| Metric | 11990846:ethusd:triple_med_gx:lsma90_140 | 11990846:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 462.81% | 122.23% |
| Max Drawdown | -25.37% | -64.23% |
| Sharpe | 0.77 | 0.34 |
| Sortino | 1.19 | 0.5 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.7 | 1.08 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.37 | 1.02 |
| Outlier Win Ratio | 16.62 | 3.61 |
| Outlier Loss Ratio | 4.26 | 3.81 |
| Volatility (ann.) | 18.84% | 33.39% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.63 | 0.41 |
| Skew | 1.02 | 0.32 |
| Kurtosis | 26.98 | 8.89 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.2% | 1.92% |
| Expected Yearly % | 54.02% | 22.1% |
| Kelly Criterion | 9.13% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.84% |
| Expected Shortfall (cVaR) | -1.58% | -2.84% |
| Year | 11990846:ETHUSD | 11990846:ethusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -3.01 | 0.09 | + |
| 2023 | 91.16 | 83.31 | 0.91 | - |
| 2024 | 45.75 | 82.48 | 1.80 | + |
| 2025 | 19.96 | 73.48 | 3.68 | + |
| Metric | 11990846:ethusd:triple_med_gx:lsma90_140 | 11990846:ETHUSD |
|---|---|---|
| MTD | 13.45% | -3.64% |
| 3M | 65.03% | 27.31% |
| 6M | 84.58% | 151.47% |
| YTD | 73.48% | 19.96% |
| 1Y | 106.25% | 51.97% |
| 3Y (ann.) | 83.05% | 45.47% |
| 5Y (ann.) | 66.64% | 26.62% |
| Metric | 11990846:ethusd:triple_med_gx:lsma90_140 | 11990846:ETHUSD |
|---|---|---|
| Max Drawdown | -25.37% | -64.23% |
| Longest DD Days | 232.0 | 515.0 |
| Avg. Drawdown | -4.02% | -10.85% |
| Avg. Drawdown Days | 14.0 | 41.0 |
| Recovery Factor | 18.24 | 1.9 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-08-07 | -25.37 | 232 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-13 | 2023-02-01 | -20.31 | 172 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-03-19 | 2024-03-21 | -11.69 | 2 |
| 2023-05-06 | 2023-06-21 | -11.46 | 46 |
| 2023-06-23 | 2023-10-23 | -10.70 | 122 |
| 2024-04-01 | 2024-04-28 | -10.35 | 27 |
| 2024-05-18 | 2024-07-15 | -9.73 | 58 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| Metric | 11990846:ethusd:triple_med_gx:lsma90_140 | 11990846: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 | 35.38% | 56.93% |
| Worst Month | -10.31% | -44.86% |
| Best Year | 83.31% | 91.16% |
| Worst Year | -3.01% | -33.51% |
| Avg. Up Day | 1.15% | 1.15% |
| Avg. Down Day | -1.01% | -1.04% |
| Avg. Up Week | 5.69% | 6.89% |
| Avg. Down Week | -3.43% | -6.36% |
| Avg. Up Month | 9.66% | 17.86% |
| Avg. Down Month | -4.37% | -16.26% |
| Win Days % | 51.62% | 50.39% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 59.62% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |