| Metric | 11997469:ethusd:triple_med_gx:lsma100_145 | 11997469:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 37.74% | 17.71% |
| Max Drawdown | -32.87% | -55.09% |
| Sharpe | 0.27 | 0.21 |
| Sortino | 0.39 | 0.3 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.13 | 1.03 |
| Common Sense Ratio | 1.8 | 1.03 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.59 | 1.0 |
| Outlier Win Ratio | 38.43 | 3.33 |
| Outlier Loss Ratio | 3.39 | 3.51 |
| Volatility (ann.) | 14.23% | 33.05% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.37 | 0.11 |
| Skew | -0.34 | 0.23 |
| Kurtosis | 87.53 | 9.5 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.95% | 0.48% |
| Expected Yearly % | 8.33% | 4.16% |
| Kelly Criterion | 3.16% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.83% |
| Expected Shortfall (cVaR) | -1.21% | -2.83% |
| Year | 11997469:ETHUSD | 11997469:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.69 | 10.91 | -0.34 | + |
| 2023 | 91.16 | 31.33 | 0.34 | - |
| 2024 | 45.75 | 14.51 | 0.32 | - |
| 2025 | -38.16 | -17.41 | 0.46 | + |
| Metric | 11997469:ethusd:triple_med_gx:lsma100_145 | 11997469:ETHUSD |
|---|---|---|
| MTD | -15.31% | -7.9% |
| 3M | -17.41% | -39.74% |
| 6M | -3.35% | -22.19% |
| YTD | -17.41% | -38.16% |
| 1Y | -4.85% | -42.65% |
| 3Y (ann.) | 12.07% | 5.97% |
| 5Y (ann.) | 12.07% | 5.97% |
| Metric | 11997469:ethusd:triple_med_gx:lsma100_145 | 11997469:ETHUSD |
|---|---|---|
| Max Drawdown | -32.87% | -55.09% |
| Longest DD Days | 328.0 | 379.0 |
| Avg. Drawdown | -5.71% | -9.31% |
| Avg. Drawdown Days | 40.0 | 36.0 |
| Recovery Factor | 1.15 | 0.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-26 | -32.87 | 109 |
| 2024-07-16 | 2024-11-06 | -23.21 | 113 |
| 2022-06-16 | 2022-12-23 | -14.94 | 190 |
| 2024-04-24 | 2024-07-15 | -12.36 | 82 |
| 2023-05-29 | 2024-04-21 | -10.10 | 328 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2023-03-18 | 2023-04-10 | -6.83 | 23 |
| 2024-11-10 | 2024-12-04 | -5.19 | 24 |
| 2023-02-04 | 2023-03-13 | -4.24 | 36 |
| 2023-04-26 | 2023-05-28 | -4.19 | 32 |
| Metric | 11997469:ethusd:triple_med_gx:lsma100_145 | 11997469:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 23.44% | 25.43% |
| Worst Week | -13.9% | -34.61% |
| Best Month | 32.2% | 56.93% |
| Worst Month | -15.31% | -38.85% |
| Best Year | 31.33% | 91.16% |
| Worst Year | -17.41% | -38.16% |
| Avg. Up Day | 1.32% | 1.33% |
| Avg. Down Day | -1.19% | -1.21% |
| Avg. Up Week | 5.55% | 7.39% |
| Avg. Down Week | -3.38% | -8.19% |
| Avg. Up Month | 7.86% | 11.28% |
| Avg. Down Month | -6.67% | -13.53% |
| Win Days % | 49.12% | 50.09% |
| Win Month % | 59.26% | 50.0% |
| Win Week % | 47.27% | 52.32% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |