| Metric | 11850722:ethusd:triple_med_gx:lsma110_120 | 11850722:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 15.1% | 124.57% |
| Max Drawdown | -28.13% | -64.23% |
| Sharpe | 0.17 | 0.35 |
| Sortino | 0.28 | 0.51 |
| Payoff Ratio | 1.46 | 1.22 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 103.83 | 2.48 |
| Outlier Loss Ratio | 4.52 | 2.63 |
| Volatility (ann.) | 7.99% | 33.54% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.16 | 0.44 |
| Skew | 8.02 | 0.32 |
| Kurtosis | 684.25 | 8.88 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 1.99% |
| Expected Yearly % | 3.58% | 22.42% |
| Kelly Criterion | -1.11% | 10.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.86% |
| Expected Shortfall (cVaR) | -0.68% | -2.86% |
| Year | 11850722:ETHUSD | 11850722:ethusd:triple_med_gx:lsma110_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 16.00 | -0.41 | + |
| 2023 | 91.16 | 1.82 | 0.02 | - |
| 2024 | 45.75 | 16.69 | 0.36 | - |
| 2025 | 31.97 | -16.49 | -0.52 | - |
| Metric | 11850722:ethusd:triple_med_gx:lsma110_120 | 11850722:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -3.54% | 73.76% |
| 6M | -7.61% | 98.28% |
| YTD | -16.49% | 31.97% |
| 1Y | -23.21% | 74.9% |
| 3Y (ann.) | 2.04% | 41.37% |
| 5Y (ann.) | 4.39% | 28.03% |
| Metric | 11850722:ethusd:triple_med_gx:lsma110_120 | 11850722:ETHUSD |
|---|---|---|
| Max Drawdown | -28.13% | -64.23% |
| Longest DD Days | 398.0 | 515.0 |
| Avg. Drawdown | -3.11% | -10.53% |
| Avg. Drawdown Days | 42.0 | 39.0 |
| Recovery Factor | 0.54 | 1.94 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-09-01 | -28.13 | 398 |
| 2022-05-30 | 2022-08-11 | -8.14 | 72 |
| 2023-11-12 | 2024-04-08 | -7.04 | 148 |
| 2023-07-03 | 2023-10-23 | -6.31 | 112 |
| 2023-04-05 | 2023-05-28 | -2.85 | 53 |
| 2024-07-27 | 2024-07-29 | -1.98 | 1 |
| 2023-02-08 | 2023-04-05 | -1.96 | 55 |
| 2023-06-28 | 2023-06-30 | -1.36 | 2 |
| 2023-06-24 | 2023-06-25 | -0.98 | 0 |
| 2022-11-29 | 2022-11-30 | -0.89 | 0 |
| Metric | 11850722:ethusd:triple_med_gx:lsma110_120 | 11850722:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 17.92% | 27.26% |
| Worst Week | -12.6% | -34.61% |
| Best Month | 19.54% | 56.93% |
| Worst Month | -9.61% | -44.86% |
| Best Year | 16.69% | 91.16% |
| Worst Year | -16.49% | -38.93% |
| Avg. Up Day | 1.13% | 1.2% |
| Avg. Down Day | -0.78% | -0.98% |
| Avg. Up Week | 3.37% | 6.38% |
| Avg. Down Week | -2.75% | -5.99% |
| Avg. Up Month | 4.36% | 16.86% |
| Avg. Down Month | -3.32% | -13.71% |
| Win Days % | 40.0% | 50.55% |
| Win Month % | 44.44% | 51.22% |
| Win Week % | 51.56% | 53.71% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |