| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 313.67% | 87.48% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.65 | 0.3 |
| Sortino | 1.0 | 0.43 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.58 | 1.05 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 20.08 | 3.54 |
| Outlier Loss Ratio | 4.14 | 3.74 |
| Volatility (ann.) | 17.75% | 33.57% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.09 | 0.3 |
| Skew | 0.96 | 0.29 |
| Kurtosis | 31.45 | 8.5 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.28% | 1.44% |
| Expected Yearly % | 42.61% | 17.01% |
| Kelly Criterion | 8.0% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.86% |
| Expected Shortfall (cVaR) | -1.5% | -2.86% |
| Year | 11990829:ETHUSD | 11990829:ethusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 1.13 | -0.03 | + |
| 2023 | 91.16 | 63.20 | 0.69 | - |
| 2024 | 45.75 | 56.23 | 1.23 | + |
| 2025 | 1.20 | 60.42 | 50.42 | + |
| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | 17.95% | -21.8% |
| 6M | 41.62% | 19.68% |
| YTD | 60.42% | 1.2% |
| 1Y | 37.37% | -9.25% |
| 3Y (ann.) | 58.94% | 38.66% |
| 5Y (ann.) | 49.4% | 19.45% |
| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 232.0 | 515.0 |
| Avg. Drawdown | -3.65% | -11.6% |
| Avg. Drawdown Days | 16.0 | 43.0 |
| Recovery Factor | 13.27 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-12-18 | 2025-08-07 | -20.29 | 232 |
| 2025-11-12 | 2025-12-10 | -16.74 | 28 |
| 2022-08-25 | 2023-03-13 | -16.59 | 200 |
| 2024-01-30 | 2024-03-25 | -14.34 | 54 |
| 2023-05-06 | 2023-06-21 | -10.39 | 46 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2023-03-14 | 2023-05-05 | -8.06 | 51 |
| 2024-08-14 | 2024-09-13 | -7.77 | 30 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.13% | 27.26% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 28.26% | 56.93% |
| Worst Month | -14.37% | -44.86% |
| Best Year | 63.2% | 91.16% |
| Worst Year | 1.13% | -33.51% |
| Avg. Up Day | 1.21% | 1.21% |
| Avg. Down Day | -1.04% | -1.1% |
| Avg. Up Week | 5.33% | 7.69% |
| Avg. Down Week | -3.64% | -6.6% |
| Avg. Up Month | 7.8% | 14.81% |
| Avg. Down Month | -5.47% | -11.23% |
| Win Days % | 50.61% | 50.46% |
| Win Month % | 74.36% | 50.0% |
| Win Week % | 59.79% | 51.6% |
| Win Quarter % | 86.67% | 53.33% |
| Win Year % | 100.0% | 75.0% |