| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 151.17% | 62.73% |
| Max Drawdown | -22.09% | -64.23% |
| Sharpe | 0.69 | 0.27 |
| Sortino | 1.08 | 0.39 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 2.06 | 1.04 |
| CPC Index | 0.85 | 0.62 |
| Tail Ratio | 1.53 | 1.0 |
| Outlier Win Ratio | 43.57 | 3.11 |
| Outlier Loss Ratio | 4.22 | 3.06 |
| Volatility (ann.) | 10.41% | 33.46% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.37 | 0.23 |
| Skew | 0.49 | 0.28 |
| Kurtosis | 65.0 | 8.61 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.16% | 1.14% |
| Expected Yearly % | 25.89% | 12.94% |
| Kelly Criterion | 9.8% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.86% |
| Expected Shortfall (cVaR) | -0.88% | -2.86% |
| Year | 11967873:ETHUSD | 11967873:ethusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 36.47 | -0.94 | + |
| 2023 | 91.16 | 6.80 | 0.07 | - |
| 2024 | 45.75 | 51.17 | 1.12 | + |
| 2025 | -4.37 | 14.00 | -3.20 | + |
| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.21% |
| 3M | 10.67% | -28.03% |
| 6M | 15.82% | 28.61% |
| YTD | 14.0% | -4.37% |
| 1Y | 19.61% | 1.62% |
| 3Y (ann.) | 23.61% | 37.83% |
| 5Y (ann.) | 30.25% | 15.0% |
| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| Max Drawdown | -22.09% | -64.23% |
| Longest DD Days | 255.0 | 515.0 |
| Avg. Drawdown | -3.45% | -11.38% |
| Avg. Drawdown Days | 27.0 | 41.0 |
| Recovery Factor | 6.84 | 0.98 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-08 | 2023-10-21 | -22.09 | 255 |
| 2025-03-10 | 2025-09-11 | -17.09 | 185 |
| 2025-11-13 | 2025-11-17 | -12.92 | 4 |
| 2024-04-15 | 2024-05-15 | -7.71 | 30 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2023-12-28 | 2024-04-14 | -6.03 | 108 |
| 2022-08-31 | 2022-10-23 | -4.97 | 53 |
| 2025-01-21 | 2025-03-10 | -4.75 | 47 |
| 2024-07-15 | 2024-10-14 | -4.74 | 90 |
| 2023-11-10 | 2023-12-02 | -4.62 | 22 |
| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.37% | 27.26% |
| Worst Week | -12.01% | -34.61% |
| Best Month | 28.67% | 56.93% |
| Worst Month | -9.91% | -44.86% |
| Best Year | 51.17% | 91.16% |
| Worst Year | 6.8% | -38.93% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.87% | -0.97% |
| Avg. Up Week | 4.0% | 7.37% |
| Avg. Down Week | -2.97% | -6.06% |
| Avg. Up Month | 7.03% | 12.45% |
| Avg. Down Month | -3.01% | -13.6% |
| Win Days % | 49.14% | 50.4% |
| Win Month % | 62.5% | 46.51% |
| Win Week % | 62.03% | 52.15% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 50.0% |