| Metric | 11876125:ethusd:triple_med_gx:lsma105_140 | 11876125:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 78.15% | 300.98% |
| Max Drawdown | -23.22% | -64.23% |
| Sharpe | 0.53 | 0.5 |
| Sortino | 0.83 | 0.73 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.27 | 1.08 |
| Common Sense Ratio | 1.33 | 1.13 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.04 | 1.05 |
| Outlier Win Ratio | 50.52 | 3.0 |
| Outlier Loss Ratio | 3.85 | 3.04 |
| Volatility (ann.) | 9.3% | 32.46% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.85 | 0.85 |
| Skew | 1.35 | 0.34 |
| Kurtosis | 51.7 | 9.16 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.45% | 3.53% |
| Expected Yearly % | 15.53% | 41.51% |
| Kelly Criterion | 7.07% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.75% |
| Expected Shortfall (cVaR) | -0.79% | -2.75% |
| Year | 11876125:ETHUSD | 11876125:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 31.09 | 3.44 | + |
| 2023 | 91.16 | 20.42 | 0.22 | - |
| 2024 | 45.75 | -13.68 | -0.30 | - |
| 2025 | 31.97 | 30.74 | 0.96 | - |
| Metric | 11876125:ethusd:triple_med_gx:lsma105_140 | 11876125:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 17.98% | 73.76% |
| 6M | 23.12% | 98.28% |
| YTD | 30.74% | 31.97% |
| 1Y | 30.75% | 74.9% |
| 3Y (ann.) | 10.04% | 41.37% |
| 5Y (ann.) | 19.81% | 54.45% |
| Metric | 11876125:ethusd:triple_med_gx:lsma105_140 | 11876125:ETHUSD |
|---|---|---|
| Max Drawdown | -23.22% | -64.23% |
| Longest DD Days | 590.0 | 515.0 |
| Avg. Drawdown | -3.67% | -7.26% |
| Avg. Drawdown Days | 38.0 | 25.0 |
| Recovery Factor | 3.37 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2025-08-09 | -23.22 | 590 |
| 2022-11-20 | 2023-02-04 | -11.19 | 76 |
| 2023-11-16 | 2023-12-28 | -8.50 | 41 |
| 2023-07-03 | 2023-10-23 | -7.91 | 112 |
| 2023-02-04 | 2023-03-29 | -6.66 | 52 |
| 2022-08-08 | 2022-08-10 | -6.48 | 2 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2025-08-15 | 2025-09-01 | -4.74 | 16 |
| 2022-07-01 | 2022-07-04 | -2.88 | 2 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| Metric | 11876125:ethusd:triple_med_gx:lsma105_140 | 11876125:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 14.67% | 27.26% |
| Worst Week | -6.71% | -21.87% |
| Best Month | 16.86% | 56.93% |
| Worst Month | -6.45% | -32.24% |
| Best Year | 31.09% | 91.16% |
| Worst Year | -13.68% | 9.05% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -0.93% | -0.98% |
| Avg. Up Week | 4.13% | 7.06% |
| Avg. Down Week | -2.55% | -4.76% |
| Avg. Up Month | 4.52% | 19.85% |
| Avg. Down Month | -3.11% | -12.06% |
| Win Days % | 48.88% | 50.73% |
| Win Month % | 60.61% | 52.5% |
| Win Week % | 53.57% | 54.39% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 100.0% |