| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 465.36% | 125.57% |
| Max Drawdown | -23.86% | -64.23% |
| Sharpe | 0.73 | 0.35 |
| Sortino | 1.14 | 0.5 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.56 | 1.08 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.29 | 1.02 |
| Outlier Win Ratio | 14.82 | 3.71 |
| Outlier Loss Ratio | 4.43 | 3.93 |
| Volatility (ann.) | 20.15% | 33.37% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.8 | 0.42 |
| Skew | 1.49 | 0.32 |
| Kurtosis | 32.24 | 8.9 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.21% | 1.96% |
| Expected Yearly % | 54.2% | 22.55% |
| Kelly Criterion | 7.7% | 5.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -2.84% |
| Expected Shortfall (cVaR) | -1.69% | -2.84% |
| Year | 11985548:ETHUSD | 11985548:ethusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.51 | -4.76 | 0.15 | + |
| 2023 | 91.16 | 87.83 | 0.96 | - |
| 2024 | 45.75 | 137.81 | 3.01 | + |
| 2025 | 19.96 | 32.90 | 1.65 | + |
| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| MTD | -7.62% | -3.64% |
| 3M | 15.12% | 27.31% |
| 6M | 28.28% | 151.47% |
| YTD | 32.9% | 19.96% |
| 1Y | 77.9% | 51.97% |
| 3Y (ann.) | 80.14% | 45.47% |
| 5Y (ann.) | 66.79% | 27.15% |
| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| Max Drawdown | -23.86% | -64.23% |
| Longest DD Days | 174.0 | 515.0 |
| Avg. Drawdown | -4.37% | -10.17% |
| Avg. Drawdown Days | 15.0 | 39.0 |
| Recovery Factor | 19.51 | 1.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2022-06-25 | -23.86 | 12 |
| 2022-06-26 | 2022-09-23 | -21.60 | 89 |
| 2024-12-18 | 2025-06-10 | -20.15 | 174 |
| 2025-10-07 | 2025-10-15 | -18.75 | 8 |
| 2023-05-06 | 2023-10-24 | -15.72 | 171 |
| 2022-11-12 | 2023-03-01 | -15.27 | 109 |
| 2025-06-11 | 2025-07-03 | -14.57 | 22 |
| 2022-09-24 | 2022-10-25 | -11.31 | 30 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| 2024-08-14 | 2024-09-20 | -10.92 | 36 |
| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.24% | 27.26% |
| Worst Week | -15.18% | -34.61% |
| Best Month | 33.62% | 56.93% |
| Worst Month | -11.25% | -44.86% |
| Best Year | 137.81% | 91.16% |
| Worst Year | -4.76% | -32.51% |
| Avg. Up Day | 1.13% | 1.13% |
| Avg. Down Day | -1.01% | -1.03% |
| Avg. Up Week | 6.27% | 7.87% |
| Avg. Down Week | -3.63% | -6.71% |
| Avg. Up Month | 12.47% | 18.96% |
| Avg. Down Month | -4.82% | -13.09% |
| Win Days % | 51.21% | 50.4% |
| Win Month % | 62.5% | 50.0% |
| Win Week % | 57.5% | 53.33% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |