| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 405.81% | 122.23% |
| Max Drawdown | -23.76% | -64.23% |
| Sharpe | 0.75 | 0.34 |
| Sortino | 1.16 | 0.5 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.72 | 0.58 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 17.57 | 3.54 |
| Outlier Loss Ratio | 4.29 | 3.75 |
| Volatility (ann.) | 18.03% | 33.39% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.59 | 0.41 |
| Skew | 1.17 | 0.32 |
| Kurtosis | 29.79 | 8.89 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.93% | 1.92% |
| Expected Yearly % | 49.97% | 22.1% |
| Kelly Criterion | 8.56% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -2.84% |
| Expected Shortfall (cVaR) | -1.52% | -2.84% |
| Year | 11990988:ETHUSD | 11990988:ethusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 2.11 | -0.06 | + |
| 2023 | 91.16 | 53.99 | 0.59 | - |
| 2024 | 45.75 | 85.23 | 1.86 | + |
| 2025 | 19.96 | 73.66 | 3.69 | + |
| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| MTD | 13.5% | -3.64% |
| 3M | 59.49% | 27.31% |
| 6M | 87.22% | 151.47% |
| YTD | 73.66% | 19.96% |
| 1Y | 121.59% | 51.97% |
| 3Y (ann.) | 71.5% | 45.47% |
| 5Y (ann.) | 61.46% | 26.62% |
| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| Max Drawdown | -23.76% | -64.23% |
| Longest DD Days | 195.0 | 515.0 |
| Avg. Drawdown | -4.27% | -10.85% |
| Avg. Drawdown Days | 16.0 | 41.0 |
| Recovery Factor | 17.08 | 1.9 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-08-07 | -23.76 | 195 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-02-16 | -16.59 | 175 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2023-05-06 | 2023-06-21 | -12.42 | 46 |
| 2024-03-17 | 2024-03-21 | -11.75 | 3 |
| 2024-04-01 | 2024-06-12 | -10.35 | 72 |
| 2023-06-23 | 2023-10-23 | -9.99 | 122 |
| 2024-09-14 | 2024-10-14 | -9.41 | 30 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -10.88% | -34.61% |
| Best Month | 33.8% | 56.93% |
| Worst Month | -11.1% | -44.86% |
| Best Year | 85.23% | 91.16% |
| Worst Year | 2.11% | -33.51% |
| Avg. Up Day | 1.12% | 1.12% |
| Avg. Down Day | -1.0% | -1.03% |
| Avg. Up Week | 5.97% | 7.09% |
| Avg. Down Week | -2.98% | -6.16% |
| Avg. Up Month | 9.41% | 20.68% |
| Avg. Down Month | -3.27% | -13.61% |
| Win Days % | 51.72% | 50.39% |
| Win Month % | 65.0% | 50.0% |
| Win Week % | 56.31% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 75.0% |