| Metric | 11983465:ethusd:triple_med_gx:lsma90_135 | 11983465:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 113.99% | 79.82% |
| Max Drawdown | -18.55% | -64.23% |
| Sharpe | 0.62 | 0.29 |
| Sortino | 0.96 | 0.42 |
| Payoff Ratio | 1.26 | 1.15 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.53 | 1.05 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 48.6 | 3.05 |
| Outlier Loss Ratio | 4.2 | 3.05 |
| Volatility (ann.) | 9.56% | 33.4% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.32 | 0.29 |
| Skew | 0.34 | 0.29 |
| Kurtosis | 68.31 | 8.69 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.78% | 1.37% |
| Expected Yearly % | 20.95% | 15.8% |
| Kelly Criterion | 9.23% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.85% |
| Expected Shortfall (cVaR) | -0.81% | -2.85% |
| Year | 11983465:ETHUSD | 11983465:ethusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.51 | 23.26 | -0.72 | + |
| 2023 | 91.16 | 14.46 | 0.16 | - |
| 2024 | 45.75 | 45.20 | 0.99 | - |
| 2025 | -4.37 | 4.46 | -1.02 | + |
| Metric | 11983465:ethusd:triple_med_gx:lsma90_135 | 11983465:ETHUSD |
|---|---|---|
| MTD | -0.4% | -17.21% |
| 3M | 14.05% | -28.03% |
| 6M | 15.81% | 28.61% |
| YTD | 4.46% | -4.37% |
| 1Y | 11.11% | 1.62% |
| 3Y (ann.) | 19.26% | 37.83% |
| 5Y (ann.) | 24.48% | 18.4% |
| Metric | 11983465:ethusd:triple_med_gx:lsma90_135 | 11983465:ETHUSD |
|---|---|---|
| Max Drawdown | -18.55% | -64.23% |
| Longest DD Days | 230.0 | 515.0 |
| Avg. Drawdown | -3.42% | -10.61% |
| Avg. Drawdown Days | 31.0 | 40.0 |
| Recovery Factor | 6.15 | 1.24 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-08 | 2023-05-05 | -18.55 | 86 |
| 2025-03-10 | 2025-10-27 | -16.23 | 230 |
| 2022-10-22 | 2023-02-07 | -11.19 | 107 |
| 2023-05-06 | 2023-10-21 | -8.38 | 168 |
| 2024-08-14 | 2024-10-14 | -5.71 | 61 |
| 2022-08-08 | 2022-09-01 | -5.70 | 23 |
| 2023-12-04 | 2023-12-27 | -5.55 | 23 |
| 2023-12-28 | 2024-03-31 | -4.70 | 94 |
| 2024-04-16 | 2024-05-15 | -4.25 | 29 |
| 2025-11-15 | 2025-11-17 | -4.20 | 1 |
| Metric | 11983465:ethusd:triple_med_gx:lsma90_135 | 11983465:ETHUSD |
|---|---|---|
| Best Day | 7.2% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.52% | 27.26% |
| Worst Week | -8.02% | -34.61% |
| Best Month | 19.15% | 56.93% |
| Worst Month | -7.62% | -44.86% |
| Best Year | 45.2% | 91.16% |
| Worst Year | 4.46% | -32.51% |
| Avg. Up Day | 1.09% | 1.11% |
| Avg. Down Day | -0.87% | -0.96% |
| Avg. Up Week | 4.05% | 7.84% |
| Avg. Down Week | -2.38% | -5.09% |
| Avg. Up Month | 5.0% | 19.13% |
| Avg. Down Month | -2.55% | -15.51% |
| Win Days % | 49.37% | 50.41% |
| Win Month % | 64.86% | 48.84% |
| Win Week % | 54.79% | 52.43% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |