| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 457.84% | 87.48% |
| Max Drawdown | -39.9% | -64.23% |
| Sharpe | 0.7 | 0.3 |
| Sortino | 1.08 | 0.43 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.55 | 1.05 |
| CPC Index | 0.68 | 0.57 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 15.05 | 3.69 |
| Outlier Loss Ratio | 4.3 | 3.88 |
| Volatility (ann.) | 20.17% | 33.57% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.57 | 0.3 |
| Skew | 1.36 | 0.29 |
| Kurtosis | 31.33 | 8.5 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.98% | 1.44% |
| Expected Yearly % | 53.68% | 17.01% |
| Kelly Criterion | 7.35% | 4.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -2.86% |
| Expected Shortfall (cVaR) | -1.7% | -2.86% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 3.14 | -0.09 | + |
| 2023 | 91.16 | 83.28 | 0.91 | - |
| 2024 | 45.75 | 152.00 | 3.32 | + |
| 2025 | 1.20 | 17.11 | 14.28 | + |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -23.79% | -21.8% |
| 6M | -2.49% | 19.68% |
| YTD | 17.11% | 1.2% |
| 1Y | 7.4% | -9.25% |
| 3Y (ann.) | 74.27% | 38.66% |
| 5Y (ann.) | 62.58% | 19.45% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -39.9% | -64.23% |
| Longest DD Days | 170.0 | 515.0 |
| Avg. Drawdown | -4.82% | -11.6% |
| Avg. Drawdown Days | 15.0 | 43.0 |
| Recovery Factor | 11.48 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -39.90 | 64 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-10-25 | -23.02 | 121 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2022-10-25 | 2023-02-02 | -14.92 | 99 |
| 2023-05-06 | 2023-10-23 | -14.80 | 170 |
| 2025-06-20 | 2025-07-02 | -14.01 | 12 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-02-09 | 2024-03-25 | -12.21 | 45 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -15.18% | -34.61% |
| Best Month | 37.16% | 56.93% |
| Worst Month | -17.2% | -44.86% |
| Best Year | 152.0% | 91.16% |
| Worst Year | 3.14% | -33.51% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -1.04% | -1.07% |
| Avg. Up Week | 6.36% | 7.87% |
| Avg. Down Week | -3.87% | -6.77% |
| Avg. Up Month | 11.76% | 20.26% |
| Avg. Down Month | -5.26% | -13.64% |
| Win Days % | 51.52% | 50.46% |
| Win Month % | 63.41% | 50.0% |
| Win Week % | 58.68% | 51.6% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 100.0% | 75.0% |