| Metric | 11850850:ethusd:triple_med_gx:lsma85_120 | 11850850:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 95.07% | 124.57% |
| Max Drawdown | -19.42% | -64.23% |
| Sharpe | 0.53 | 0.35 |
| Sortino | 0.93 | 0.51 |
| Payoff Ratio | 1.44 | 1.33 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.8 | 0.71 |
| Tail Ratio | 1.34 | 1.01 |
| Outlier Win Ratio | 44.44 | 3.08 |
| Outlier Loss Ratio | 4.87 | 3.07 |
| Volatility (ann.) | 10.69% | 33.54% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.17 | 0.44 |
| Skew | 6.21 | 0.32 |
| Kurtosis | 178.64 | 8.88 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.64% | 1.99% |
| Expected Yearly % | 18.18% | 22.42% |
| Kelly Criterion | 4.5% | 13.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.86% |
| Expected Shortfall (cVaR) | -0.9% | -2.86% |
| Year | 11850850:ETHUSD | 11850850:ethusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 37.87 | -0.97 | + |
| 2023 | 91.16 | -0.97 | -0.01 | - |
| 2024 | 45.75 | 37.07 | 0.81 | - |
| 2025 | 31.97 | 4.23 | 0.13 | - |
| Metric | 11850850:ethusd:triple_med_gx:lsma85_120 | 11850850:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 14.12% | 73.76% |
| 6M | 11.19% | 98.28% |
| YTD | 4.23% | 31.97% |
| 1Y | 18.37% | 74.9% |
| 3Y (ann.) | 17.14% | 41.37% |
| 5Y (ann.) | 22.64% | 28.03% |
| Metric | 11850850:ethusd:triple_med_gx:lsma85_120 | 11850850:ETHUSD |
|---|---|---|
| Max Drawdown | -19.42% | -64.23% |
| Longest DD Days | 448.0 | 515.0 |
| Avg. Drawdown | -3.43% | -10.53% |
| Avg. Drawdown Days | 40.0 | 39.0 |
| Recovery Factor | 4.89 | 1.94 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-02 | 2024-03-03 | -19.42 | 395 |
| 2024-06-09 | 2025-09-01 | -18.93 | 448 |
| 2022-05-31 | 2022-07-07 | -12.06 | 37 |
| 2022-09-09 | 2022-11-30 | -8.33 | 82 |
| 2024-04-04 | 2024-04-07 | -4.99 | 3 |
| 2024-03-05 | 2024-03-25 | -4.70 | 20 |
| 2022-08-03 | 2022-08-05 | -4.22 | 2 |
| 2024-04-30 | 2024-05-17 | -3.65 | 17 |
| 2022-08-06 | 2022-08-08 | -3.18 | 2 |
| 2024-05-19 | 2024-05-20 | -1.72 | 1 |
| Metric | 11850850:ethusd:triple_med_gx:lsma85_120 | 11850850:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 16.94% | 27.26% |
| Worst Week | -8.65% | -34.61% |
| Best Month | 18.1% | 56.93% |
| Worst Month | -14.53% | -44.86% |
| Best Year | 37.87% | 91.16% |
| Worst Year | -0.97% | -38.93% |
| Avg. Up Day | 1.15% | 1.18% |
| Avg. Down Day | -0.8% | -0.89% |
| Avg. Up Week | 3.81% | 7.84% |
| Avg. Down Week | -2.65% | -6.16% |
| Avg. Up Month | 6.63% | 23.16% |
| Avg. Down Month | -3.85% | -13.42% |
| Win Days % | 43.7% | 50.55% |
| Win Month % | 58.97% | 51.22% |
| Win Week % | 56.58% | 53.71% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |