| Metric | 11865084:ethusd:triple_med_gx:lsma100_130 | 11865084:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 56.89% | 282.36% |
| Max Drawdown | -23.71% | -64.23% |
| Sharpe | 0.45 | 0.48 |
| Sortino | 0.72 | 0.71 |
| Payoff Ratio | 1.28 | 1.16 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 0.0 | 1.13 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 57.76 | 2.98 |
| Outlier Loss Ratio | 4.11 | 2.97 |
| Volatility (ann.) | 8.66% | 32.46% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.64 | 0.81 |
| Skew | 1.91 | 0.34 |
| Kurtosis | 63.86 | 9.15 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.13% | 3.41% |
| Expected Yearly % | 11.92% | 39.84% |
| Kelly Criterion | 3.95% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.75% |
| Expected Shortfall (cVaR) | -0.73% | -2.75% |
| Year | 11865084:ETHUSD | 11865084:ethusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 9.69 | 2.43 | + |
| 2023 | 91.16 | 23.43 | 0.26 | - |
| 2024 | 45.75 | -5.21 | -0.11 | - |
| 2025 | 31.97 | 22.24 | 0.70 | - |
| Metric | 11865084:ethusd:triple_med_gx:lsma100_130 | 11865084:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 20.2% | 73.76% |
| 6M | 18.35% | 98.28% |
| YTD | 22.24% | 31.97% |
| 1Y | 13.55% | 74.9% |
| 3Y (ann.) | 11.13% | 41.37% |
| 5Y (ann.) | 15.11% | 52.06% |
| Metric | 11865084:ethusd:triple_med_gx:lsma100_130 | 11865084:ETHUSD |
|---|---|---|
| Max Drawdown | -23.71% | -64.23% |
| Longest DD Days | 470.0 | 515.0 |
| Avg. Drawdown | -3.55% | -7.51% |
| Avg. Drawdown Days | 39.0 | 26.0 |
| Recovery Factor | 2.4 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-08-12 | -23.71 | 470 |
| 2022-08-11 | 2023-02-01 | -11.82 | 174 |
| 2022-06-29 | 2022-07-04 | -7.96 | 5 |
| 2023-10-23 | 2023-12-27 | -6.22 | 65 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2023-12-28 | 2024-03-25 | -5.72 | 88 |
| 2022-07-05 | 2022-08-08 | -4.78 | 34 |
| 2023-02-04 | 2023-03-29 | -4.48 | 52 |
| 2023-03-29 | 2023-05-28 | -4.02 | 60 |
| 2023-09-12 | 2023-10-20 | -3.06 | 37 |
| Metric | 11865084:ethusd:triple_med_gx:lsma100_130 | 11865084:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 11.94% | 27.26% |
| Worst Week | -12.27% | -21.87% |
| Best Month | 17.19% | 56.93% |
| Worst Month | -13.84% | -32.24% |
| Best Year | 23.43% | 91.16% |
| Worst Year | -5.21% | 3.99% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -0.88% | -1.0% |
| Avg. Up Week | 4.25% | 7.24% |
| Avg. Down Week | -2.74% | -4.56% |
| Avg. Up Month | 5.54% | 17.19% |
| Avg. Down Month | -3.43% | -7.96% |
| Win Days % | 46.04% | 50.72% |
| Win Month % | 58.82% | 52.5% |
| Win Week % | 52.83% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 100.0% |