| Metric | 11870604:ethusd:triple_med_gx:lsma95_135 | 11870604:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 112.55% | 300.98% |
| Max Drawdown | -29.94% | -64.23% |
| Sharpe | 0.64 | 0.5 |
| Sortino | 1.05 | 0.73 |
| Payoff Ratio | 1.32 | 1.21 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.9 | 1.13 |
| CPC Index | 0.82 | 0.67 |
| Tail Ratio | 1.46 | 1.05 |
| Outlier Win Ratio | 43.52 | 3.12 |
| Outlier Loss Ratio | 4.11 | 3.09 |
| Volatility (ann.) | 10.0% | 32.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.89 | 0.85 |
| Skew | 1.97 | 0.34 |
| Kurtosis | 42.86 | 9.16 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.9% | 3.53% |
| Expected Yearly % | 20.74% | 41.51% |
| Kelly Criterion | 8.26% | 10.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.75% |
| Expected Shortfall (cVaR) | -0.84% | -2.75% |
| Year | 11870604:ETHUSD | 11870604:ethusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 31.11 | 3.44 | + |
| 2023 | 91.16 | 32.00 | 0.35 | - |
| 2024 | 45.75 | -13.42 | -0.29 | - |
| 2025 | 31.97 | 41.86 | 1.31 | + |
| Metric | 11870604:ethusd:triple_med_gx:lsma95_135 | 11870604:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 30.54% | 73.76% |
| 6M | 31.65% | 98.28% |
| YTD | 41.86% | 31.97% |
| 1Y | 54.19% | 74.9% |
| 3Y (ann.) | 18.46% | 41.37% |
| 5Y (ann.) | 26.62% | 54.45% |
| Metric | 11870604:ethusd:triple_med_gx:lsma95_135 | 11870604:ETHUSD |
|---|---|---|
| Max Drawdown | -29.94% | -64.23% |
| Longest DD Days | 465.0 | 515.0 |
| Avg. Drawdown | -3.49% | -7.26% |
| Avg. Drawdown Days | 30.0 | 25.0 |
| Recovery Factor | 3.76 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-08-07 | -29.94 | 465 |
| 2022-06-28 | 2022-07-04 | -11.14 | 6 |
| 2023-11-16 | 2024-04-27 | -9.15 | 163 |
| 2023-07-01 | 2023-10-22 | -7.69 | 113 |
| 2022-09-29 | 2022-11-23 | -7.24 | 54 |
| 2023-02-04 | 2023-03-31 | -6.68 | 54 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2023-11-10 | 2023-11-16 | -4.24 | 5 |
| 2023-06-27 | 2023-06-30 | -3.92 | 2 |
| Metric | 11870604:ethusd:triple_med_gx:lsma95_135 | 11870604:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 12.85% | 27.26% |
| Worst Week | -11.05% | -21.87% |
| Best Month | 23.62% | 56.93% |
| Worst Month | -13.53% | -32.24% |
| Best Year | 41.86% | 91.16% |
| Worst Year | -13.42% | 9.05% |
| Avg. Up Day | 1.15% | 1.17% |
| Avg. Down Day | -0.87% | -0.96% |
| Avg. Up Week | 4.87% | 7.28% |
| Avg. Down Week | -3.15% | -5.62% |
| Avg. Up Month | 6.54% | 17.9% |
| Avg. Down Month | -4.73% | -9.98% |
| Win Days % | 47.81% | 50.73% |
| Win Month % | 61.76% | 52.5% |
| Win Week % | 58.93% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 100.0% |