| Metric | 11855992:ethusd:triple_med_gx:lsma105_125 | 11855992:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 39.94% | 126.45% |
| Max Drawdown | -15.73% | -64.23% |
| Sharpe | 0.34 | 0.35 |
| Sortino | 0.61 | 0.51 |
| Payoff Ratio | 1.57 | 1.4 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.75 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 75.12 | 2.83 |
| Outlier Loss Ratio | 4.68 | 2.8 |
| Volatility (ann.) | 8.73% | 33.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.69 | 0.44 |
| Skew | 10.18 | 0.32 |
| Kurtosis | 386.07 | 8.89 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.01% |
| Expected Yearly % | 8.76% | 22.67% |
| Kelly Criterion | 2.36% | 15.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.86% |
| Expected Shortfall (cVaR) | -0.74% | -2.86% |
| Year | 11855992:ETHUSD | 11855992:ethusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 3.76 | -0.10 | + |
| 2023 | 91.16 | 7.12 | 0.08 | - |
| 2024 | 45.75 | 30.75 | 0.67 | - |
| 2025 | 31.97 | -3.71 | -0.12 | - |
| Metric | 11855992:ethusd:triple_med_gx:lsma105_125 | 11855992:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -2.88% | 73.76% |
| 6M | -5.05% | 98.28% |
| YTD | -3.71% | 31.97% |
| 1Y | 3.04% | 74.9% |
| 3Y (ann.) | 10.66% | 41.37% |
| 5Y (ann.) | 10.82% | 28.38% |
| Metric | 11855992:ethusd:triple_med_gx:lsma105_125 | 11855992:ETHUSD |
|---|---|---|
| Max Drawdown | -15.73% | -64.23% |
| Longest DD Days | 398.0 | 515.0 |
| Avg. Drawdown | -4.06% | -10.46% |
| Avg. Drawdown Days | 52.0 | 39.0 |
| Recovery Factor | 2.54 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-09-01 | -15.73 | 398 |
| 2022-05-31 | 2022-08-11 | -13.77 | 72 |
| 2023-02-08 | 2023-06-27 | -9.50 | 139 |
| 2023-07-02 | 2023-10-23 | -8.71 | 112 |
| 2022-09-14 | 2022-11-30 | -6.28 | 77 |
| 2024-06-12 | 2024-07-29 | -5.04 | 46 |
| 2023-12-29 | 2024-03-25 | -4.86 | 87 |
| 2023-11-13 | 2023-12-29 | -3.70 | 45 |
| 2023-06-27 | 2023-06-30 | -3.64 | 2 |
| 2022-12-01 | 2023-02-08 | -3.58 | 69 |
| Metric | 11855992:ethusd:triple_med_gx:lsma105_125 | 11855992:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 18.68% | 27.26% |
| Worst Week | -11.54% | -34.61% |
| Best Month | 19.45% | 56.93% |
| Worst Month | -11.54% | -44.86% |
| Best Year | 30.75% | 91.16% |
| Worst Year | -3.71% | -38.42% |
| Avg. Up Day | 1.22% | 1.27% |
| Avg. Down Day | -0.78% | -0.91% |
| Avg. Up Week | 3.5% | 7.87% |
| Avg. Down Week | -2.33% | -5.39% |
| Avg. Up Month | 4.88% | 23.31% |
| Avg. Down Month | -3.9% | -13.01% |
| Win Days % | 40.35% | 50.54% |
| Win Month % | 60.0% | 51.22% |
| Win Week % | 50.0% | 53.71% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |