| Metric | 11876012:ethusd:triple_med_gx:lsma100_140 | 11876012:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 99.32% | 282.36% |
| Max Drawdown | -19.93% | -64.23% |
| Sharpe | 0.6 | 0.48 |
| Sortino | 0.94 | 0.71 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | 2.1 | 1.13 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.62 | 1.04 |
| Outlier Win Ratio | 45.34 | 3.07 |
| Outlier Loss Ratio | 4.06 | 3.09 |
| Volatility (ann.) | 9.84% | 32.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.21 | 0.81 |
| Skew | 1.14 | 0.34 |
| Kurtosis | 47.77 | 9.15 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.74% | 3.41% |
| Expected Yearly % | 18.82% | 39.84% |
| Kelly Criterion | 7.0% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.75% |
| Expected Shortfall (cVaR) | -0.83% | -2.75% |
| Year | 11876012:ETHUSD | 11876012:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 22.95 | 5.75 | + |
| 2023 | 91.16 | 25.13 | 0.28 | - |
| 2024 | 45.75 | -3.14 | -0.07 | - |
| 2025 | 31.97 | 33.77 | 1.06 | + |
| Metric | 11876012:ethusd:triple_med_gx:lsma100_140 | 11876012:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 22.53% | 73.76% |
| 6M | 23.09% | 98.28% |
| YTD | 33.77% | 31.97% |
| 1Y | 30.25% | 74.9% |
| 3Y (ann.) | 16.43% | 41.37% |
| 5Y (ann.) | 24.05% | 52.06% |
| Metric | 11876012:ethusd:triple_med_gx:lsma100_140 | 11876012:ETHUSD |
|---|---|---|
| Max Drawdown | -19.93% | -64.23% |
| Longest DD Days | 460.0 | 515.0 |
| Avg. Drawdown | -3.55% | -7.51% |
| Avg. Drawdown Days | 34.0 | 26.0 |
| Recovery Factor | 4.98 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-10 | 2025-02-12 | -19.93 | 460 |
| 2022-09-30 | 2023-01-09 | -11.46 | 100 |
| 2023-02-04 | 2023-06-30 | -11.20 | 145 |
| 2025-03-20 | 2025-08-07 | -8.26 | 140 |
| 2022-06-29 | 2022-07-04 | -7.96 | 5 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2025-02-13 | 2025-03-19 | -5.51 | 34 |
| 2025-08-13 | 2025-09-01 | -5.43 | 18 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| Metric | 11876012:ethusd:triple_med_gx:lsma100_140 | 11876012:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 16.01% | 27.26% |
| Worst Week | -12.95% | -21.87% |
| Best Month | 17.88% | 56.93% |
| Worst Month | -14.82% | -32.24% |
| Best Year | 33.77% | 91.16% |
| Worst Year | -3.14% | 3.99% |
| Avg. Up Day | 1.12% | 1.14% |
| Avg. Down Day | -0.9% | -0.98% |
| Avg. Up Week | 4.06% | 6.49% |
| Avg. Down Week | -3.39% | -5.33% |
| Avg. Up Month | 5.32% | 18.74% |
| Avg. Down Month | -3.5% | -10.54% |
| Win Days % | 48.53% | 50.72% |
| Win Month % | 63.89% | 52.5% |
| Win Week % | 60.94% | 54.39% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 100.0% |