| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 145.79% | 59.37% |
| Max Drawdown | -29.49% | -64.23% |
| Sharpe | 0.47 | 0.27 |
| Sortino | 0.71 | 0.39 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.55 | 1.04 |
| CPC Index | 0.65 | 0.55 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 23.39 | 3.36 |
| Outlier Loss Ratio | 3.87 | 3.56 |
| Volatility (ann.) | 16.75% | 33.39% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.0 | 0.22 |
| Skew | 1.18 | 0.29 |
| Kurtosis | 41.02 | 8.71 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.11% | 1.09% |
| Expected Yearly % | 25.21% | 12.36% |
| Kelly Criterion | 5.29% | 2.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.85% |
| Expected Shortfall (cVaR) | -1.42% | -2.85% |
| Year | 11996206:ETHUSD | 11996206:ethusd:triple_med_gx:lsma25_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -18.29 | 0.46 | + |
| 2023 | 91.16 | 54.11 | 0.59 | - |
| 2024 | 45.75 | 46.45 | 1.02 | + |
| 2025 | -4.37 | 33.28 | -7.61 | + |
| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| MTD | -4.88% | -17.21% |
| 3M | -4.76% | -28.03% |
| 6M | 11.39% | 28.61% |
| YTD | 33.28% | -4.37% |
| 1Y | 22.63% | 1.62% |
| 3Y (ann.) | 43.01% | 37.83% |
| 5Y (ann.) | 29.6% | 14.38% |
| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| Max Drawdown | -29.49% | -64.23% |
| Longest DD Days | 267.0 | 515.0 |
| Avg. Drawdown | -5.84% | -11.32% |
| Avg. Drawdown Days | 29.0 | 43.0 |
| Recovery Factor | 4.94 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-05-05 | -29.49 | 267 |
| 2022-06-16 | 2022-08-11 | -23.64 | 56 |
| 2024-12-10 | 2025-02-03 | -21.20 | 55 |
| 2025-03-08 | 2025-06-10 | -17.25 | 93 |
| 2024-01-30 | 2024-04-21 | -17.16 | 81 |
| 2025-06-10 | 2025-08-07 | -15.18 | 57 |
| 2025-10-14 | 2025-11-17 | -12.09 | 34 |
| 2025-08-08 | 2025-10-12 | -8.15 | 64 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2023-05-05 | 2023-11-19 | -7.74 | 198 |
| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.09% | 27.26% |
| Worst Week | -14.37% | -34.61% |
| Best Month | 18.09% | 56.93% |
| Worst Month | -12.22% | -44.86% |
| Best Year | 54.11% | 91.16% |
| Worst Year | -18.29% | -40.19% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.08% | -1.15% |
| Avg. Up Week | 4.66% | 6.45% |
| Avg. Down Week | -3.32% | -7.2% |
| Avg. Up Month | 6.49% | 14.86% |
| Avg. Down Month | -5.49% | -15.2% |
| Win Days % | 50.2% | 50.36% |
| Win Month % | 67.57% | 46.51% |
| Win Week % | 55.79% | 51.89% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |