| Metric | 11990830:ethusd:triple_med_gx:lsma85_140 | 11990830:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 239.23% | 93.89% |
| Max Drawdown | -24.16% | -64.23% |
| Sharpe | 0.61 | 0.32 |
| Sortino | 0.93 | 0.47 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.68 | 0.57 |
| Tail Ratio | 1.27 | 1.03 |
| Outlier Win Ratio | 17.68 | 3.6 |
| Outlier Loss Ratio | 4.2 | 3.82 |
| Volatility (ann.) | 18.66% | 33.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.94 | 0.36 |
| Skew | 1.11 | 0.27 |
| Kurtosis | 29.12 | 8.87 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.1% | 1.67% |
| Expected Yearly % | 35.71% | 18.0% |
| Kelly Criterion | 7.19% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.84% |
| Expected Shortfall (cVaR) | -1.58% | -2.84% |
| Year | 11990830:ETHUSD | 11990830:ethusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 4.03 | -0.12 | + |
| 2023 | 91.16 | 82.54 | 0.91 | - |
| 2024 | 45.75 | 68.71 | 1.50 | + |
| 2025 | 4.66 | 5.89 | 1.27 | + |
| Metric | 11990830:ethusd:triple_med_gx:lsma85_140 | 11990830:ETHUSD |
|---|---|---|
| MTD | 0.0% | -5.75% |
| 3M | 13.32% | 90.07% |
| 6M | 5.49% | 5.61% |
| YTD | 5.89% | 4.66% |
| 1Y | 49.66% | 16.73% |
| 3Y (ann.) | 51.85% | 28.77% |
| 5Y (ann.) | 46.82% | 23.14% |
| Metric | 11990830:ethusd:triple_med_gx:lsma85_140 | 11990830:ETHUSD |
|---|---|---|
| Max Drawdown | -24.16% | -64.23% |
| Longest DD Days | 228.0 | 509.0 |
| Avg. Drawdown | -4.96% | -11.23% |
| Avg. Drawdown Days | 19.0 | 47.0 |
| Recovery Factor | 9.9 | 1.46 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-08-03 | -24.16 | 228 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2022-10-25 | -16.59 | 61 |
| 2022-10-25 | 2023-02-02 | -15.43 | 99 |
| 2023-05-06 | 2023-06-21 | -12.38 | 46 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-02-07 | 2024-03-25 | -12.12 | 47 |
| 2024-04-01 | 2024-04-28 | -10.35 | 27 |
| 2022-06-26 | 2022-08-25 | -9.95 | 59 |
| 2023-06-23 | 2023-10-23 | -9.82 | 121 |
| Metric | 11990830:ethusd:triple_med_gx:lsma85_140 | 11990830: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 | 22.65% | 56.93% |
| Worst Month | -11.82% | -44.86% |
| Best Year | 82.54% | 91.16% |
| Worst Year | 4.03% | -33.51% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -1.03% | -1.07% |
| Avg. Up Week | 4.7% | 7.04% |
| Avg. Down Week | -3.52% | -6.27% |
| Avg. Up Month | 8.23% | 18.98% |
| Avg. Down Month | -4.51% | -14.49% |
| Win Days % | 51.1% | 50.34% |
| Win Month % | 67.57% | 50.0% |
| Win Week % | 61.22% | 52.35% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |