| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 408.57% | 77.16% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.7 | 0.29 |
| Sortino | 1.06 | 0.42 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.56 | 1.05 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 15.37 | 3.64 |
| Outlier Loss Ratio | 4.3 | 3.84 |
| Volatility (ann.) | 19.39% | 33.42% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.53 | 0.28 |
| Skew | 0.78 | 0.29 |
| Kurtosis | 22.78 | 8.68 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.85% | 1.34% |
| Expected Yearly % | 50.17% | 15.37% |
| Kelly Criterion | 7.42% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -2.85% |
| Expected Shortfall (cVaR) | -1.63% | -2.85% |
| Year | 11990701:ETHUSD | 11990701:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 17.98 | -0.54 | + |
| 2023 | 91.16 | 92.32 | 1.01 | + |
| 2024 | 45.75 | 68.68 | 1.50 | + |
| 2025 | -4.37 | 32.88 | -7.52 | + |
| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| MTD | -7.82% | -17.21% |
| 3M | -7.18% | -28.03% |
| 6M | 24.28% | 28.61% |
| YTD | 32.88% | -4.37% |
| 1Y | 24.51% | 1.62% |
| 3Y (ann.) | 61.56% | 37.83% |
| 5Y (ann.) | 59.77% | 17.91% |
| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 245.0 | 515.0 |
| Avg. Drawdown | -4.93% | -11.32% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 17.28 | 1.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-12-05 | 2025-08-07 | -22.83 | 245 |
| 2025-10-27 | 2025-11-17 | -18.45 | 20 |
| 2022-10-24 | 2023-02-02 | -16.82 | 101 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2023-05-06 | 2023-10-23 | -15.18 | 170 |
| 2024-03-18 | 2024-03-25 | -14.55 | 7 |
| 2024-05-18 | 2024-08-05 | -12.49 | 79 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-08-14 | 2024-10-14 | -12.19 | 60 |
| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.24% | 27.26% |
| Worst Week | -10.77% | -34.61% |
| Best Month | 34.74% | 56.93% |
| Worst Month | -9.49% | -44.86% |
| Best Year | 92.32% | 91.16% |
| Worst Year | 17.98% | -33.51% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -1.02% | -1.07% |
| Avg. Up Week | 5.58% | 6.94% |
| Avg. Down Week | -3.47% | -6.46% |
| Avg. Up Month | 10.81% | 18.96% |
| Avg. Down Month | -4.9% | -13.74% |
| Win Days % | 51.14% | 50.4% |
| Win Month % | 63.41% | 48.84% |
| Win Week % | 57.14% | 51.89% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |