| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 53.66% | 91.93% |
| Max Drawdown | -12.76% | -64.23% |
| Sharpe | 0.58 | 0.31 |
| Sortino | 1.22 | 0.45 |
| Payoff Ratio | 1.99 | 1.85 |
| Profit Factor | 1.57 | 1.05 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 1.19 | 0.98 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 112.47 | 2.53 |
| Outlier Loss Ratio | 5.37 | 2.56 |
| Volatility (ann.) | 5.72% | 33.32% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.05 | 0.33 |
| Skew | 9.07 | 0.31 |
| Kurtosis | 176.38 | 8.85 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.03% | 1.56% |
| Expected Yearly % | 11.34% | 17.7% |
| Kelly Criterion | 7.32% | 23.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.84% |
| Expected Shortfall (cVaR) | -0.48% | -2.84% |
| Year | 11802662:ETHUSD | 11802662:ethusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.98 | 10.11 | -0.29 | + |
| 2023 | 91.16 | 8.86 | 0.10 | - |
| 2024 | 45.75 | 20.51 | 0.45 | - |
| 2025 | 5.94 | 6.37 | 1.07 | + |
| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.42% | -5.16% |
| 6M | 3.59% | 95.03% |
| YTD | 6.37% | 5.94% |
| 1Y | 9.07% | 43.62% |
| 3Y (ann.) | 10.79% | 32.06% |
| 5Y (ann.) | 13.35% | 20.95% |
| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| Max Drawdown | -12.76% | -64.23% |
| Longest DD Days | 314.0 | 515.0 |
| Avg. Drawdown | -2.12% | -10.41% |
| Avg. Drawdown Days | 38.0 | 39.0 |
| Recovery Factor | 4.21 | 1.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-18 | 2024-02-26 | -12.76 | 314 |
| 2024-12-16 | 2025-03-14 | -7.26 | 87 |
| 2025-05-21 | 2025-05-22 | -4.65 | 0 |
| 2025-07-28 | 2025-11-04 | -3.14 | 99 |
| 2024-03-25 | 2024-07-15 | -3.01 | 111 |
| 2022-11-06 | 2023-01-08 | -2.80 | 63 |
| 2024-10-12 | 2024-11-18 | -2.43 | 36 |
| 2023-01-26 | 2023-02-15 | -2.23 | 20 |
| 2024-03-10 | 2024-03-20 | -1.78 | 10 |
| 2023-03-21 | 2023-04-18 | -1.71 | 27 |
| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| Best Day | 6.31% | 16.51% |
| Worst Day | -2.86% | -14.0% |
| Best Week | 5.75% | 27.26% |
| Worst Week | -4.35% | -34.61% |
| Best Month | 7.39% | 56.93% |
| Worst Month | -2.84% | -41.79% |
| Best Year | 20.51% | 91.16% |
| Worst Year | 6.37% | -34.98% |
| Avg. Up Day | 1.33% | 1.41% |
| Avg. Down Day | -0.67% | -0.76% |
| Avg. Up Week | 2.6% | 8.02% |
| Avg. Down Week | -1.15% | -6.9% |
| Avg. Up Month | 3.51% | 24.57% |
| Avg. Down Month | -1.25% | -8.84% |
| Win Days % | 38.37% | 50.41% |
| Win Month % | 59.46% | 47.62% |
| Win Week % | 53.57% | 51.91% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 100.0% | 75.0% |