| Metric | 11881377:ethusd:triple_med_gx:lsma100_145 | 11881377:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 90.41% | 357.12% |
| Max Drawdown | -25.52% | -64.23% |
| Sharpe | 0.55 | 0.52 |
| Sortino | 0.86 | 0.78 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.26 | 1.09 |
| Common Sense Ratio | 2.31 | 1.13 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.84 | 1.04 |
| Outlier Win Ratio | 43.51 | 3.06 |
| Outlier Loss Ratio | 4.17 | 3.09 |
| Volatility (ann.) | 10.01% | 32.81% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.87 | 0.94 |
| Skew | 1.29 | 0.41 |
| Kurtosis | 46.75 | 9.21 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.62% | 3.87% |
| Expected Yearly % | 17.47% | 46.22% |
| Kelly Criterion | 7.48% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.78% |
| Expected Shortfall (cVaR) | -0.85% | -2.78% |
| Year | 11881377:ETHUSD | 11881377:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 20.29 | 0.83 | - |
| 2023 | 91.16 | 34.45 | 0.38 | - |
| 2024 | 45.75 | -7.61 | -0.17 | - |
| 2025 | 31.97 | 27.44 | 0.86 | - |
| Metric | 11881377:ethusd:triple_med_gx:lsma100_145 | 11881377:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 18.25% | 73.76% |
| 6M | 20.53% | 98.28% |
| YTD | 27.44% | 31.97% |
| 1Y | 23.12% | 74.9% |
| 3Y (ann.) | 16.13% | 41.37% |
| 5Y (ann.) | 22.25% | 60.66% |
| Metric | 11881377:ethusd:triple_med_gx:lsma100_145 | 11881377:ETHUSD |
|---|---|---|
| Max Drawdown | -25.52% | -64.23% |
| Longest DD Days | 467.0 | 515.0 |
| Avg. Drawdown | -4.43% | -7.38% |
| Avg. Drawdown Days | 37.0 | 25.0 |
| Recovery Factor | 3.54 | 5.56 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-08-09 | -25.52 | 467 |
| 2023-02-04 | 2023-06-30 | -12.25 | 146 |
| 2022-11-19 | 2023-01-08 | -11.32 | 50 |
| 2023-12-28 | 2024-03-25 | -7.78 | 88 |
| 2023-07-30 | 2023-10-22 | -6.73 | 84 |
| 2022-06-30 | 2022-07-04 | -6.68 | 4 |
| 2025-08-14 | 2025-09-01 | -6.38 | 18 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-07-05 | 2022-08-08 | -4.78 | 34 |
| 2023-11-10 | 2023-11-19 | -3.96 | 9 |
| Metric | 11881377:ethusd:triple_med_gx:lsma100_145 | 11881377:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 15.57% | 27.36% |
| Worst Week | -9.05% | -21.87% |
| Best Month | 17.44% | 56.93% |
| Worst Month | -8.22% | -32.24% |
| Best Year | 34.45% | 91.16% |
| Worst Year | -7.61% | 24.32% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 4.63% | 7.98% |
| Avg. Down Week | -2.7% | -4.63% |
| Avg. Up Month | 6.25% | 17.49% |
| Avg. Down Month | -3.0% | -10.55% |
| Win Days % | 48.51% | 50.74% |
| Win Month % | 55.56% | 55.0% |
| Win Week % | 57.63% | 54.39% |
| Win Quarter % | 57.14% | 64.29% |
| Win Year % | 75.0% | 100.0% |