| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 262.49% | 77.16% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.63 | 0.29 |
| Sortino | 0.95 | 0.42 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.55 | 1.05 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 20.6 | 3.42 |
| Outlier Loss Ratio | 4.07 | 3.66 |
| Volatility (ann.) | 17.09% | 33.42% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.9 | 0.28 |
| Skew | 0.93 | 0.29 |
| Kurtosis | 34.64 | 8.68 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.04% | 1.34% |
| Expected Yearly % | 37.98% | 15.37% |
| Kelly Criterion | 7.1% | 3.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.85% |
| Expected Shortfall (cVaR) | -1.44% | -2.85% |
| Year | 11990975:ETHUSD | 11990975:ethusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -6.44 | 0.19 | + |
| 2023 | 91.16 | 40.92 | 0.45 | - |
| 2024 | 45.75 | 65.51 | 1.43 | + |
| 2025 | -4.37 | 66.11 | -15.12 | + |
| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.21% |
| 3M | 10.21% | -28.03% |
| 6M | 43.17% | 28.61% |
| YTD | 66.11% | -4.37% |
| 1Y | 52.34% | 1.62% |
| 3Y (ann.) | 54.3% | 37.83% |
| 5Y (ann.) | 44.92% | 17.91% |
| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 450.0 | 515.0 |
| Avg. Drawdown | -4.02% | -11.32% |
| Avg. Drawdown Days | 20.0 | 43.0 |
| Recovery Factor | 11.1 | 1.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-08-12 | -23.64 | 57 |
| 2022-08-25 | 2023-11-18 | -22.05 | 450 |
| 2025-02-14 | 2025-08-04 | -17.50 | 171 |
| 2024-12-19 | 2025-01-31 | -16.30 | 43 |
| 2025-10-27 | 2025-11-17 | -15.01 | 20 |
| 2023-12-28 | 2024-03-21 | -11.75 | 83 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-02-14 | -6.56 | 10 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.63% | 27.26% |
| Worst Week | -12.52% | -34.61% |
| Best Month | 21.63% | 56.93% |
| Worst Month | -10.44% | -44.86% |
| Best Year | 66.11% | 91.16% |
| Worst Year | -6.44% | -33.51% |
| Avg. Up Day | 1.17% | 1.17% |
| Avg. Down Day | -1.05% | -1.11% |
| Avg. Up Week | 5.0% | 7.25% |
| Avg. Down Week | -3.14% | -7.08% |
| Avg. Up Month | 6.86% | 15.53% |
| Avg. Down Month | -7.08% | -12.54% |
| Win Days % | 51.11% | 50.4% |
| Win Month % | 81.58% | 48.84% |
| Win Week % | 57.45% | 51.89% |
| Win Quarter % | 86.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |