| Metric | 11997455:ethusd:triple_med_gx:lsma75_145 | 11997455:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 31.29% | 17.71% |
| Max Drawdown | -29.79% | -55.09% |
| Sharpe | 0.23 | 0.21 |
| Sortino | 0.33 | 0.3 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.1 | 1.03 |
| Common Sense Ratio | 1.48 | 1.03 |
| CPC Index | 0.58 | 0.54 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 32.74 | 3.45 |
| Outlier Loss Ratio | 3.45 | 3.61 |
| Volatility (ann.) | 15.65% | 33.05% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.34 | 0.11 |
| Skew | -0.74 | 0.23 |
| Kurtosis | 70.09 | 9.5 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.8% | 0.48% |
| Expected Yearly % | 7.04% | 4.16% |
| Kelly Criterion | 2.28% | 2.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.83% |
| Expected Shortfall (cVaR) | -1.34% | -2.83% |
| Year | 11997455:ETHUSD | 11997455:ethusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.69 | 12.43 | -0.39 | + |
| 2023 | 91.16 | 36.72 | 0.40 | - |
| 2024 | 45.75 | -2.32 | -0.05 | - |
| 2025 | -38.16 | -12.56 | 0.33 | + |
| Metric | 11997455:ethusd:triple_med_gx:lsma75_145 | 11997455:ETHUSD |
|---|---|---|
| MTD | -13.33% | -7.9% |
| 3M | -12.56% | -39.74% |
| 6M | -5.07% | -22.19% |
| YTD | -12.56% | -38.16% |
| 1Y | -12.96% | -42.65% |
| 3Y (ann.) | 10.17% | 5.97% |
| 5Y (ann.) | 10.17% | 5.97% |
| Metric | 11997455:ethusd:triple_med_gx:lsma75_145 | 11997455:ETHUSD |
|---|---|---|
| Max Drawdown | -29.79% | -55.09% |
| Longest DD Days | 161.0 | 379.0 |
| Avg. Drawdown | -6.46% | -9.31% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 1.05 | 0.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-27 | -29.79 | 134 |
| 2024-12-01 | 2025-03-26 | -28.31 | 115 |
| 2022-08-13 | 2022-11-10 | -13.86 | 88 |
| 2022-06-16 | 2022-08-10 | -13.77 | 55 |
| 2024-05-16 | 2024-07-15 | -12.73 | 60 |
| 2023-07-14 | 2023-12-22 | -10.23 | 161 |
| 2022-11-11 | 2022-12-26 | -9.03 | 45 |
| 2023-04-26 | 2023-07-13 | -8.02 | 77 |
| 2022-06-14 | 2022-06-15 | -7.99 | 1 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| Metric | 11997455:ethusd:triple_med_gx:lsma75_145 | 11997455:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 17.87% | 25.43% |
| Worst Week | -13.9% | -34.61% |
| Best Month | 30.68% | 56.93% |
| Worst Month | -18.48% | -38.85% |
| Best Year | 36.72% | 91.16% |
| Worst Year | -12.56% | -38.16% |
| Avg. Up Day | 1.28% | 1.28% |
| Avg. Down Day | -1.19% | -1.23% |
| Avg. Up Week | 4.72% | 6.77% |
| Avg. Down Week | -4.71% | -8.32% |
| Avg. Up Month | 8.4% | 14.02% |
| Avg. Down Month | -10.61% | -14.29% |
| Win Days % | 49.5% | 50.09% |
| Win Month % | 65.52% | 50.0% |
| Win Week % | 57.41% | 52.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |