| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 327.75% | 59.37% |
| Max Drawdown | -26.64% | -64.23% |
| Sharpe | 0.64 | 0.27 |
| Sortino | 0.97 | 0.39 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.5 | 1.04 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 15.75 | 3.69 |
| Outlier Loss Ratio | 4.32 | 3.79 |
| Volatility (ann.) | 19.28% | 33.39% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.95 | 0.22 |
| Skew | 0.85 | 0.29 |
| Kurtosis | 23.25 | 8.71 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.44% | 1.09% |
| Expected Yearly % | 43.81% | 12.36% |
| Kelly Criterion | 6.13% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -2.85% |
| Expected Shortfall (cVaR) | -1.63% | -2.85% |
| Year | 11996269:ETHUSD | 11996269:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 8.37 | -0.21 | + |
| 2023 | 91.16 | 81.17 | 0.89 | - |
| 2024 | 45.75 | 76.79 | 1.68 | + |
| 2025 | -4.37 | 23.24 | -5.32 | + |
| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| MTD | -6.91% | -17.21% |
| 3M | -13.03% | -28.03% |
| 6M | 22.18% | 28.61% |
| YTD | 23.24% | -4.37% |
| 1Y | 15.37% | 1.62% |
| 3Y (ann.) | 56.4% | 37.83% |
| 5Y (ann.) | 52.05% | 14.38% |
| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| Max Drawdown | -26.64% | -64.23% |
| Longest DD Days | 243.0 | 515.0 |
| Avg. Drawdown | -4.44% | -11.32% |
| Avg. Drawdown Days | 19.0 | 43.0 |
| Recovery Factor | 12.3 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-07 | -26.64 | 243 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-10-07 | 2025-11-17 | -20.01 | 40 |
| 2023-05-06 | 2023-10-24 | -18.59 | 171 |
| 2024-02-08 | 2024-08-06 | -17.52 | 180 |
| 2022-08-25 | 2023-02-16 | -16.62 | 175 |
| 2025-08-14 | 2025-10-06 | -12.57 | 53 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2023-03-14 | 2023-04-13 | -7.68 | 29 |
| 2022-08-13 | 2022-08-25 | -7.38 | 11 |
| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269: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 | 33.04% | 56.93% |
| Worst Month | -10.04% | -44.86% |
| Best Year | 81.17% | 91.16% |
| Worst Year | 8.37% | -40.19% |
| Avg. Up Day | 1.15% | 1.15% |
| Avg. Down Day | -1.02% | -1.03% |
| Avg. Up Week | 5.83% | 7.3% |
| Avg. Down Week | -3.52% | -6.47% |
| Avg. Up Month | 11.99% | 20.09% |
| Avg. Down Month | -5.81% | -11.83% |
| Win Days % | 50.23% | 50.36% |
| Win Month % | 63.41% | 46.51% |
| Win Week % | 51.69% | 51.89% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |