| Metric | 11985395:ethusd:triple_med_gx:lsma115_135 | 11985395:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 385.55% | 96.8% |
| Max Drawdown | -29.53% | -64.23% |
| Sharpe | 0.7 | 0.33 |
| Sortino | 1.1 | 0.47 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.69 | 0.58 |
| Tail Ratio | 1.24 | 1.03 |
| Outlier Win Ratio | 14.47 | 3.8 |
| Outlier Loss Ratio | 4.45 | 3.94 |
| Volatility (ann.) | 20.67% | 33.33% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.17 | 0.37 |
| Skew | 1.61 | 0.27 |
| Kurtosis | 31.02 | 8.88 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.03% | 1.71% |
| Expected Yearly % | 48.44% | 18.44% |
| Kelly Criterion | 6.93% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -2.84% |
| Expected Shortfall (cVaR) | -1.74% | -2.84% |
| Year | 11985395:ETHUSD | 11985395:ethusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.51 | 9.12 | -0.28 | + |
| 2023 | 91.16 | 81.07 | 0.89 | - |
| 2024 | 45.75 | 109.99 | 2.40 | + |
| 2025 | 4.66 | 17.03 | 3.66 | + |
| Metric | 11985395:ethusd:triple_med_gx:lsma115_135 | 11985395:ETHUSD |
|---|---|---|
| MTD | 0.0% | -5.75% |
| 3M | 24.75% | 90.07% |
| 6M | 16.17% | 5.61% |
| YTD | 17.03% | 4.66% |
| 1Y | 98.35% | 16.73% |
| 3Y (ann.) | 73.13% | 28.77% |
| 5Y (ann.) | 64.2% | 23.67% |
| Metric | 11985395:ethusd:triple_med_gx:lsma115_135 | 11985395:ETHUSD |
|---|---|---|
| Max Drawdown | -29.53% | -64.23% |
| Longest DD Days | 239.0 | 509.0 |
| Avg. Drawdown | -5.32% | -10.38% |
| Avg. Drawdown Days | 19.0 | 44.0 |
| Recovery Factor | 13.06 | 1.51 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-03 | -29.53 | 239 |
| 2022-06-13 | 2022-06-25 | -23.72 | 12 |
| 2022-06-26 | 2022-09-22 | -18.87 | 87 |
| 2023-05-06 | 2023-10-24 | -16.68 | 171 |
| 2022-11-12 | 2023-03-01 | -15.84 | 108 |
| 2024-03-18 | 2024-03-21 | -11.85 | 2 |
| 2024-08-14 | 2024-09-20 | -11.77 | 36 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| 2024-05-21 | 2024-07-15 | -10.91 | 55 |
| 2023-12-28 | 2024-02-09 | -9.25 | 42 |
| Metric | 11985395:ethusd:triple_med_gx:lsma115_135 | 11985395:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.98% | 27.26% |
| Worst Week | -11.03% | -34.61% |
| Best Month | 35.76% | 56.93% |
| Worst Month | -9.17% | -44.86% |
| Best Year | 109.99% | 91.16% |
| Worst Year | 9.12% | -32.51% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -1.01% | -1.07% |
| Avg. Up Week | 6.24% | 7.07% |
| Avg. Down Week | -3.22% | -6.0% |
| Avg. Up Month | 10.84% | 18.39% |
| Avg. Down Month | -4.47% | -15.01% |
| Win Days % | 50.26% | 50.35% |
| Win Month % | 60.53% | 50.0% |
| Win Week % | 50.88% | 52.94% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |