| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 484.75% | 122.23% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.8 | 0.34 |
| Sortino | 1.25 | 0.5 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.67 | 1.08 |
| CPC Index | 0.75 | 0.59 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 17.82 | 3.61 |
| Outlier Loss Ratio | 4.21 | 3.79 |
| Volatility (ann.) | 18.43% | 33.39% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.9 | 0.41 |
| Skew | 1.21 | 0.32 |
| Kurtosis | 29.27 | 8.89 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.29% | 1.92% |
| Expected Yearly % | 55.5% | 22.1% |
| Kelly Criterion | 9.76% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.84% |
| Expected Shortfall (cVaR) | -1.55% | -2.84% |
| Year | 11990826:ETHUSD | 11990826:ethusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 9.78 | -0.29 | + |
| 2023 | 91.16 | 73.62 | 0.81 | - |
| 2024 | 45.75 | 66.10 | 1.44 | + |
| 2025 | 19.96 | 84.72 | 4.25 | + |
| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| MTD | 10.14% | -3.64% |
| 3M | 58.12% | 27.31% |
| 6M | 82.05% | 151.47% |
| YTD | 84.72% | 19.96% |
| 1Y | 101.85% | 51.97% |
| 3Y (ann.) | 77.55% | 45.47% |
| 5Y (ann.) | 68.53% | 26.62% |
| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 196.0 | 515.0 |
| Avg. Drawdown | -4.06% | -10.85% |
| Avg. Drawdown Days | 14.0 | 41.0 |
| Recovery Factor | 20.5 | 1.9 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-12-18 | 2025-07-02 | -20.29 | 196 |
| 2022-08-25 | 2022-09-23 | -16.59 | 28 |
| 2022-11-12 | 2023-02-16 | -14.72 | 95 |
| 2023-05-06 | 2023-06-22 | -13.60 | 47 |
| 2024-02-07 | 2024-03-22 | -11.97 | 44 |
| 2024-04-01 | 2024-05-17 | -10.67 | 46 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2023-06-23 | 2023-10-23 | -9.09 | 121 |
| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.88% | 27.26% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 33.61% | 56.93% |
| Worst Month | -11.07% | -44.86% |
| Best Year | 84.72% | 91.16% |
| Worst Year | 9.78% | -33.51% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -1.02% | -1.05% |
| Avg. Up Week | 5.78% | 7.63% |
| Avg. Down Week | -3.07% | -5.92% |
| Avg. Up Month | 9.58% | 18.96% |
| Avg. Down Month | -4.88% | -15.59% |
| Win Days % | 51.81% | 50.39% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 58.82% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 75.0% |