| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 399.5% | 99.91% |
| Max Drawdown | -24.31% | -64.23% |
| Sharpe | 0.69 | 0.32 |
| Sortino | 1.06 | 0.46 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.25 | 1.01 |
| Outlier Win Ratio | 14.52 | 3.74 |
| Outlier Loss Ratio | 4.49 | 3.95 |
| Volatility (ann.) | 20.29% | 33.36% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.51 | 0.35 |
| Skew | 1.39 | 0.32 |
| Kurtosis | 30.39 | 8.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.9% | 1.66% |
| Expected Yearly % | 49.5% | 18.91% |
| Kelly Criterion | 6.43% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -2.84% |
| Expected Shortfall (cVaR) | -1.71% | -2.84% |
| Year | 11996577:ETHUSD | 11996577:ethusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -1.83 | 0.05 | + |
| 2023 | 91.16 | 66.80 | 0.73 | - |
| 2024 | 45.75 | 122.35 | 2.67 | + |
| 2025 | 19.96 | 37.20 | 1.86 | + |
| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| MTD | 0.07% | -3.64% |
| 3M | 21.3% | 27.31% |
| 6M | 45.47% | 151.47% |
| YTD | 37.2% | 19.96% |
| 1Y | 72.86% | 51.97% |
| 3Y (ann.) | 68.67% | 45.47% |
| 5Y (ann.) | 60.98% | 22.76% |
| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| Max Drawdown | -24.31% | -64.23% |
| Longest DD Days | 243.0 | 515.0 |
| Avg. Drawdown | -4.61% | -10.85% |
| Avg. Drawdown Days | 16.0 | 41.0 |
| Recovery Factor | 16.43 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-07 | -24.31 | 243 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-09-26 | -23.01 | 92 |
| 2025-10-07 | 2025-10-15 | -20.45 | 8 |
| 2022-09-27 | 2023-04-13 | -20.12 | 197 |
| 2023-05-06 | 2023-06-23 | -14.40 | 48 |
| 2024-02-10 | 2024-03-25 | -12.36 | 44 |
| 2024-04-01 | 2024-04-24 | -11.00 | 23 |
| 2023-06-23 | 2023-10-23 | -10.92 | 122 |
| 2024-06-12 | 2024-07-15 | -9.68 | 33 |
| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577: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 | -10.22% | -44.86% |
| Best Year | 122.35% | 91.16% |
| Worst Year | -1.83% | -40.19% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -1.01% | -1.03% |
| Avg. Up Week | 5.65% | 7.19% |
| Avg. Down Week | -4.09% | -6.4% |
| Avg. Up Month | 11.64% | 19.02% |
| Avg. Down Month | -5.29% | -14.25% |
| Win Days % | 50.47% | 50.34% |
| Win Month % | 62.5% | 47.62% |
| Win Week % | 59.84% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |