| Metric | 11850835:ethusd:triple_med_gx:lsma80_120 | 11850835:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 82.93% | 124.57% |
| Max Drawdown | -20.24% | -64.23% |
| Sharpe | 0.48 | 0.35 |
| Sortino | 0.84 | 0.51 |
| Payoff Ratio | 1.44 | 1.41 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.75 | 0.75 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 42.74 | 3.1 |
| Outlier Loss Ratio | 5.15 | 3.08 |
| Volatility (ann.) | 10.72% | 33.54% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.0 | 0.44 |
| Skew | 6.21 | 0.32 |
| Kurtosis | 174.15 | 8.88 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.48% | 1.99% |
| Expected Yearly % | 16.3% | 22.42% |
| Kelly Criterion | 2.47% | 15.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.86% |
| Expected Shortfall (cVaR) | -0.91% | -2.86% |
| Year | 11850835:ETHUSD | 11850835:ethusd:triple_med_gx:lsma80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 31.02 | -0.80 | + |
| 2023 | 91.16 | 9.62 | 0.11 | - |
| 2024 | 45.75 | 15.81 | 0.35 | - |
| 2025 | 31.97 | 9.98 | 0.31 | - |
| Metric | 11850835:ethusd:triple_med_gx:lsma80_120 | 11850835:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 17.96% | 73.76% |
| 6M | 15.51% | 98.28% |
| YTD | 9.98% | 31.97% |
| 1Y | 14.26% | 74.9% |
| 3Y (ann.) | 15.19% | 41.37% |
| 5Y (ann.) | 20.26% | 28.03% |
| Metric | 11850835:ethusd:triple_med_gx:lsma80_120 | 11850835:ETHUSD |
|---|---|---|
| Max Drawdown | -20.24% | -64.23% |
| Longest DD Days | 448.0 | 515.0 |
| Avg. Drawdown | -3.45% | -10.53% |
| Avg. Drawdown Days | 34.0 | 39.0 |
| Recovery Factor | 4.1 | 1.94 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-09-01 | -20.24 | 448 |
| 2023-04-26 | 2023-12-27 | -15.01 | 244 |
| 2022-05-31 | 2022-07-06 | -11.80 | 36 |
| 2024-04-30 | 2024-05-20 | -9.82 | 20 |
| 2022-09-08 | 2022-11-30 | -8.02 | 82 |
| 2023-01-31 | 2023-04-26 | -7.21 | 84 |
| 2023-12-28 | 2024-03-03 | -5.90 | 66 |
| 2024-03-25 | 2024-04-07 | -5.53 | 13 |
| 2022-08-03 | 2022-08-05 | -3.92 | 1 |
| 2022-08-06 | 2022-09-07 | -3.18 | 32 |
| Metric | 11850835:ethusd:triple_med_gx:lsma80_120 | 11850835:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -5.44% | -14.0% |
| Best Week | 16.94% | 27.26% |
| Worst Week | -7.41% | -34.61% |
| Best Month | 15.84% | 56.93% |
| Worst Month | -13.52% | -44.86% |
| Best Year | 31.02% | 91.16% |
| Worst Year | 9.62% | -38.93% |
| Avg. Up Day | 1.11% | 1.14% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.93% | 7.49% |
| Avg. Down Week | -2.73% | -6.47% |
| Avg. Up Month | 5.8% | 22.72% |
| Avg. Down Month | -4.7% | -12.44% |
| Win Days % | 42.45% | 50.55% |
| Win Month % | 65.0% | 51.22% |
| Win Week % | 51.16% | 53.71% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |