| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 273.17% | 53.0% |
| Max Drawdown | -24.03% | -51.66% |
| Sharpe | 6.07 | 1.91 |
| Sortino | 17.06 | 3.51 |
| Payoff Ratio | 4.9 | 0.92 |
| Profit Factor | 3.6 | 1.36 |
| Common Sense Ratio | 11.26 | 1.46 |
| CPC Index | 6.47 | 0.65 |
| Tail Ratio | 3.13 | 1.07 |
| Outlier Win Ratio | 4.94 | 3.48 |
| Outlier Loss Ratio | 14.19 | 2.05 |
| Volatility (ann.) | 108.7% | 252.17% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.54 | 0.32 |
| Skew | 1.8 | 1.46 |
| Kurtosis | 6.13 | 6.2 |
| Expected Daily % | 1.66% | 0.53% |
| Expected Monthly % | 4.07% | 1.3% |
| Expected Yearly % | 38.99% | 11.22% |
| Kelly Criterion | 23.8% | -0.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.55% | -20.39% |
| Expected Shortfall (cVaR) | -7.55% | -20.39% |
| Year | 11990851:ETHUSD | 11990851:ethusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.23 | 12.42 | -10.13 | + |
| 2023 | 76.57 | 84.55 | 1.10 | + |
| 2024 | 81.49 | 136.34 | 1.67 | + |
| 2025 | -51.66 | -23.89 | 0.46 | + |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| MTD | -12.63% | -29.73% |
| 3M | -24.03% | -50.47% |
| 6M | 14.84% | -16.37% |
| YTD | -23.89% | -51.66% |
| 1Y | 53.9% | -22.54% |
| 3Y (ann.) | 61.1% | 16.65% |
| 5Y (ann.) | 61.1% | 16.65% |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Max Drawdown | -24.03% | -51.66% |
| Longest DD Days | 102.0 | 454.0 |
| Avg. Drawdown | -2.23% | -19.94% |
| Avg. Drawdown Days | 25.0 | 103.0 |
| Recovery Factor | 11.37 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-18 | -24.03 | 90 |
| 2024-06-11 | 2024-07-15 | -5.44 | 34 |
| 2023-07-15 | 2023-10-25 | -5.10 | 102 |
| 2022-06-28 | 2022-09-07 | -4.37 | 71 |
| 2022-11-12 | 2023-02-18 | -3.96 | 98 |
| 2024-03-18 | 2024-04-24 | -3.17 | 36 |
| 2023-04-26 | 2023-05-28 | -1.96 | 32 |
| 2023-11-23 | 2023-12-05 | -0.53 | 12 |
| 2024-11-04 | 2024-11-10 | -0.18 | 5 |
| 2024-08-05 | 2024-08-17 | -0.18 | 12 |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Best Day | 28.71% | 61.81% |
| Worst Day | -12.47% | -34.28% |
| Best Week | 28.71% | 61.81% |
| Worst Week | -12.47% | -34.28% |
| Best Month | 28.48% | 44.78% |
| Worst Month | -13.08% | -29.73% |
| Best Year | 136.34% | 81.49% |
| Worst Year | -23.89% | -51.66% |
| Avg. Up Day | 6.91% | 7.1% |
| Avg. Down Day | -1.41% | -7.71% |
| Avg. Up Week | 7.39% | 8.58% |
| Avg. Down Week | -1.69% | -8.22% |
| Avg. Up Month | 9.11% | 12.83% |
| Avg. Down Month | -5.59% | -11.18% |
| Win Days % | 36.71% | 51.9% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 42.65% | 48.53% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |