| Metric | 11862513:ethusd:triple_med_gx:lsma80_130 | 11862513:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 55.41% | 153.49% |
| Max Drawdown | -40.58% | -64.23% |
| Sharpe | 0.29 | 0.38 |
| Sortino | 0.43 | 0.55 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.24 | 1.09 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 21.37 | 3.47 |
| Outlier Loss Ratio | 4.46 | 3.55 |
| Volatility (ann.) | 15.95% | 33.48% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.36 | 0.51 |
| Skew | 0.9 | 0.33 |
| Kurtosis | 53.49 | 8.96 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.29% |
| Expected Yearly % | 11.65% | 26.18% |
| Kelly Criterion | 1.56% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.85% |
| Expected Shortfall (cVaR) | -1.36% | -2.85% |
| Year | 11862513:ETHUSD | 11862513:ethusd:triple_med_gx:lsma80_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | 8.30 | -0.27 | + |
| 2023 | 91.16 | 47.57 | 0.52 | - |
| 2024 | 45.75 | -5.71 | -0.12 | - |
| 2025 | 31.97 | 3.13 | 0.10 | - |
| Metric | 11862513:ethusd:triple_med_gx:lsma80_130 | 11862513:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 22.23% | 73.76% |
| 6M | 29.33% | 98.28% |
| YTD | 3.13% | 31.97% |
| 1Y | 12.11% | 74.9% |
| 3Y (ann.) | 11.06% | 41.37% |
| 5Y (ann.) | 14.44% | 32.92% |
| Metric | 11862513:ethusd:triple_med_gx:lsma80_130 | 11862513:ETHUSD |
|---|---|---|
| Max Drawdown | -40.58% | -64.23% |
| Longest DD Days | 452.0 | 515.0 |
| Avg. Drawdown | -6.19% | -9.55% |
| Avg. Drawdown Days | 48.0 | 36.0 |
| Recovery Factor | 1.37 | 2.39 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-09-01 | -40.58 | 452 |
| 2022-09-11 | 2023-07-13 | -27.32 | 305 |
| 2022-05-31 | 2022-08-05 | -17.02 | 66 |
| 2023-12-28 | 2024-05-20 | -16.88 | 144 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2023-11-10 | 2023-12-02 | -6.69 | 22 |
| 2022-08-08 | 2022-09-06 | -5.27 | 28 |
| 2023-07-14 | 2023-10-16 | -5.17 | 94 |
| 2023-12-04 | 2023-12-27 | -4.86 | 23 |
| 2022-08-06 | 2022-08-08 | -3.18 | 2 |
| Metric | 11862513:ethusd:triple_med_gx:lsma80_130 | 11862513:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 17.74% | 27.26% |
| Worst Week | -23.88% | -34.61% |
| Best Month | 20.36% | 56.93% |
| Worst Month | -24.17% | -44.86% |
| Best Year | 47.57% | 91.16% |
| Worst Year | -5.71% | -31.06% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.93% | -0.95% |
| Avg. Up Week | 5.59% | 7.05% |
| Avg. Down Week | -5.15% | -5.93% |
| Avg. Up Month | 8.62% | 18.24% |
| Avg. Down Month | -7.56% | -13.57% |
| Win Days % | 47.75% | 50.58% |
| Win Month % | 53.66% | 53.66% |
| Win Week % | 52.04% | 53.71% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |