| Metric | 11881378:ethusd:triple_med_gx:lsma105_145 | 11881378:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 107.29% | 357.12% |
| Max Drawdown | -21.89% | -64.23% |
| Sharpe | 0.65 | 0.52 |
| Sortino | 1.05 | 0.78 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.33 | 1.09 |
| Common Sense Ratio | 1.85 | 1.13 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.39 | 1.04 |
| Outlier Win Ratio | 47.76 | 3.02 |
| Outlier Loss Ratio | 4.2 | 3.03 |
| Volatility (ann.) | 9.37% | 32.81% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.17 | 0.94 |
| Skew | 1.87 | 0.41 |
| Kurtosis | 52.11 | 9.21 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.84% | 3.87% |
| Expected Yearly % | 19.99% | 46.22% |
| Kelly Criterion | 9.36% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.78% |
| Expected Shortfall (cVaR) | -0.79% | -2.78% |
| Year | 11881378:ETHUSD | 11881378:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 21.47 | 0.88 | - |
| 2023 | 91.16 | 35.28 | 0.39 | - |
| 2024 | 45.75 | -7.31 | -0.16 | - |
| 2025 | 31.97 | 36.10 | 1.13 | + |
| Metric | 11881378:ethusd:triple_med_gx:lsma105_145 | 11881378:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 25.12% | 73.76% |
| 6M | 29.95% | 98.28% |
| YTD | 36.1% | 31.97% |
| 1Y | 36.24% | 74.9% |
| 3Y (ann.) | 19.07% | 41.37% |
| 5Y (ann.) | 25.53% | 60.66% |
| Metric | 11881378:ethusd:triple_med_gx:lsma105_145 | 11881378:ETHUSD |
|---|---|---|
| Max Drawdown | -21.89% | -64.23% |
| Longest DD Days | 465.0 | 515.0 |
| Avg. Drawdown | -3.66% | -7.38% |
| Avg. Drawdown Days | 36.0 | 25.0 |
| Recovery Factor | 4.9 | 5.56 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-30 | 2025-08-08 | -21.89 | 465 |
| 2023-01-09 | 2023-06-30 | -13.29 | 171 |
| 2022-11-20 | 2023-01-08 | -11.03 | 49 |
| 2023-12-28 | 2024-04-27 | -10.38 | 121 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2023-09-08 | 2023-10-20 | -5.83 | 42 |
| 2022-07-05 | 2022-08-08 | -4.78 | 34 |
| 2023-11-10 | 2023-12-27 | -4.35 | 47 |
| 2022-07-01 | 2022-07-04 | -3.05 | 2 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| Metric | 11881378:ethusd:triple_med_gx:lsma105_145 | 11881378:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 18.2% | 27.36% |
| Worst Week | -8.12% | -21.87% |
| Best Month | 21.08% | 56.93% |
| Worst Month | -7.67% | -32.24% |
| Best Year | 36.1% | 91.16% |
| Worst Year | -7.31% | 24.32% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 4.45% | 8.46% |
| Avg. Down Week | -2.49% | -5.49% |
| Avg. Up Month | 6.84% | 19.53% |
| Avg. Down Month | -2.19% | -13.08% |
| Win Days % | 49.5% | 50.74% |
| Win Month % | 51.43% | 55.0% |
| Win Week % | 56.9% | 54.39% |
| Win Quarter % | 69.23% | 64.29% |
| Win Year % | 75.0% | 100.0% |