| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 294.34% | 87.48% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.65 | 0.3 |
| Sortino | 0.98 | 0.43 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.59 | 1.05 |
| CPC Index | 0.7 | 0.57 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 20.56 | 3.51 |
| Outlier Loss Ratio | 4.13 | 3.69 |
| Volatility (ann.) | 17.31% | 33.57% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.0 | 0.3 |
| Skew | 0.95 | 0.29 |
| Kurtosis | 32.92 | 8.5 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.17% | 1.44% |
| Expected Yearly % | 40.92% | 17.01% |
| Kelly Criterion | 7.51% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.86% |
| Expected Shortfall (cVaR) | -1.46% | -2.86% |
| Year | 11990979:ETHUSD | 11990979:ethusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -3.72 | 0.11 | + |
| 2023 | 91.16 | 40.23 | 0.44 | - |
| 2024 | 45.75 | 59.92 | 1.31 | + |
| 2025 | 1.20 | 82.64 | 68.96 | + |
| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | 21.55% | -21.8% |
| 6M | 59.02% | 19.68% |
| YTD | 82.64% | 1.2% |
| 1Y | 67.5% | -9.25% |
| 3Y (ann.) | 58.93% | 38.66% |
| 5Y (ann.) | 47.39% | 19.45% |
| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 422.0 | 515.0 |
| Avg. Drawdown | -3.92% | -11.6% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 12.45 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-10-21 | -20.87 | 422 |
| 2025-02-14 | 2025-07-02 | -17.65 | 137 |
| 2024-12-19 | 2025-02-03 | -16.30 | 46 |
| 2025-11-12 | 2025-12-10 | -15.40 | 28 |
| 2024-03-17 | 2024-03-21 | -11.75 | 3 |
| 2024-06-12 | 2024-08-06 | -8.74 | 54 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2022-08-13 | 2022-08-25 | -8.01 | 11 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979: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 | 29.24% | 56.93% |
| Worst Month | -9.84% | -44.86% |
| Best Year | 82.64% | 91.16% |
| Worst Year | -3.72% | -33.51% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -1.04% | -1.09% |
| Avg. Up Week | 5.29% | 7.61% |
| Avg. Down Week | -3.32% | -6.93% |
| Avg. Up Month | 7.31% | 18.65% |
| Avg. Down Month | -4.8% | -12.05% |
| Win Days % | 51.06% | 50.46% |
| Win Month % | 76.92% | 50.0% |
| Win Week % | 60.42% | 51.6% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |