| Metric | 11862678:ethusd:triple_med_gx:lsma80_130 | 11862678:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 81.52% | 153.49% |
| Max Drawdown | -36.19% | -64.23% |
| Sharpe | 0.37 | 0.38 |
| Sortino | 0.55 | 0.55 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 21.55 | 3.48 |
| Outlier Loss Ratio | 4.51 | 3.57 |
| Volatility (ann.) | 15.91% | 33.48% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.55 | 0.51 |
| Skew | 1.13 | 0.33 |
| Kurtosis | 54.39 | 8.96 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.29% |
| Expected Yearly % | 16.07% | 26.18% |
| Kelly Criterion | 2.08% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.85% |
| Expected Shortfall (cVaR) | -1.35% | -2.85% |
| Year | 11862678:ETHUSD | 11862678:ethusd:triple_med_gx:lsma80_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | 13.27 | -0.43 | + |
| 2023 | 91.16 | 22.60 | 0.25 | - |
| 2024 | 45.75 | 9.19 | 0.20 | - |
| 2025 | 31.97 | 19.71 | 0.62 | - |
| Metric | 11862678:ethusd:triple_med_gx:lsma80_130 | 11862678:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 48.35% | 73.76% |
| 6M | 53.1% | 98.28% |
| YTD | 19.71% | 31.97% |
| 1Y | 41.39% | 74.9% |
| 3Y (ann.) | 15.09% | 41.37% |
| 5Y (ann.) | 20.01% | 32.92% |
| Metric | 11862678:ethusd:triple_med_gx:lsma80_130 | 11862678:ETHUSD |
|---|---|---|
| Max Drawdown | -36.19% | -64.23% |
| Longest DD Days | 428.0 | 515.0 |
| Avg. Drawdown | -6.86% | -9.55% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 2.25 | 2.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-08-04 | -36.19 | 209 |
| 2024-06-06 | 2025-01-06 | -27.42 | 214 |
| 2022-09-06 | 2023-11-09 | -23.28 | 428 |
| 2022-05-31 | 2022-08-08 | -20.95 | 69 |
| 2023-12-28 | 2024-04-28 | -16.47 | 122 |
| 2024-04-28 | 2024-05-20 | -12.73 | 22 |
| 2025-08-28 | 2025-09-01 | -5.62 | 3 |
| 2023-11-13 | 2023-12-02 | -5.54 | 19 |
| 2022-08-08 | 2022-08-10 | -5.36 | 2 |
| 2023-12-24 | 2023-12-27 | -4.19 | 3 |
| Metric | 11862678:ethusd:triple_med_gx:lsma80_130 | 11862678:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 17.92% | 27.26% |
| Worst Week | -23.88% | -34.61% |
| Best Month | 22.11% | 56.93% |
| Worst Month | -23.43% | -44.86% |
| Best Year | 22.6% | 91.16% |
| Worst Year | 9.19% | -31.06% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -0.94% | -0.96% |
| Avg. Up Week | 5.09% | 7.21% |
| Avg. Down Week | -4.65% | -6.34% |
| Avg. Up Month | 9.76% | 19.52% |
| Avg. Down Month | -8.19% | -14.56% |
| Win Days % | 48.02% | 50.58% |
| Win Month % | 55.0% | 53.66% |
| Win Week % | 55.1% | 53.71% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |