| Metric | 11997686:ethusd:triple_med_gx:lsma85_145 | 11997686:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 72.78% | 17.51% |
| Max Drawdown | -23.5% | -55.09% |
| Sharpe | 0.41 | 0.21 |
| Sortino | 0.61 | 0.3 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.21 | 1.03 |
| Common Sense Ratio | 2.47 | 1.04 |
| CPC Index | 0.68 | 0.54 |
| Tail Ratio | 2.04 | 1.0 |
| Outlier Win Ratio | 37.31 | 3.34 |
| Outlier Loss Ratio | 3.25 | 3.39 |
| Volatility (ann.) | 14.25% | 33.03% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.92 | 0.11 |
| Skew | -0.01 | 0.24 |
| Kurtosis | 90.09 | 9.55 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.62% | 0.48% |
| Expected Yearly % | 14.65% | 4.12% |
| Kelly Criterion | 7.02% | 1.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.82% |
| Expected Shortfall (cVaR) | -1.21% | -2.82% |
| Year | 11997686:ETHUSD | 11997686:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 15.45 | -0.49 | + |
| 2023 | 91.16 | 37.46 | 0.41 | - |
| 2024 | 45.75 | 23.45 | 0.51 | - |
| 2025 | -38.16 | -11.81 | 0.31 | + |
| Metric | 11997686:ethusd:triple_med_gx:lsma85_145 | 11997686:ETHUSD |
|---|---|---|
| MTD | -11.81% | -7.9% |
| 3M | -11.81% | -39.74% |
| 6M | 7.32% | -22.19% |
| YTD | -11.81% | -38.16% |
| 1Y | 7.07% | -42.65% |
| 3Y (ann.) | 21.57% | 5.93% |
| 5Y (ann.) | 21.57% | 5.93% |
| Metric | 11997686:ethusd:triple_med_gx:lsma85_145 | 11997686:ETHUSD |
|---|---|---|
| Max Drawdown | -23.5% | -55.09% |
| Longest DD Days | 127.0 | 379.0 |
| Avg. Drawdown | -5.01% | -9.91% |
| Avg. Drawdown Days | 27.0 | 38.0 |
| Recovery Factor | 3.1 | 0.32 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-06 | -23.50 | 94 |
| 2024-12-21 | 2025-03-26 | -21.08 | 94 |
| 2022-06-16 | 2022-06-19 | -14.71 | 3 |
| 2024-12-19 | 2024-12-21 | -11.13 | 1 |
| 2022-09-27 | 2023-02-02 | -10.56 | 127 |
| 2022-08-13 | 2022-09-27 | -8.67 | 44 |
| 2023-04-14 | 2023-07-13 | -8.62 | 90 |
| 2024-04-24 | 2024-07-15 | -8.49 | 81 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2023-11-20 | 2023-12-19 | -6.06 | 29 |
| Metric | 11997686:ethusd:triple_med_gx:lsma85_145 | 11997686:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 20.38% | 25.43% |
| Worst Week | -12.85% | -34.61% |
| Best Month | 20.38% | 56.93% |
| Worst Month | -12.85% | -38.95% |
| Best Year | 37.46% | 91.16% |
| Worst Year | -11.81% | -38.16% |
| Avg. Up Day | 1.29% | 1.3% |
| Avg. Down Day | -1.18% | -1.25% |
| Avg. Up Week | 5.63% | 8.07% |
| Avg. Down Week | -3.76% | -9.19% |
| Avg. Up Month | 4.91% | 14.26% |
| Avg. Down Month | -4.82% | -12.24% |
| Win Days % | 51.57% | 50.1% |
| Win Month % | 74.07% | 50.0% |
| Win Week % | 57.78% | 52.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |