| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 204.71% | 59.37% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.56 | 0.27 |
| Sortino | 0.84 | 0.39 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 1.48 | 1.04 |
| CPC Index | 0.67 | 0.56 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 21.07 | 3.41 |
| Outlier Loss Ratio | 4.03 | 3.66 |
| Volatility (ann.) | 17.02% | 33.39% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.6 | 0.22 |
| Skew | 0.91 | 0.29 |
| Kurtosis | 35.15 | 8.71 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.63% | 1.09% |
| Expected Yearly % | 32.12% | 12.36% |
| Kelly Criterion | 6.04% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.85% |
| Expected Shortfall (cVaR) | -1.44% | -2.85% |
| Year | 11996525:ETHUSD | 11996525:ethusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 1.57 | -0.04 | + |
| 2023 | 91.16 | 47.56 | 0.52 | - |
| 2024 | 45.75 | 54.07 | 1.18 | + |
| 2025 | -4.37 | 31.97 | -7.31 | + |
| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| MTD | -8.5% | -17.21% |
| 3M | 1.27% | -28.03% |
| 6M | 27.16% | 28.61% |
| YTD | 31.97% | -4.37% |
| 1Y | 26.52% | 1.62% |
| 3Y (ann.) | 43.64% | 37.83% |
| 5Y (ann.) | 37.88% | 14.38% |
| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 300.0 | 515.0 |
| Avg. Drawdown | -3.87% | -11.32% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 8.66 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-08-12 | -23.64 | 57 |
| 2025-02-04 | 2025-08-09 | -19.84 | 186 |
| 2022-08-25 | 2023-06-21 | -19.81 | 300 |
| 2024-12-19 | 2025-02-03 | -16.45 | 46 |
| 2024-01-30 | 2024-04-22 | -15.57 | 82 |
| 2025-11-05 | 2025-11-17 | -14.29 | 11 |
| 2024-04-24 | 2024-07-15 | -8.83 | 81 |
| 2022-06-14 | 2022-06-15 | -7.99 | 1 |
| 2024-08-07 | 2024-08-08 | -6.51 | 1 |
| 2023-07-16 | 2023-09-27 | -6.51 | 72 |
| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.36% | 27.26% |
| Worst Week | -12.01% | -34.61% |
| Best Month | 18.36% | 56.93% |
| Worst Month | -12.07% | -44.86% |
| Best Year | 54.07% | 91.16% |
| Worst Year | 1.57% | -40.19% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.06% | -1.11% |
| Avg. Up Week | 4.48% | 7.27% |
| Avg. Down Week | -3.6% | -6.36% |
| Avg. Up Month | 7.89% | 14.25% |
| Avg. Down Month | -4.05% | -10.42% |
| Win Days % | 50.55% | 50.36% |
| Win Month % | 64.1% | 46.51% |
| Win Week % | 60.22% | 51.89% |
| Win Quarter % | 86.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |