| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 234.25% | 59.37% |
| Max Drawdown | -32.29% | -64.23% |
| Sharpe | 0.55 | 0.27 |
| Sortino | 0.85 | 0.39 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.41 | 1.04 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 16.5 | 3.63 |
| Outlier Loss Ratio | 4.32 | 3.76 |
| Volatility (ann.) | 18.95% | 33.39% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.29 | 0.22 |
| Skew | 1.61 | 0.29 |
| Kurtosis | 36.86 | 8.71 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.85% | 1.09% |
| Expected Yearly % | 35.21% | 12.36% |
| Kelly Criterion | 5.77% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.85% |
| Expected Shortfall (cVaR) | -1.6% | -2.85% |
| Year | 11996888:ETHUSD | 11996888:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -9.80 | 0.24 | + |
| 2023 | 91.16 | 76.08 | 0.83 | - |
| 2024 | 45.75 | 100.59 | 2.20 | + |
| 2025 | -4.37 | 4.92 | -1.13 | + |
| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| MTD | 1.27% | -17.21% |
| 3M | -15.64% | -28.03% |
| 6M | 1.69% | 28.61% |
| YTD | 4.92% | -4.37% |
| 1Y | 0.71% | 1.62% |
| 3Y (ann.) | 53.49% | 37.83% |
| 5Y (ann.) | 41.61% | 14.38% |
| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| Max Drawdown | -32.29% | -64.23% |
| Longest DD Days | 291.0 | 515.0 |
| Avg. Drawdown | -4.83% | -11.32% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 7.25 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-04-14 | -32.29 | 291 |
| 2025-10-07 | 2025-11-17 | -28.30 | 40 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-06-11 | 2025-08-09 | -18.50 | 58 |
| 2024-03-18 | 2024-03-25 | -14.55 | 7 |
| 2025-03-10 | 2025-06-10 | -14.18 | 92 |
| 2024-12-06 | 2025-01-03 | -13.39 | 28 |
| 2023-05-06 | 2023-06-17 | -12.35 | 42 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| 2025-01-06 | 2025-03-10 | -10.52 | 63 |
| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.93% | 27.26% |
| Worst Week | -15.03% | -34.61% |
| Best Month | 22.06% | 56.93% |
| Worst Month | -23.19% | -44.86% |
| Best Year | 100.59% | 91.16% |
| Worst Year | -9.8% | -40.19% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -1.0% | -1.02% |
| Avg. Up Week | 5.48% | 7.54% |
| Avg. Down Week | -3.38% | -5.91% |
| Avg. Up Month | 9.39% | 14.88% |
| Avg. Down Month | -4.78% | -12.49% |
| Win Days % | 50.38% | 50.36% |
| Win Month % | 60.98% | 46.51% |
| Win Week % | 51.72% | 51.89% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |