| Metric | 11832216:ethusd:triple_med_gx:lsma215_100 | 11832216:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 121.3% | 129.87% |
| Max Drawdown | -21.27% | -64.23% |
| Sharpe | 0.52 | 0.37 |
| Sortino | 0.78 | 0.55 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.8 | 1.1 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.5 | 1.03 |
| Outlier Win Ratio | 27.72 | 3.41 |
| Outlier Loss Ratio | 4.38 | 3.54 |
| Volatility (ann.) | 14.64% | 32.81% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.42 | 0.5 |
| Skew | -0.31 | 0.33 |
| Kurtosis | 48.35 | 9.24 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.17% | 2.28% |
| Expected Yearly % | 21.97% | 23.13% |
| Kelly Criterion | 3.07% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.79% |
| Expected Shortfall (cVaR) | -1.24% | -2.79% |
| Year | 11832216:ETHUSD | 11832216:ethusd:triple_med_gx:lsma215_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 21.59 | 2.27 | + |
| 2023 | 91.16 | 9.36 | 0.10 | - |
| 2024 | 45.75 | 63.85 | 1.40 | + |
| 2025 | -24.66 | 1.58 | -0.06 | + |
| Metric | 11832216:ethusd:triple_med_gx:lsma215_100 | 11832216:ETHUSD |
|---|---|---|
| MTD | 1.49% | -0.81% |
| 3M | 13.2% | 21.99% |
| 6M | 2.49% | -30.79% |
| YTD | 1.58% | -24.66% |
| 1Y | 19.91% | -27.95% |
| 3Y (ann.) | 30.28% | 36.13% |
| 5Y (ann.) | 30.22% | 31.88% |
| Metric | 11832216:ethusd:triple_med_gx:lsma215_100 | 11832216:ETHUSD |
|---|---|---|
| Max Drawdown | -21.27% | -64.23% |
| Longest DD Days | 428.0 | 464.0 |
| Avg. Drawdown | -3.82% | -7.85% |
| Avg. Drawdown Days | 26.0 | 27.0 |
| Recovery Factor | 5.7 | 2.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-08 | 2024-01-10 | -21.27 | 428 |
| 2024-12-24 | 2025-06-19 | -20.85 | 176 |
| 2024-03-22 | 2024-11-06 | -12.41 | 228 |
| 2022-06-26 | 2022-07-27 | -10.71 | 31 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2022-07-31 | 2022-08-05 | -8.13 | 5 |
| 2022-09-27 | 2022-11-04 | -7.39 | 38 |
| 2024-11-12 | 2024-11-21 | -6.85 | 9 |
| 2024-03-12 | 2024-03-20 | -6.43 | 8 |
| 2022-08-30 | 2022-08-31 | -6.03 | 0 |
| Metric | 11832216:ethusd:triple_med_gx:lsma215_100 | 11832216:ETHUSD |
|---|---|---|
| Best Day | 8.96% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 14.36% | 27.26% |
| Worst Week | -9.58% | -21.87% |
| Best Month | 16.56% | 56.93% |
| Worst Month | -7.71% | -32.24% |
| Best Year | 63.85% | 91.16% |
| Worst Year | 1.58% | -24.66% |
| Avg. Up Day | 1.2% | 1.22% |
| Avg. Down Day | -0.99% | -1.09% |
| Avg. Up Week | 3.84% | 6.39% |
| Avg. Down Week | -2.68% | -5.82% |
| Avg. Up Month | 6.51% | 20.19% |
| Avg. Down Month | -3.71% | -14.6% |
| Win Days % | 46.78% | 50.34% |
| Win Month % | 65.71% | 48.65% |
| Win Week % | 56.04% | 52.17% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 75.0% |