| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 249.74% | 59.37% |
| Max Drawdown | -32.67% | -64.23% |
| Sharpe | 0.55 | 0.27 |
| Sortino | 0.84 | 0.39 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.37 | 1.04 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 15.04 | 3.65 |
| Outlier Loss Ratio | 4.36 | 3.89 |
| Volatility (ann.) | 20.04% | 33.39% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.33 | 0.22 |
| Skew | 1.42 | 0.29 |
| Kurtosis | 32.32 | 8.71 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.95% | 1.09% |
| Expected Yearly % | 36.75% | 12.36% |
| Kelly Criterion | 5.18% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -2.85% |
| Expected Shortfall (cVaR) | -1.7% | -2.85% |
| Year | 11996575:ETHUSD | 11996575:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -2.43 | 0.06 | + |
| 2023 | 91.16 | 60.41 | 0.66 | - |
| 2024 | 45.75 | 108.21 | 2.37 | + |
| 2025 | -4.37 | 7.33 | -1.68 | + |
| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| MTD | -9.66% | -17.21% |
| 3M | -17.88% | -28.03% |
| 6M | 13.95% | 28.61% |
| YTD | 7.33% | -4.37% |
| 1Y | 0.34% | 1.62% |
| 3Y (ann.) | 51.01% | 37.83% |
| 5Y (ann.) | 43.47% | 14.38% |
| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| Max Drawdown | -32.67% | -64.23% |
| Longest DD Days | 195.0 | 515.0 |
| Avg. Drawdown | -5.02% | -11.32% |
| Avg. Drawdown Days | 18.0 | 43.0 |
| Recovery Factor | 7.64 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -32.67 | 40 |
| 2022-06-26 | 2022-10-25 | -23.70 | 121 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-01-24 | 2025-08-07 | -22.17 | 195 |
| 2024-12-06 | 2025-01-24 | -17.32 | 48 |
| 2022-10-25 | 2023-04-10 | -15.93 | 166 |
| 2023-05-06 | 2023-10-23 | -14.83 | 170 |
| 2024-02-09 | 2024-03-31 | -14.60 | 51 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| 2024-06-12 | 2024-07-15 | -9.95 | 33 |
| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.29% | 27.26% |
| Worst Week | -15.03% | -34.61% |
| Best Month | 37.89% | 56.93% |
| Worst Month | -12.33% | -44.86% |
| Best Year | 108.21% | 91.16% |
| Worst Year | -2.43% | -40.19% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -1.03% | -1.04% |
| Avg. Up Week | 5.98% | 7.69% |
| Avg. Down Week | -3.84% | -6.21% |
| Avg. Up Month | 11.77% | 20.14% |
| Avg. Down Month | -5.87% | -14.18% |
| Win Days % | 50.33% | 50.36% |
| Win Month % | 56.1% | 46.51% |
| Win Week % | 53.33% | 51.89% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |