| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 54.55% | 79.07% |
| Max Drawdown | -49.87% | -64.23% |
| Sharpe | 0.27 | 0.29 |
| Sortino | 0.41 | 0.42 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.08 | 1.05 |
| Common Sense Ratio | 1.31 | 1.05 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 20.4 | 3.46 |
| Outlier Loss Ratio | 4.73 | 3.61 |
| Volatility (ann.) | 16.42% | 33.38% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.27 | 0.29 |
| Skew | 1.47 | 0.3 |
| Kurtosis | 54.85 | 8.73 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.02% | 1.36% |
| Expected Yearly % | 11.5% | 15.68% |
| Kelly Criterion | -0.21% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.85% |
| Expected Shortfall (cVaR) | -1.4% | -2.85% |
| Year | 11842005:ETHUSD | 11842005:ethusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.33 | 1.56 | -0.04 | + |
| 2023 | 91.16 | 41.04 | 0.45 | - |
| 2024 | 45.75 | -9.42 | -0.21 | - |
| 2025 | 5.94 | 19.11 | 3.22 | + |
| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| MTD | 1.18% | -8.28% |
| 3M | 13.74% | -5.16% |
| 6M | 33.68% | 95.03% |
| YTD | 19.11% | 5.94% |
| 1Y | 20.07% | 43.62% |
| 3Y (ann.) | 18.91% | 32.06% |
| 5Y (ann.) | 13.42% | 18.35% |
| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| Max Drawdown | -49.87% | -64.23% |
| Longest DD Days | 516.0 | 515.0 |
| Avg. Drawdown | -6.89% | -9.53% |
| Avg. Drawdown Days | 54.0 | 42.0 |
| Recovery Factor | 1.09 | 1.23 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-11-04 | -49.87 | 516 |
| 2022-05-23 | 2023-01-04 | -26.02 | 225 |
| 2023-12-28 | 2024-04-08 | -17.54 | 101 |
| 2023-02-04 | 2023-11-09 | -15.51 | 277 |
| 2024-04-09 | 2024-05-20 | -13.65 | 41 |
| 2023-11-10 | 2023-12-02 | -6.57 | 22 |
| 2023-12-22 | 2023-12-27 | -5.56 | 4 |
| 2023-01-30 | 2023-02-02 | -4.78 | 3 |
| 2023-02-02 | 2023-02-04 | -2.22 | 1 |
| 2023-01-26 | 2023-01-29 | -2.20 | 3 |
| Metric | 11842005:ethusd:triple_med_gx:lsma85_110 | 11842005:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 21.88% | 27.26% |
| Worst Week | -23.88% | -34.61% |
| Best Month | 30.68% | 56.93% |
| Worst Month | -24.73% | -44.86% |
| Best Year | 41.04% | 91.16% |
| Worst Year | -9.42% | -39.33% |
| Avg. Up Day | 1.08% | 1.1% |
| Avg. Down Day | -0.92% | -0.97% |
| Avg. Up Week | 4.68% | 7.29% |
| Avg. Down Week | -4.46% | -6.19% |
| Avg. Up Month | 8.42% | 20.47% |
| Avg. Down Month | -9.66% | -12.37% |
| Win Days % | 45.98% | 50.44% |
| Win Month % | 62.79% | 46.51% |
| Win Week % | 54.26% | 52.17% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |