| Metric | 11859849:ethusd:triple_med_gx:lsma100_125 | 11859849:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 41.48% | 300.98% |
| Max Drawdown | -27.9% | -64.23% |
| Sharpe | 0.36 | 0.5 |
| Sortino | 0.58 | 0.73 |
| Payoff Ratio | 1.35 | 1.32 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 0.0 | 1.13 |
| CPC Index | 0.7 | 0.72 |
| Tail Ratio | 0.0 | 1.05 |
| Outlier Win Ratio | 59.45 | 2.94 |
| Outlier Loss Ratio | 4.14 | 2.94 |
| Volatility (ann.) | 8.64% | 32.46% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.41 | 0.85 |
| Skew | 2.38 | 0.34 |
| Kurtosis | 64.81 | 9.16 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.87% | 3.53% |
| Expected Yearly % | 9.06% | 41.51% |
| Kelly Criterion | 1.39% | 13.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.75% |
| Expected Shortfall (cVaR) | -0.73% | -2.75% |
| Year | 11859849:ETHUSD | 11859849:ethusd:triple_med_gx:lsma100_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 1.33 | 0.15 | - |
| 2023 | 91.16 | 23.45 | 0.26 | - |
| 2024 | 45.75 | -6.25 | -0.14 | - |
| 2025 | 31.97 | 20.65 | 0.65 | - |
| Metric | 11859849:ethusd:triple_med_gx:lsma100_125 | 11859849:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 21.39% | 73.76% |
| 6M | 23.17% | 98.28% |
| YTD | 20.65% | 31.97% |
| 1Y | 10.73% | 74.9% |
| 3Y (ann.) | 11.19% | 41.37% |
| 5Y (ann.) | 11.47% | 54.45% |
| Metric | 11859849:ethusd:triple_med_gx:lsma100_125 | 11859849:ETHUSD |
|---|---|---|
| Max Drawdown | -27.9% | -64.23% |
| Longest DD Days | 490.0 | 515.0 |
| Avg. Drawdown | -3.73% | -7.26% |
| Avg. Drawdown Days | 53.0 | 25.0 |
| Recovery Factor | 1.49 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-09-01 | -27.90 | 490 |
| 2023-11-10 | 2024-03-24 | -9.42 | 135 |
| 2022-06-29 | 2022-08-10 | -7.96 | 42 |
| 2022-08-11 | 2023-02-01 | -7.37 | 174 |
| 2023-02-04 | 2023-03-29 | -4.08 | 52 |
| 2023-07-01 | 2023-10-20 | -4.02 | 111 |
| 2023-03-29 | 2023-05-28 | -3.16 | 60 |
| 2023-02-02 | 2023-02-04 | -2.22 | 1 |
| 2024-04-26 | 2024-04-27 | -1.33 | 1 |
| 2023-06-28 | 2023-06-29 | -1.32 | 0 |
| Metric | 11859849:ethusd:triple_med_gx:lsma100_125 | 11859849:ETHUSD |
|---|---|---|
| Best Day | 7.18% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 10.21% | 27.26% |
| Worst Week | -13.04% | -21.87% |
| Best Month | 18.29% | 56.93% |
| Worst Month | -13.21% | -32.24% |
| Best Year | 23.45% | 91.16% |
| Worst Year | -6.25% | 9.05% |
| Avg. Up Day | 1.19% | 1.22% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 3.94% | 7.74% |
| Avg. Down Week | -3.15% | -5.97% |
| Avg. Up Month | 6.4% | 16.78% |
| Avg. Down Month | -3.26% | -10.99% |
| Win Days % | 43.31% | 50.73% |
| Win Month % | 50.0% | 52.5% |
| Win Week % | 51.79% | 54.39% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 100.0% |