| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 478.68% | 145.22% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.83 | 0.38 |
| Sortino | 1.33 | 0.55 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.62 | 1.09 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | 1.27 | 1.03 |
| Outlier Win Ratio | 18.35 | 3.65 |
| Outlier Loss Ratio | 4.3 | 3.75 |
| Volatility (ann.) | 18.58% | 33.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 3.07 | 0.5 |
| Skew | 2.2 | 0.27 |
| Kurtosis | 44.74 | 8.78 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.49% | 2.27% |
| Expected Yearly % | 55.1% | 25.14% |
| Kelly Criterion | 9.6% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -2.84% |
| Expected Shortfall (cVaR) | -1.56% | -2.84% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -0.60 | 0.02 | + |
| 2023 | 91.16 | 83.18 | 0.91 | - |
| 2024 | 45.75 | 114.29 | 2.50 | + |
| 2025 | 32.37 | 48.31 | 1.49 | + |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 30.0% | 19.21% |
| 3M | 48.57% | 73.69% |
| 6M | 43.56% | 61.73% |
| YTD | 48.31% | 32.37% |
| 1Y | 120.26% | 71.5% |
| 3Y (ann.) | 78.67% | 32.36% |
| 5Y (ann.) | 72.52% | 32.13% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 173.0 | 515.0 |
| Avg. Drawdown | -4.15% | -10.44% |
| Avg. Drawdown Days | 16.0 | 42.0 |
| Recovery Factor | 20.25 | 2.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-08-12 | -23.64 | 57 |
| 2024-12-19 | 2025-06-10 | -21.59 | 173 |
| 2022-08-13 | 2022-10-25 | -16.72 | 72 |
| 2022-11-15 | 2023-04-10 | -14.33 | 145 |
| 2025-06-20 | 2025-07-02 | -14.01 | 12 |
| 2024-01-30 | 2024-03-20 | -11.47 | 50 |
| 2023-05-06 | 2023-06-21 | -9.07 | 46 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-09-14 | 2024-10-14 | -8.10 | 30 |
| 2023-06-23 | 2023-10-20 | -7.54 | 118 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 27.26% |
| Worst Week | -12.27% | -34.61% |
| Best Month | 36.39% | 56.93% |
| Worst Month | -8.93% | -44.86% |
| Best Year | 114.29% | 91.16% |
| Worst Year | -0.6% | -33.51% |
| Avg. Up Day | 1.16% | 1.2% |
| Avg. Down Day | -1.01% | -1.06% |
| Avg. Up Week | 6.03% | 7.75% |
| Avg. Down Week | -2.65% | -7.16% |
| Avg. Up Month | 11.28% | 18.92% |
| Avg. Down Month | -3.66% | -10.6% |
| Win Days % | 51.52% | 50.56% |
| Win Month % | 73.68% | 52.5% |
| Win Week % | 57.14% | 52.91% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |