| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 330.28% | 61.65% |
| Max Drawdown | -21.17% | -50.1% |
| Sharpe | 4.67 | 1.71 |
| Sortino | 15.8 | 3.35 |
| Payoff Ratio | 7.17 | 1.86 |
| Profit Factor | 2.92 | 1.36 |
| Common Sense Ratio | 8.74 | 1.72 |
| CPC Index | 5.18 | 1.05 |
| Tail Ratio | 3.0 | 1.27 |
| Outlier Win Ratio | 3.48 | 3.24 |
| Outlier Loss Ratio | 13.74 | 2.83 |
| Volatility (ann.) | 117.72% | 228.05% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.28 | 0.38 |
| Skew | 2.54 | 2.06 |
| Kurtosis | 8.77 | 10.12 |
| Expected Daily % | 1.34% | 0.44% |
| Expected Monthly % | 4.52% | 1.47% |
| Expected Yearly % | 44.02% | 12.76% |
| Kelly Criterion | 14.27% | 9.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.63% | -18.57% |
| Expected Shortfall (cVaR) | -8.63% | -18.57% |
| Year | 11990860:ETHUSD | 11990860:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -2.55 | -0.83 | 0.33 | + |
| 2023 | 78.96 | 82.02 | 1.04 | + |
| 2024 | 81.49 | 201.86 | 2.48 | + |
| 2025 | -48.93 | -21.03 | 0.43 | + |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| MTD | -7.69% | -25.51% |
| 3M | -21.03% | -48.93% |
| 6M | 48.83% | -11.64% |
| YTD | -21.03% | -48.93% |
| 1Y | 114.03% | -43.47% |
| 3Y (ann.) | 69.44% | 18.95% |
| 5Y (ann.) | 69.44% | 18.95% |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Max Drawdown | -21.17% | -50.1% |
| Longest DD Days | 125.0 | 241.0 |
| Avg. Drawdown | -4.08% | -26.6% |
| Avg. Drawdown Days | 41.0 | 125.0 |
| Recovery Factor | 15.6 | 1.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-20 | -21.17 | 92 |
| 2022-06-29 | 2022-10-26 | -10.28 | 119 |
| 2022-11-12 | 2023-03-17 | -9.26 | 125 |
| 2023-07-15 | 2023-10-27 | -6.61 | 104 |
| 2024-06-11 | 2024-07-15 | -5.33 | 34 |
| 2024-03-18 | 2024-04-24 | -5.22 | 36 |
| 2023-04-26 | 2023-06-26 | -3.97 | 61 |
| 2024-07-17 | 2024-08-18 | -3.74 | 32 |
| 2024-04-25 | 2024-05-21 | -3.52 | 25 |
| 2024-01-05 | 2024-02-09 | -1.93 | 35 |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Best Day | 34.78% | 68.4% |
| Worst Day | -7.95% | -32.37% |
| Best Week | 34.78% | 68.4% |
| Worst Week | -7.95% | -32.37% |
| Best Month | 34.53% | 40.14% |
| Worst Month | -10.31% | -25.51% |
| Best Year | 201.86% | 81.49% |
| Worst Year | -21.03% | -48.93% |
| Avg. Up Day | 9.33% | 9.53% |
| Avg. Down Day | -1.3% | -5.11% |
| Avg. Up Week | 10.01% | 9.96% |
| Avg. Down Week | -1.93% | -7.84% |
| Avg. Up Month | 11.54% | 10.77% |
| Avg. Down Month | -5.91% | -11.43% |
| Win Days % | 24.77% | 41.28% |
| Win Month % | 63.64% | 57.58% |
| Win Week % | 35.14% | 47.3% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |