| Metric | 11865018:ethusd:triple_med_gx:lsma210_130 | 11865018:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 45.98% | 290.0% |
| Max Drawdown | -25.89% | -64.23% |
| Sharpe | 0.28 | 0.49 |
| Sortino | 0.42 | 0.72 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.23 | 1.12 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.13 | 1.04 |
| Outlier Win Ratio | 26.19 | 3.38 |
| Outlier Loss Ratio | 4.21 | 3.48 |
| Volatility (ann.) | 14.11% | 32.56% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.48 | 0.82 |
| Skew | 0.91 | 0.34 |
| Kurtosis | 26.07 | 9.06 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.95% | 3.46% |
| Expected Yearly % | 9.92% | 40.53% |
| Kelly Criterion | 0.09% | 6.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.76% |
| Expected Shortfall (cVaR) | -1.2% | -2.76% |
| Year | 11865018:ETHUSD | 11865018:ethusd:triple_med_gx:lsma210_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 6.07 | 15.55 | 2.56 | + |
| 2023 | 91.16 | -1.66 | -0.02 | - |
| 2024 | 45.75 | 15.68 | 0.34 | - |
| 2025 | 31.97 | 11.05 | 0.35 | - |
| Metric | 11865018:ethusd:triple_med_gx:lsma210_130 | 11865018:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 14.02% | 73.76% |
| 6M | 13.82% | 98.28% |
| YTD | 11.05% | 31.97% |
| 1Y | 26.25% | 74.9% |
| 3Y (ann.) | 9.87% | 41.37% |
| 5Y (ann.) | 12.54% | 52.95% |
| Metric | 11865018:ethusd:triple_med_gx:lsma210_130 | 11865018:ETHUSD |
|---|---|---|
| Max Drawdown | -25.89% | -64.23% |
| Longest DD Days | 412.0 | 515.0 |
| Avg. Drawdown | -6.88% | -7.59% |
| Avg. Drawdown Days | 52.0 | 26.0 |
| Recovery Factor | 1.78 | 4.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2022-09-06 | -25.89 | 71 |
| 2025-01-24 | 2025-07-24 | -19.51 | 181 |
| 2024-05-27 | 2024-11-21 | -19.17 | 177 |
| 2023-01-12 | 2024-02-29 | -18.35 | 412 |
| 2025-07-28 | 2025-09-01 | -12.77 | 34 |
| 2022-09-06 | 2022-12-23 | -10.15 | 107 |
| 2022-06-20 | 2022-06-23 | -6.72 | 3 |
| 2024-11-22 | 2025-01-23 | -5.38 | 62 |
| 2024-05-23 | 2024-05-27 | -5.31 | 4 |
| 2024-02-29 | 2024-04-19 | -4.89 | 49 |
| Metric | 11865018:ethusd:triple_med_gx:lsma210_130 | 11865018:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 12.84% | 27.26% |
| Worst Week | -13.63% | -21.87% |
| Best Month | 11.17% | 56.93% |
| Worst Month | -10.69% | -32.24% |
| Best Year | 15.68% | 91.16% |
| Worst Year | -1.66% | 6.07% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.97% | -1.03% |
| Avg. Up Week | 3.44% | 6.37% |
| Avg. Down Week | -3.08% | -6.52% |
| Avg. Up Month | 4.67% | 25.34% |
| Avg. Down Month | -3.49% | -11.35% |
| Win Days % | 46.36% | 50.73% |
| Win Month % | 56.76% | 52.5% |
| Win Week % | 51.61% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 100.0% |