| Metric | 11856114:ethusd:triple_med_gx:lsma70_125 | 11856114:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 38.01% | 126.45% |
| Max Drawdown | -33.75% | -64.23% |
| Sharpe | 0.27 | 0.35 |
| Sortino | 0.43 | 0.51 |
| Payoff Ratio | 1.27 | 1.12 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.25 | 1.01 |
| Outlier Win Ratio | 38.2 | 3.12 |
| Outlier Loss Ratio | 5.23 | 3.18 |
| Volatility (ann.) | 11.4% | 33.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.31 | 0.44 |
| Skew | 4.38 | 0.32 |
| Kurtosis | 142.03 | 8.89 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.01% |
| Expected Yearly % | 8.39% | 22.67% |
| Kelly Criterion | -1.58% | 6.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.86% |
| Expected Shortfall (cVaR) | -0.97% | -2.86% |
| Year | 11856114:ETHUSD | 11856114:ethusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 7.79 | -0.20 | + |
| 2023 | 91.16 | 23.86 | 0.26 | - |
| 2024 | 45.75 | 16.39 | 0.36 | - |
| 2025 | 31.97 | -11.18 | -0.35 | - |
| Metric | 11856114:ethusd:triple_med_gx:lsma70_125 | 11856114:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 3.62% | 73.76% |
| 6M | -8.18% | 98.28% |
| YTD | -11.18% | 31.97% |
| 1Y | -0.88% | 74.9% |
| 3Y (ann.) | 10.09% | 41.37% |
| 5Y (ann.) | 10.35% | 28.38% |
| Metric | 11856114:ethusd:triple_med_gx:lsma70_125 | 11856114:ETHUSD |
|---|---|---|
| Max Drawdown | -33.75% | -64.23% |
| Longest DD Days | 452.0 | 515.0 |
| Avg. Drawdown | -6.47% | -10.46% |
| Avg. Drawdown Days | 64.0 | 39.0 |
| Recovery Factor | 1.13 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -33.75 | 452 |
| 2022-05-31 | 2023-04-04 | -16.45 | 308 |
| 2023-07-14 | 2023-11-09 | -13.82 | 118 |
| 2024-03-10 | 2024-04-08 | -10.03 | 28 |
| 2024-04-30 | 2024-05-17 | -9.76 | 17 |
| 2023-11-10 | 2023-12-28 | -7.12 | 47 |
| 2023-04-26 | 2023-05-28 | -5.76 | 32 |
| 2023-12-28 | 2024-03-04 | -3.42 | 66 |
| 2023-06-23 | 2023-06-27 | -2.70 | 4 |
| 2023-06-27 | 2023-07-13 | -2.67 | 15 |
| Metric | 11856114:ethusd:triple_med_gx:lsma70_125 | 11856114:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 19.22% | 27.26% |
| Worst Week | -11.91% | -34.61% |
| Best Month | 29.14% | 56.93% |
| Worst Month | -17.6% | -44.86% |
| Best Year | 23.86% | 91.16% |
| Worst Year | -11.18% | -38.42% |
| Avg. Up Day | 0.99% | 1.03% |
| Avg. Down Day | -0.78% | -0.91% |
| Avg. Up Week | 4.46% | 7.68% |
| Avg. Down Week | -2.6% | -6.46% |
| Avg. Up Month | 6.02% | 21.11% |
| Avg. Down Month | -5.19% | -12.03% |
| Win Days % | 43.19% | 50.54% |
| Win Month % | 53.66% | 51.22% |
| Win Week % | 44.55% | 53.71% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |