0 |
| Avg. Drawdown | -7.44% | -9.31% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 0.73 | 0.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-03-26 | -33.11 | 118 |
| 2024-07-31 | 2024-11-27 | -29.24 | 118 |
| 2022-06-16 | 2022-08-13 | -16.20 | 58 |
| 2022-08-13 | 2022-11-10 | -12.03 | 88 |
| 2024-06-06 | 2024-07-15 | -11.76 | 39 |
| 2023-07-14 | 2023-12-19 | -10.25 | 157 |
| 2023-04-26 | 2023-07-13 | -9.07 | 77 |
| 2022-11-11 | 2022-12-26 | -9.03 | 45 |
| 2022-06-14 | 2022-06-15 | -8.30 | 1 |
| 2023-12-22 | 2024-04-22 | -7.60 | 121 |
| Metric | 11997453:ethusd:triple_med_gx:lsma70_145 | 11997453:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 16.64% | 25.43% |
| Worst Week | -13.9% | -34.61% |
| Best Month | 20.99% | 56.93% |
| Worst Month | -19.47% | -38.85% |
| Best Year | 36.29% | 91.16% |
| Worst Year | -17.24% | -38.16% |
| Avg. Up Day | 1.3% | 1.3% |
| Avg. Down Day | -1.21% | -1.26% |
| Avg. Up Week | 4.75% | 6.58% |
| Avg. Down Week | -4.41% | -8.65% |
| Avg. Up Month | 7.71% | 14.02% |
| Avg. Down Month | -10.16% | -12.53% |
| Win Days % | 49.12% | 50.09% |
| Win Month % | 62.07% | 50.0% |
| Win Week % | 54.39% | 52.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |