| Metric | 11854402:ethusd:triple_med_gx:lsma125_120 | 11854402:ETHUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 19.34% | 290.0% |
| Max Drawdown | -11.99% | -64.23% |
| Sharpe | 0.24 | 0.49 |
| Sortino | 0.48 | 0.72 |
| Payoff Ratio | 1.62 | 1.33 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | NaN | 1.12 |
| CPC Index | 0.83 | 0.73 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 135.72 | 2.26 |
| Outlier Loss Ratio | 3.59 | 2.42 |
| Volatility (ann.) | 6.47% | 32.56% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.47 | 0.82 |
| Skew | 14.26 | 0.34 |
| Kurtosis | 554.06 | 9.06 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.44% | 3.46% |
| Expected Yearly % | 4.52% | 40.53% |
| Kelly Criterion | 1.82% | 13.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.76% |
| Expected Shortfall (cVaR) | -0.55% | -2.76% |
| Year | 11854402:ETHUSD | 11854402:ethusd:triple_med_gx:lsma125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 6.07 | -4.08 | -0.67 | - |
| 2023 | 91.16 | 8.43 | 0.09 | - |
| 2024 | 45.75 | -0.28 | -0.01 | - |
| 2025 | 31.97 | 15.07 | 0.47 | - |
| Metric | 11854402:ethusd:triple_med_gx:lsma125_120 | 11854402:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | -2.47% | 73.76% |
| 6M | 14.59% | 98.28% |
| YTD | 15.07% | 31.97% |
| 1Y | 4.13% | 74.9% |
| 3Y (ann.) | 7.1% | 41.37% |
| 5Y (ann.) | 5.67% | 52.95% |
| Metric | 11854402:ethusd:triple_med_gx:lsma125_120 | 11854402:ETHUSD |
|---|---|---|
| Max Drawdown | -11.99% | -64.23% |
| Longest DD Days | 341.0 | 515.0 |
| Avg. Drawdown | -3.8% | -7.59% |
| Avg. Drawdown Days | 93.0 | 26.0 |
| Recovery Factor | 1.61 | 4.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-02 | 2025-04-09 | -11.99 | 341 |
| 2025-06-21 | 2025-09-01 | -7.65 | 71 |
| 2022-08-28 | 2023-04-13 | -7.42 | 228 |
| 2023-04-14 | 2024-01-10 | -3.87 | 271 |
| 2024-04-19 | 2024-05-02 | -2.44 | 13 |
| 2022-07-20 | 2022-07-21 | -2.29 | 0 |
| 2024-04-16 | 2024-04-18 | -1.78 | 2 |
| 2024-04-18 | 2024-04-18 | -0.24 | 0 |
| 2022-08-27 | 2022-08-27 | -0.18 | 0 |
| 2025-06-21 | 2025-06-21 | -0.18 | 0 |
| Metric | 11854402:ethusd:triple_med_gx:lsma125_120 | 11854402:ETHUSD |
|---|---|---|
| Best Day | 12.04% | 16.51% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 11.84% | 27.26% |
| Worst Week | -8.3% | -21.87% |
| Best Month | 11.84% | 56.93% |
| Worst Month | -8.3% | -32.24% |
| Best Year | 15.07% | 91.16% |
| Worst Year | -4.08% | 6.07% |
| Avg. Up Day | 1.47% | 1.51% |
| Avg. Down Day | -0.91% | -1.14% |
| Avg. Up Week | 3.14% | 11.81% |
| Avg. Down Week | -1.79% | -6.21% |
| Avg. Up Month | 2.4% | 23.6% |
| Avg. Down Month | -2.34% | -10.77% |
| Win Days % | 39.33% | 50.73% |
| Win Month % | 46.15% | 52.5% |
| Win Week % | 45.45% | 54.39% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 50.0% | 100.0% |