| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 261.51% | 87.48% |
| Max Drawdown | -26.62% | -64.23% |
| Sharpe | 0.6 | 0.3 |
| Sortino | 0.89 | 0.43 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.59 | 1.05 |
| CPC Index | 0.67 | 0.56 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 19.27 | 3.53 |
| Outlier Loss Ratio | 4.12 | 3.76 |
| Volatility (ann.) | 17.86% | 33.57% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.65 | 0.3 |
| Skew | 0.73 | 0.29 |
| Kurtosis | 29.62 | 8.5 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.96% | 1.44% |
| Expected Yearly % | 37.89% | 17.01% |
| Kelly Criterion | 6.79% | 3.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.86% |
| Expected Shortfall (cVaR) | -1.51% | -2.86% |
| Year | 11990980:ETHUSD | 11990980:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -4.80 | 0.14 | + |
| 2023 | 91.16 | 42.80 | 0.47 | - |
| 2024 | 45.75 | 72.92 | 1.59 | + |
| 2025 | 1.20 | 53.79 | 44.88 | + |
| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -4.23% | -21.8% |
| 6M | 27.2% | 19.68% |
| YTD | 53.79% | 1.2% |
| 1Y | 41.04% | -9.25% |
| 3Y (ann.) | 54.9% | 38.66% |
| 5Y (ann.) | 43.81% | 19.45% |
| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| Max Drawdown | -26.62% | -64.23% |
| Longest DD Days | 423.0 | 515.0 |
| Avg. Drawdown | -4.32% | -11.6% |
| Avg. Drawdown Days | 19.0 | 43.0 |
| Recovery Factor | 9.82 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -26.62 | 44 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-10-23 | -21.97 | 423 |
| 2025-02-14 | 2025-08-04 | -18.00 | 170 |
| 2024-12-19 | 2025-01-24 | -16.30 | 35 |
| 2024-03-17 | 2024-03-21 | -11.75 | 3 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-04-01 | 2024-05-17 | -8.12 | 46 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -12.52% | -34.61% |
| Best Month | 32.05% | 56.93% |
| Worst Month | -22.41% | -44.86% |
| Best Year | 72.92% | 91.16% |
| Worst Year | -4.8% | -33.51% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.06% | -1.1% |
| Avg. Up Week | 5.19% | 7.37% |
| Avg. Down Week | -3.19% | -6.93% |
| Avg. Up Month | 8.6% | 20.84% |
| Avg. Down Month | -5.36% | -12.52% |
| Win Days % | 51.46% | 50.46% |
| Win Month % | 65.85% | 50.0% |
| Win Week % | 57.28% | 51.6% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |