| Metric | 11870609:ethusd:triple_med_gx:lsma100_135 | 11870609:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 105.07% | 300.98% |
| Max Drawdown | -23.76% | -64.23% |
| Sharpe | 0.65 | 0.5 |
| Sortino | 1.05 | 0.73 |
| Payoff Ratio | 1.32 | 1.24 |
| Profit Factor | 1.33 | 1.08 |
| Common Sense Ratio | 1.69 | 1.13 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | 1.27 | 1.05 |
| Outlier Win Ratio | 48.25 | 3.05 |
| Outlier Loss Ratio | 4.02 | 3.02 |
| Volatility (ann.) | 9.38% | 32.46% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.06 | 0.85 |
| Skew | 1.87 | 0.34 |
| Kurtosis | 49.07 | 9.16 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.81% | 3.53% |
| Expected Yearly % | 19.67% | 41.51% |
| Kelly Criterion | 8.37% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.75% |
| Expected Shortfall (cVaR) | -0.79% | -2.75% |
| Year | 11870609:ETHUSD | 11870609:ethusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 27.64 | 3.05 | + |
| 2023 | 91.16 | 37.42 | 0.41 | - |
| 2024 | 45.75 | -6.24 | -0.14 | - |
| 2025 | 31.97 | 24.68 | 0.77 | - |
| Metric | 11870609:ethusd:triple_med_gx:lsma100_135 | 11870609:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 18.72% | 73.76% |
| 6M | 18.73% | 98.28% |
| YTD | 24.68% | 31.97% |
| 1Y | 23.83% | 74.9% |
| 3Y (ann.) | 18.6% | 41.37% |
| 5Y (ann.) | 25.21% | 54.45% |
| Metric | 11870609:ethusd:triple_med_gx:lsma100_135 | 11870609:ETHUSD |
|---|---|---|
| Max Drawdown | -23.76% | -64.23% |
| Longest DD Days | 466.0 | 515.0 |
| Avg. Drawdown | -3.03% | -7.26% |
| Avg. Drawdown Days | 30.0 | 25.0 |
| Recovery Factor | 4.42 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-08-08 | -23.76 | 466 |
| 2023-11-16 | 2024-04-27 | -10.27 | 163 |
| 2022-06-29 | 2022-07-04 | -7.96 | 5 |
| 2023-02-04 | 2023-05-25 | -6.68 | 109 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-09-30 | 2022-11-23 | -6.05 | 53 |
| 2023-07-01 | 2023-10-20 | -5.92 | 111 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2023-11-10 | 2023-11-16 | -4.11 | 6 |
| 2023-02-02 | 2023-02-04 | -2.22 | 1 |
| Metric | 11870609:ethusd:triple_med_gx:lsma100_135 | 11870609:ETHUSD |
|---|---|---|
| Best Day | 7.18% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 12.89% | 27.26% |
| Worst Week | -9.7% | -21.87% |
| Best Month | 14.72% | 56.93% |
| Worst Month | -9.43% | -32.24% |
| Best Year | 37.42% | 91.16% |
| Worst Year | -6.24% | 9.05% |
| Avg. Up Day | 1.17% | 1.19% |
| Avg. Down Day | -0.89% | -0.96% |
| Avg. Up Week | 4.55% | 7.72% |
| Avg. Down Week | -2.59% | -6.09% |
| Avg. Up Month | 5.32% | 17.46% |
| Avg. Down Month | -3.42% | -12.19% |
| Win Days % | 47.94% | 50.73% |
| Win Month % | 66.67% | 52.5% |
| Win Week % | 57.14% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 100.0% |