| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 80.81% | 117.05% |
| Max Drawdown | -37.18% | -64.23% |
| Sharpe | 0.43 | 0.34 |
| Sortino | 0.72 | 0.49 |
| Payoff Ratio | 1.17 | 1.08 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.72 | 0.58 |
| Tail Ratio | 1.01 | 1.01 |
| Outlier Win Ratio | 46.54 | 3.02 |
| Outlier Loss Ratio | 3.8 | 3.09 |
| Volatility (ann.) | 11.61% | 33.3% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.51 | 0.39 |
| Skew | 5.77 | 0.32 |
| Kurtosis | 186.78 | 8.83 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.42% | 1.86% |
| Expected Yearly % | 15.96% | 21.38% |
| Kelly Criterion | 5.71% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.84% |
| Expected Shortfall (cVaR) | -0.99% | -2.84% |
| Year | 11998110:ETHUSD | 11998110:ethusd:triple_med_gx:lsma190_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.54 | 24.98 | -1.35 | + |
| 2023 | 91.16 | 33.67 | 0.37 | - |
| 2024 | 45.75 | 50.30 | 1.10 | + |
| 2025 | -4.37 | -27.99 | 6.40 | - |
| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| MTD | -1.24% | -17.21% |
| 3M | -13.5% | -28.03% |
| 6M | -13.8% | 28.61% |
| YTD | -27.99% | -4.37% |
| 1Y | -27.99% | 1.62% |
| 3Y (ann.) | 13.43% | 37.83% |
| 5Y (ann.) | 18.83% | 25.33% |
| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| Max Drawdown | -37.18% | -64.23% |
| Longest DD Days | 255.0 | 515.0 |
| Avg. Drawdown | -3.33% | -9.68% |
| Avg. Drawdown Days | 21.0 | 33.0 |
| Recovery Factor | 2.17 | 1.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-11-17 | -37.18 | 255 |
| 2024-04-24 | 2024-05-20 | -10.54 | 26 |
| 2022-09-27 | 2022-10-25 | -10.07 | 28 |
| 2025-01-19 | 2025-03-06 | -8.51 | 45 |
| 2024-07-17 | 2024-09-27 | -7.44 | 72 |
| 2023-05-30 | 2023-12-22 | -6.20 | 205 |
| 2022-07-08 | 2022-07-14 | -6.06 | 6 |
| 2023-12-22 | 2023-12-27 | -5.58 | 4 |
| 2024-01-17 | 2024-02-25 | -5.22 | 39 |
| 2023-03-18 | 2023-04-04 | -4.56 | 17 |
| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.04% | 27.26% |
| Worst Week | -13.22% | -26.0% |
| Best Month | 18.84% | 56.93% |
| Worst Month | -16.49% | -32.24% |
| Best Year | 50.3% | 91.16% |
| Worst Year | -27.99% | -18.54% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -0.99% | -1.09% |
| Avg. Up Week | 4.45% | 9.15% |
| Avg. Down Week | -2.55% | -5.87% |
| Avg. Up Month | 6.37% | 21.85% |
| Avg. Down Month | -5.03% | -9.56% |
| Win Days % | 49.11% | 50.46% |
| Win Month % | 67.74% | 47.62% |
| Win Week % | 54.24% | 52.46% |
| Win Quarter % | 64.29% | 53.33% |
| Win Year % | 75.0% | 50.0% |