| Metric | 11875764:ethusd:triple_med_gx:lsma105_140 | 11875764:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 55.79% | 357.12% |
| Max Drawdown | -15.81% | -64.23% |
| Sharpe | 0.43 | 0.52 |
| Sortino | 0.66 | 0.78 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.21 | 1.09 |
| Common Sense Ratio | 1.07 | 1.13 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 0.89 | 1.04 |
| Outlier Win Ratio | 53.48 | 2.99 |
| Outlier Loss Ratio | 4.21 | 3.01 |
| Volatility (ann.) | 8.88% | 32.81% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.94 | 0.94 |
| Skew | 0.87 | 0.41 |
| Kurtosis | 53.42 | 9.21 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.11% | 3.87% |
| Expected Yearly % | 11.72% | 46.22% |
| Kelly Criterion | 4.21% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.78% |
| Expected Shortfall (cVaR) | -0.75% | -2.78% |
| Year | 11875764:ETHUSD | 11875764:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 14.52 | 0.60 | - |
| 2023 | 91.16 | 22.65 | 0.25 | - |
| 2024 | 45.75 | -7.11 | -0.16 | - |
| 2025 | 31.97 | 19.41 | 0.61 | - |
| Metric | 11875764:ethusd:triple_med_gx:lsma105_140 | 11875764:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 7.13% | 73.76% |
| 6M | 10.85% | 98.28% |
| YTD | 19.41% | 31.97% |
| 1Y | 13.33% | 74.9% |
| 3Y (ann.) | 8.92% | 41.37% |
| 5Y (ann.) | 14.83% | 60.66% |
| Metric | 11875764:ethusd:triple_med_gx:lsma105_140 | 11875764:ETHUSD |
|---|---|---|
| Max Drawdown | -15.81% | -64.23% |
| Longest DD Days | 488.0 | 515.0 |
| Avg. Drawdown | -3.21% | -7.38% |
| Avg. Drawdown Days | 35.0 | 25.0 |
| Recovery Factor | 3.53 | 5.56 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2025-03-19 | -15.81 | 488 |
| 2023-01-09 | 2023-06-30 | -14.08 | 171 |
| 2022-11-20 | 2023-01-09 | -11.03 | 50 |
| 2025-08-11 | 2025-09-01 | -6.77 | 20 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2025-03-20 | 2025-07-06 | -5.51 | 108 |
| 2022-07-05 | 2022-08-08 | -4.78 | 34 |
| 2022-07-01 | 2022-07-04 | -3.05 | 2 |
| 2023-11-10 | 2023-11-16 | -2.54 | 5 |
| 2025-07-11 | 2025-08-08 | -2.48 | 28 |
| Metric | 11875764:ethusd:triple_med_gx:lsma105_140 | 11875764:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 14.89% | 27.36% |
| Worst Week | -7.13% | -21.87% |
| Best Month | 14.89% | 56.93% |
| Worst Month | -5.5% | -32.24% |
| Best Year | 22.65% | 91.16% |
| Worst Year | -7.11% | 24.32% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 3.62% | 8.08% |
| Avg. Down Week | -2.25% | -5.55% |
| Avg. Up Month | 3.5% | 16.84% |
| Avg. Down Month | -2.89% | -13.98% |
| Win Days % | 47.9% | 50.74% |
| Win Month % | 60.0% | 55.0% |
| Win Week % | 51.61% | 54.39% |
| Win Quarter % | 69.23% | 64.29% |
| Win Year % | 75.0% | 100.0% |