| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 400.65% | 99.91% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.75 | 0.32 |
| Sortino | 1.17 | 0.46 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 1.31 | 1.01 |
| Outlier Win Ratio | 18.65 | 3.62 |
| Outlier Loss Ratio | 4.21 | 3.72 |
| Volatility (ann.) | 18.05% | 33.36% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.58 | 0.35 |
| Skew | 1.21 | 0.32 |
| Kurtosis | 30.21 | 8.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.91% | 1.66% |
| Expected Yearly % | 49.58% | 18.91% |
| Kelly Criterion | 8.79% | 6.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -2.84% |
| Expected Shortfall (cVaR) | -1.52% | -2.84% |
| Year | 11996230:ETHUSD | 11996230:ethusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 4.39 | -0.11 | + |
| 2023 | 91.16 | 60.46 | 0.66 | - |
| 2024 | 45.75 | 56.06 | 1.23 | + |
| 2025 | 19.96 | 91.53 | 4.59 | + |
| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| MTD | 9.07% | -3.64% |
| 3M | 48.81% | 27.31% |
| 6M | 66.85% | 151.47% |
| YTD | 91.53% | 19.96% |
| 1Y | 100.92% | 51.97% |
| 3Y (ann.) | 64.93% | 45.47% |
| 5Y (ann.) | 61.09% | 22.76% |
| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 200.0 | 515.0 |
| Avg. Drawdown | -4.27% | -10.85% |
| Avg. Drawdown Days | 16.0 | 41.0 |
| Recovery Factor | 16.95 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-03-13 | -22.81 | 200 |
| 2024-12-03 | 2025-02-03 | -22.03 | 62 |
| 2025-02-14 | 2025-07-02 | -18.65 | 137 |
| 2024-01-30 | 2024-04-22 | -16.61 | 82 |
| 2023-05-06 | 2023-06-21 | -12.41 | 46 |
| 2023-07-14 | 2023-10-23 | -9.65 | 100 |
| 2024-06-12 | 2024-07-15 | -9.65 | 33 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -13.38% | -34.61% |
| Best Month | 31.04% | 56.93% |
| Worst Month | -16.13% | -44.86% |
| Best Year | 91.53% | 91.16% |
| Worst Year | 4.39% | -40.19% |
| Avg. Up Day | 1.16% | 1.16% |
| Avg. Down Day | -1.01% | -1.03% |
| Avg. Up Week | 5.43% | 7.46% |
| Avg. Down Week | -3.29% | -6.29% |
| Avg. Up Month | 9.46% | 19.71% |
| Avg. Down Month | -6.96% | -11.15% |
| Win Days % | 51.18% | 50.34% |
| Win Month % | 70.0% | 47.62% |
| Win Week % | 59.8% | 52.78% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 100.0% | 75.0% |