| Metric | 11997784:ethusd:triple_med_gx:lsma85_145 | 11997784:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 73.79% | 14.37% |
| Max Drawdown | -23.64% | -55.09% |
| Sharpe | 0.43 | 0.2 |
| Sortino | 0.62 | 0.29 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.22 | 1.03 |
| Common Sense Ratio | 2.41 | 1.04 |
| CPC Index | 0.68 | 0.53 |
| Tail Ratio | 1.97 | 1.0 |
| Outlier Win Ratio | 39.02 | 3.34 |
| Outlier Loss Ratio | 3.2 | 3.38 |
| Volatility (ann.) | 13.79% | 33.04% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.92 | 0.09 |
| Skew | -0.47 | 0.24 |
| Kurtosis | 89.59 | 9.55 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.64% | 0.4% |
| Expected Yearly % | 14.82% | 3.41% |
| Kelly Criterion | 7.12% | 1.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.83% |
| Expected Shortfall (cVaR) | -1.17% | -2.83% |
| Year | 11997784:ETHUSD | 11997784:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.63 | 13.80 | -0.41 | + |
| 2023 | 91.16 | 33.02 | 0.36 | - |
| 2024 | 45.75 | 29.41 | 0.64 | - |
| 2025 | -38.16 | -11.28 | 0.30 | + |
| Metric | 11997784:ethusd:triple_med_gx:lsma85_145 | 11997784:ETHUSD |
|---|---|---|
| MTD | -11.28% | -7.9% |
| 3M | -11.28% | -39.74% |
| 6M | 11.54% | -22.19% |
| YTD | -11.28% | -38.16% |
| 1Y | 16.76% | -42.65% |
| 3Y (ann.) | 21.85% | 4.92% |
| 5Y (ann.) | 21.85% | 4.92% |
| Metric | 11997784:ethusd:triple_med_gx:lsma85_145 | 11997784:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -55.09% |
| Longest DD Days | 185.0 | 379.0 |
| Avg. Drawdown | -5.15% | -9.56% |
| Avg. Drawdown Days | 33.0 | 37.0 |
| Recovery Factor | 3.12 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-06 | -23.64 | 95 |
| 2025-03-06 | 2025-03-26 | -21.06 | 19 |
| 2022-06-17 | 2022-06-19 | -14.18 | 2 |
| 2022-09-27 | 2023-03-17 | -10.98 | 170 |
| 2022-08-13 | 2022-09-27 | -8.67 | 44 |
| 2024-06-09 | 2024-07-15 | -8.45 | 35 |
| 2023-06-17 | 2023-12-20 | -7.71 | 185 |
| 2023-06-13 | 2023-06-17 | -6.44 | 3 |
| 2023-12-22 | 2024-04-22 | -6.35 | 121 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| Metric | 11997784:ethusd:triple_med_gx:lsma85_145 | 11997784:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 19.26% | 25.43% |
| Worst Week | -13.8% | -34.61% |
| Best Month | 19.26% | 56.93% |
| Worst Month | -13.8% | -40.58% |
| Best Year | 33.02% | 91.16% |
| Worst Year | -11.28% | -38.16% |
| Avg. Up Day | 1.3% | 1.3% |
| Avg. Down Day | -1.21% | -1.28% |
| Avg. Up Week | 5.35% | 8.1% |
| Avg. Down Week | -4.43% | -6.73% |
| Avg. Up Month | 7.89% | 14.13% |
| Avg. Down Month | -5.47% | -11.37% |
| Win Days % | 51.93% | 50.11% |
| Win Month % | 57.69% | 50.0% |
| Win Week % | 62.79% | 52.0% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |