| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 478.68% | 133.33% |
| Max Drawdown | -21.59% | -63.9% |
| Sharpe | 1.68 | 0.73 |
| Sortino | 2.9 | 1.06 |
| Payoff Ratio | 1.29 | 1.28 |
| Profit Factor | 1.58 | 1.12 |
| Common Sense Ratio | 2.73 | 1.25 |
| CPC Index | 1.1 | 0.73 |
| Tail Ratio | 1.73 | 1.12 |
| Outlier Win Ratio | 16.12 | 3.45 |
| Outlier Loss Ratio | 4.23 | 3.18 |
| Volatility (ann.) | 36.24% | 68.43% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.36 | 0.47 |
| Skew | 1.49 | -0.06 |
| Kurtosis | 17.0 | 4.01 |
| Expected Daily % | 0.15% | 0.07% |
| Expected Monthly % | 4.49% | 2.14% |
| Expected Yearly % | 55.1% | 23.59% |
| Kelly Criterion | 18.32% | 12.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.95% | -5.76% |
| Expected Shortfall (cVaR) | -2.95% | -5.76% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | -0.81 | 0.02 | + |
| 2023 | 91.13 | 81.70 | 0.90 | - |
| 2024 | 46.48 | 116.48 | 2.51 | + |
| 2025 | 32.52 | 48.31 | 1.49 | + |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 30.0% | 14.67% |
| 3M | 48.57% | 72.31% |
| 6M | 43.8% | 62.63% |
| YTD | 48.31% | 32.52% |
| 1Y | 114.71% | 67.81% |
| 3Y (ann.) | 76.53% | 30.94% |
| 5Y (ann.) | 72.6% | 30.14% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -21.59% | -63.9% |
| Longest DD Days | 173.0 | 514.0 |
| Avg. Drawdown | -4.57% | -13.73% |
| Avg. Drawdown Days | 27.0 | 63.0 |
| Recovery Factor | 22.17 | 2.09 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-15 | 2022-06-25 | -21.59 | 10 |
| 2024-12-20 | 2025-06-11 | -19.03 | 173 |
| 2022-08-14 | 2022-10-26 | -15.63 | 73 |
| 2022-11-13 | 2023-04-11 | -13.23 | 149 |
| 2025-06-20 | 2025-07-03 | -10.91 | 13 |
| 2023-12-29 | 2024-03-21 | -10.75 | 83 |
| 2023-04-15 | 2023-06-21 | -7.68 | 67 |
| 2023-06-23 | 2023-10-21 | -6.18 | 120 |
| 2024-09-16 | 2024-10-15 | -6.03 | 29 |
| 2024-03-23 | 2024-03-26 | -5.97 | 3 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 16.33% | 16.74% |
| Worst Day | -12.21% | -20.65% |
| Best Week | 21.16% | 31.75% |
| Worst Week | -13.03% | -38.51% |
| Best Month | 36.39% | 55.48% |
| Worst Month | -8.93% | -44.95% |
| Best Year | 116.48% | 91.13% |
| Worst Year | -0.81% | -37.11% |
| Avg. Up Day | 2.48% | 2.69% |
| Avg. Down Day | -1.93% | -2.1% |
| Avg. Up Week | 6.24% | 7.36% |
| Avg. Down Week | -2.95% | -6.2% |
| Avg. Up Month | 11.53% | 14.96% |
| Avg. Down Month | -2.67% | -9.57% |
| Win Days % | 54.0% | 51.02% |
| Win Month % | 70.27% | 52.5% |
| Win Week % | 61.05% | 48.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |