| Metric | 11850849:ethusd:triple_med_gx:lsma105_120 | 11850849:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 76.58% | 124.57% |
| Max Drawdown | -13.78% | -64.23% |
| Sharpe | 0.57 | 0.35 |
| Sortino | 1.2 | 0.51 |
| Payoff Ratio | 1.82 | 1.55 |
| Profit Factor | 1.47 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.09 | 0.83 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 77.75 | 2.82 |
| Outlier Loss Ratio | 5.31 | 2.73 |
| Volatility (ann.) | 8.17% | 33.54% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.38 | 0.44 |
| Skew | 13.8 | 0.32 |
| Kurtosis | 483.31 | 8.88 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.4% | 1.99% |
| Expected Yearly % | 15.27% | 22.42% |
| Kelly Criterion | 8.28% | 18.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.86% |
| Expected Shortfall (cVaR) | -0.69% | -2.86% |
| Year | 11850849:ETHUSD | 11850849:ethusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 5.34 | -0.14 | + |
| 2023 | 91.16 | 15.71 | 0.17 | - |
| 2024 | 45.75 | 44.17 | 0.97 | - |
| 2025 | 31.97 | 0.48 | 0.02 | - |
| Metric | 11850849:ethusd:triple_med_gx:lsma105_120 | 11850849:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -1.96% | 73.76% |
| 6M | -2.65% | 98.28% |
| YTD | 0.48% | 31.97% |
| 1Y | 5.97% | 74.9% |
| 3Y (ann.) | 20.45% | 41.37% |
| 5Y (ann.) | 18.97% | 28.03% |
| Metric | 11850849:ethusd:triple_med_gx:lsma105_120 | 11850849:ETHUSD |
|---|---|---|
| Max Drawdown | -13.78% | -64.23% |
| Longest DD Days | 375.0 | 515.0 |
| Avg. Drawdown | -2.25% | -10.53% |
| Avg. Drawdown Days | 24.0 | 39.0 |
| Recovery Factor | 5.56 | 1.94 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-11-30 | -13.78 | 183 |
| 2025-08-24 | 2025-09-01 | -10.97 | 7 |
| 2024-07-29 | 2025-08-08 | -9.04 | 375 |
| 2023-08-06 | 2023-10-21 | -7.44 | 76 |
| 2023-12-29 | 2024-02-12 | -5.50 | 45 |
| 2023-02-08 | 2023-04-05 | -4.24 | 55 |
| 2024-07-04 | 2024-07-29 | -3.67 | 24 |
| 2023-06-27 | 2023-06-30 | -3.20 | 2 |
| 2024-05-03 | 2024-05-20 | -2.65 | 17 |
| 2023-11-13 | 2023-12-05 | -2.26 | 21 |
| Metric | 11850849:ethusd:triple_med_gx:lsma105_120 | 11850849:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -4.74% | -14.0% |
| Best Week | 16.94% | 27.26% |
| Worst Week | -8.21% | -34.61% |
| Best Month | 16.58% | 56.93% |
| Worst Month | -6.94% | -44.86% |
| Best Year | 44.17% | 91.16% |
| Worst Year | 0.48% | -38.93% |
| Avg. Up Day | 1.23% | 1.28% |
| Avg. Down Day | -0.67% | -0.83% |
| Avg. Up Week | 3.15% | 8.02% |
| Avg. Down Week | -1.48% | -5.68% |
| Avg. Up Month | 4.61% | 22.87% |
| Avg. Down Month | -2.37% | -15.29% |
| Win Days % | 40.79% | 50.55% |
| Win Month % | 62.16% | 51.22% |
| Win Week % | 52.86% | 53.71% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |