| Metric | 11776301:ethusd:triple_med_gx:lsma165_25 | 11776301:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 126.07% | 160.95% |
| Max Drawdown | -28.95% | -64.23% |
| Sharpe | 0.5 | 0.41 |
| Sortino | 0.8 | 0.6 |
| Payoff Ratio | 1.32 | 1.04 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.79 | 1.11 |
| CPC Index | 0.73 | 0.56 |
| Tail Ratio | 1.47 | 1.03 |
| Outlier Win Ratio | 29.2 | 3.53 |
| Outlier Loss Ratio | 3.94 | 3.54 |
| Volatility (ann.) | 16.21% | 32.74% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.08 | 0.59 |
| Skew | 2.42 | 0.35 |
| Kurtosis | 53.4 | 9.29 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.23% | 2.63% |
| Expected Yearly % | 22.62% | 27.1% |
| Kelly Criterion | 3.98% | 2.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.78% |
| Expected Shortfall (cVaR) | -1.37% | -2.78% |
| Year | 11776301:ETHUSD | 11776301:ethusd:triple_med_gx:lsma165_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 73.24 | 3.01 | + |
| 2023 | 91.16 | 3.57 | 0.04 | - |
| 2024 | 45.75 | 1.96 | 0.04 | - |
| 2025 | -24.66 | 23.57 | -0.96 | + |
| Metric | 11776301:ethusd:triple_med_gx:lsma165_25 | 11776301:ETHUSD |
|---|---|---|
| MTD | -7.75% | -0.81% |
| 3M | 37.29% | 21.99% |
| 6M | 16.01% | -30.79% |
| YTD | 23.57% | -24.66% |
| 1Y | 18.62% | -27.95% |
| 3Y (ann.) | 31.29% | 36.13% |
| 5Y (ann.) | 31.18% | 37.59% |
| Metric | 11776301:ethusd:triple_med_gx:lsma165_25 | 11776301:ETHUSD |
|---|---|---|
| Max Drawdown | -28.95% | -64.23% |
| Longest DD Days | 438.0 | 464.0 |
| Avg. Drawdown | -4.59% | -7.47% |
| Avg. Drawdown Days | 34.0 | 26.0 |
| Recovery Factor | 4.36 | 2.51 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-03 | 2025-05-10 | -28.95 | 401 |
| 2022-10-29 | 2024-01-10 | -15.65 | 438 |
| 2022-07-28 | 2022-08-30 | -11.31 | 32 |
| 2025-06-11 | 2025-06-19 | -9.68 | 7 |
| 2022-07-20 | 2022-07-22 | -7.08 | 1 |
| 2022-06-18 | 2022-06-19 | -6.06 | 1 |
| 2022-08-30 | 2022-08-31 | -6.03 | 0 |
| 2024-01-11 | 2024-02-14 | -5.35 | 33 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2022-06-20 | 2022-07-15 | -4.83 | 24 |
| Metric | 11776301:ethusd:triple_med_gx:lsma165_25 | 11776301:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 32.68% | 27.36% |
| Worst Week | -18.29% | -21.87% |
| Best Month | 46.71% | 56.93% |
| Worst Month | -18.29% | -32.24% |
| Best Year | 73.24% | 91.16% |
| Worst Year | 1.96% | -24.66% |
| Avg. Up Day | 1.42% | 1.44% |
| Avg. Down Day | -1.08% | -1.39% |
| Avg. Up Week | 6.22% | 9.55% |
| Avg. Down Week | -3.22% | -6.52% |
| Avg. Up Month | 14.81% | 22.8% |
| Avg. Down Month | -7.94% | -12.7% |
| Win Days % | 45.39% | 50.38% |
| Win Month % | 56.25% | 51.35% |
| Win Week % | 49.41% | 52.5% |
| Win Quarter % | 61.54% | 61.54% |
| Win Year % | 100.0% | 75.0% |