| Metric | 11876116:ethusd:triple_med_gx:lsma95_140 | 11876116:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 102.38% | 300.98% |
| Max Drawdown | -30.79% | -64.23% |
| Sharpe | 0.58 | 0.5 |
| Sortino | 0.92 | 0.73 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.26 | 1.08 |
| Common Sense Ratio | 1.79 | 1.13 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.42 | 1.05 |
| Outlier Win Ratio | 41.67 | 3.17 |
| Outlier Loss Ratio | 3.99 | 3.17 |
| Volatility (ann.) | 10.48% | 32.46% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.8 | 0.85 |
| Skew | 1.39 | 0.34 |
| Kurtosis | 40.86 | 9.16 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.78% | 3.53% |
| Expected Yearly % | 19.27% | 41.51% |
| Kelly Criterion | 7.2% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.75% |
| Expected Shortfall (cVaR) | -0.89% | -2.75% |
| Year | 11876116:ETHUSD | 11876116:ethusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 33.92 | 3.75 | + |
| 2023 | 91.16 | 25.06 | 0.27 | - |
| 2024 | 45.75 | -14.94 | -0.33 | - |
| 2025 | 31.97 | 42.06 | 1.32 | + |
| Metric | 11876116:ethusd:triple_med_gx:lsma95_140 | 11876116:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 32.81% | 73.76% |
| 6M | 33.18% | 98.28% |
| YTD | 42.06% | 31.97% |
| 1Y | 60.69% | 74.9% |
| 3Y (ann.) | 16.43% | 41.37% |
| 5Y (ann.) | 24.69% | 54.45% |
| Metric | 11876116:ethusd:triple_med_gx:lsma95_140 | 11876116:ETHUSD |
|---|---|---|
| Max Drawdown | -30.79% | -64.23% |
| Longest DD Days | 631.0 | 515.0 |
| Avg. Drawdown | -3.58% | -7.26% |
| Avg. Drawdown Days | 36.0 | 25.0 |
| Recovery Factor | 3.32 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2025-08-09 | -30.79 | 631 |
| 2022-06-28 | 2022-07-04 | -11.14 | 6 |
| 2023-07-01 | 2023-10-23 | -8.69 | 114 |
| 2023-02-04 | 2023-03-31 | -6.66 | 54 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-09-30 | 2022-11-23 | -5.37 | 53 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2023-06-27 | 2023-06-30 | -3.92 | 2 |
| 2022-08-06 | 2022-08-08 | -3.18 | 2 |
| 2022-08-05 | 2022-08-05 | -2.93 | 0 |
| Metric | 11876116:ethusd:triple_med_gx:lsma95_140 | 11876116:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 14.18% | 27.26% |
| Worst Week | -11.05% | -21.87% |
| Best Month | 29.22% | 56.93% |
| Worst Month | -17.72% | -32.24% |
| Best Year | 42.06% | 91.16% |
| Worst Year | -14.94% | 9.05% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.92% | -0.99% |
| Avg. Up Week | 5.2% | 6.71% |
| Avg. Down Week | -3.33% | -4.96% |
| Avg. Up Month | 6.92% | 17.44% |
| Avg. Down Month | -4.27% | -10.32% |
| Win Days % | 48.73% | 50.73% |
| Win Month % | 54.29% | 52.5% |
| Win Week % | 55.36% | 54.39% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 100.0% |