| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 249.31% | 68.65% |
| Max Drawdown | -32.13% | -64.23% |
| Sharpe | 0.56 | 0.28 |
| Sortino | 0.87 | 0.4 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.46 | 1.04 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 16.95 | 3.63 |
| Outlier Loss Ratio | 4.33 | 3.76 |
| Volatility (ann.) | 18.83% | 33.55% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.32 | 0.25 |
| Skew | 1.66 | 0.29 |
| Kurtosis | 37.14 | 8.53 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.88% | 1.2% |
| Expected Yearly % | 36.71% | 13.96% |
| Kelly Criterion | 5.66% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.86% |
| Expected Shortfall (cVaR) | -1.59% | -2.86% |
| Year | 11996876:ETHUSD | 11996876:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -10.12 | 0.25 | + |
| 2023 | 91.16 | 73.61 | 0.81 | - |
| 2024 | 45.75 | 95.16 | 2.08 | + |
| 2025 | 1.20 | 14.70 | 12.27 | + |
| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -10.42% | -21.8% |
| 6M | -2.11% | 19.68% |
| YTD | 14.7% | 1.2% |
| 1Y | 11.68% | -9.25% |
| 3Y (ann.) | 56.01% | 38.66% |
| 5Y (ann.) | 42.5% | 15.95% |
| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| Max Drawdown | -32.13% | -64.23% |
| Longest DD Days | 291.0 | 515.0 |
| Avg. Drawdown | -4.76% | -11.6% |
| Avg. Drawdown Days | 18.0 | 43.0 |
| Recovery Factor | 7.76 | 1.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-04-14 | -32.13 | 291 |
| 2025-10-07 | 2025-12-10 | -27.29 | 64 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-06-16 | 2025-08-08 | -16.07 | 52 |
| 2024-02-10 | 2024-05-20 | -15.37 | 100 |
| 2025-03-10 | 2025-06-10 | -14.18 | 91 |
| 2023-06-23 | 2023-11-20 | -13.43 | 149 |
| 2023-05-06 | 2023-06-20 | -12.35 | 45 |
| 2025-01-07 | 2025-03-10 | -10.86 | 62 |
| 2024-12-06 | 2024-12-20 | -10.31 | 14 |
| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.91% | 27.26% |
| Worst Week | -13.98% | -34.61% |
| Best Month | 22.06% | 56.93% |
| Worst Month | -11.0% | -44.86% |
| Best Year | 95.16% | 91.16% |
| Worst Year | -10.12% | -40.19% |
| Avg. Up Day | 1.13% | 1.13% |
| Avg. Down Day | -1.01% | -1.03% |
| Avg. Up Week | 5.51% | 7.9% |
| Avg. Down Week | -3.24% | -6.16% |
| Avg. Up Month | 10.63% | 16.8% |
| Avg. Down Month | -4.68% | -14.08% |
| Win Days % | 50.14% | 50.41% |
| Win Month % | 56.1% | 47.73% |
| Win Week % | 52.17% | 51.6% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |