| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 73.23% | 81.71% |
| Max Drawdown | -21.51% | -64.23% |
| Sharpe | 0.35 | 0.3 |
| Sortino | 0.52 | 0.43 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.97 | 1.05 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 1.68 | 1.0 |
| Outlier Win Ratio | 37.02 | 3.28 |
| Outlier Loss Ratio | 3.21 | 3.32 |
| Volatility (ann.) | 14.16% | 33.37% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.8 | 0.29 |
| Skew | 0.56 | 0.3 |
| Kurtosis | 91.65 | 8.77 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.32% | 1.43% |
| Expected Yearly % | 14.73% | 16.1% |
| Kelly Criterion | 5.38% | 2.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.85% |
| Expected Shortfall (cVaR) | -1.21% | -2.85% |
| Year | 11997692:ETHUSD | 11997692:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 5.30 | -0.17 | + |
| 2023 | 91.16 | 25.32 | 0.28 | - |
| 2024 | 45.75 | 41.10 | 0.90 | - |
| 2025 | -4.37 | -6.96 | 1.59 | - |
| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.21% |
| 3M | -14.23% | -28.03% |
| 6M | -7.4% | 28.61% |
| YTD | -6.96% | -4.37% |
| 1Y | -4.55% | 1.62% |
| 3Y (ann.) | 17.88% | 37.83% |
| 5Y (ann.) | 17.28% | 18.92% |
| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| Max Drawdown | -21.51% | -64.23% |
| Longest DD Days | 252.0 | 515.0 |
| Avg. Drawdown | -6.0% | -10.51% |
| Avg. Drawdown Days | 42.0 | 40.0 |
| Recovery Factor | 3.4 | 1.27 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-04 | 2024-11-06 | -21.51 | 94 |
| 2025-10-27 | 2025-11-17 | -21.33 | 20 |
| 2024-12-05 | 2025-08-07 | -17.61 | 245 |
| 2022-08-13 | 2023-03-17 | -16.03 | 215 |
| 2022-06-17 | 2022-06-19 | -14.18 | 2 |
| 2023-04-14 | 2023-12-22 | -9.91 | 252 |
| 2024-06-10 | 2024-07-15 | -8.35 | 34 |
| 2023-12-22 | 2024-04-22 | -6.87 | 121 |
| 2022-08-08 | 2022-08-10 | -6.30 | 2 |
| 2025-10-07 | 2025-10-26 | -6.17 | 19 |
| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.09% | 27.26% |
| Worst Week | -12.52% | -34.61% |
| Best Month | 25.05% | 56.93% |
| Worst Month | -12.53% | -38.95% |
| Best Year | 41.1% | 91.16% |
| Worst Year | -6.96% | -31.8% |
| Avg. Up Day | 1.29% | 1.3% |
| Avg. Down Day | -1.2% | -1.26% |
| Avg. Up Week | 4.88% | 7.7% |
| Avg. Down Week | -3.3% | -8.45% |
| Avg. Up Month | 7.33% | 14.5% |
| Avg. Down Month | -4.74% | -12.02% |
| Win Days % | 50.97% | 50.42% |
| Win Month % | 61.76% | 47.62% |
| Win Week % | 55.74% | 52.17% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |