| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 365.45% | 99.91% |
| Max Drawdown | -23.76% | -64.23% |
| Sharpe | 0.69 | 0.32 |
| Sortino | 1.07 | 0.46 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 16.28 | 3.67 |
| Outlier Loss Ratio | 4.38 | 3.83 |
| Volatility (ann.) | 18.95% | 33.36% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.43 | 0.35 |
| Skew | 1.02 | 0.32 |
| Kurtosis | 25.46 | 8.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.73% | 1.66% |
| Expected Yearly % | 46.88% | 18.91% |
| Kelly Criterion | 7.35% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.84% |
| Expected Shortfall (cVaR) | -1.6% | -2.84% |
| Year | 11996412:ETHUSD | 11996412:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 2.94 | -0.07 | + |
| 2023 | 91.16 | 82.24 | 0.90 | - |
| 2024 | 45.75 | 81.94 | 1.79 | + |
| 2025 | 19.96 | 36.36 | 1.82 | + |
| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| MTD | 4.41% | -3.64% |
| 3M | 32.43% | 27.31% |
| 6M | 44.7% | 151.47% |
| YTD | 36.36% | 19.96% |
| 1Y | 81.16% | 51.97% |
| 3Y (ann.) | 66.33% | 45.47% |
| 5Y (ann.) | 57.66% | 22.76% |
| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| Max Drawdown | -23.76% | -64.23% |
| Longest DD Days | 231.0 | 515.0 |
| Avg. Drawdown | -4.64% | -10.85% |
| Avg. Drawdown Days | 20.0 | 41.0 |
| Recovery Factor | 15.38 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-07 | -23.76 | 231 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-10-25 | -19.28 | 121 |
| 2022-10-25 | 2023-02-01 | -16.33 | 99 |
| 2024-02-08 | 2024-07-15 | -14.71 | 158 |
| 2023-05-06 | 2023-06-22 | -13.90 | 47 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2023-11-20 | 2023-12-03 | -8.77 | 13 |
| 2022-06-14 | 2022-06-15 | -8.30 | 1 |
| 2023-06-23 | 2023-10-22 | -8.25 | 121 |
| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.73% | 27.26% |
| Worst Week | -12.56% | -34.61% |
| Best Month | 30.61% | 56.93% |
| Worst Month | -7.51% | -44.86% |
| Best Year | 82.24% | 91.16% |
| Worst Year | 2.94% | -40.19% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -1.0% | -1.01% |
| Avg. Up Week | 5.52% | 7.22% |
| Avg. Down Week | -3.42% | -6.44% |
| Avg. Up Month | 10.81% | 20.43% |
| Avg. Down Month | -3.26% | -12.14% |
| Win Days % | 50.91% | 50.34% |
| Win Month % | 60.0% | 47.62% |
| Win Week % | 57.41% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 75.0% |