| Metric | 11881512:ethusd:triple_med_gx:lsma120_145 | 11881512:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 109.9% | 290.0% |
| Max Drawdown | -16.99% | -64.23% |
| Sharpe | 0.74 | 0.49 |
| Sortino | 1.25 | 0.72 |
| Payoff Ratio | 1.46 | 1.32 |
| Profit Factor | 1.49 | 1.08 |
| Common Sense Ratio | NaN | 1.12 |
| CPC Index | 1.04 | 0.73 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 61.82 | 2.92 |
| Outlier Loss Ratio | 4.39 | 2.86 |
| Volatility (ann.) | 8.27% | 32.56% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.53 | 0.82 |
| Skew | 2.81 | 0.34 |
| Kurtosis | 81.78 | 9.06 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.87% | 3.46% |
| Expected Yearly % | 20.37% | 40.53% |
| Kelly Criterion | 12.24% | 13.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.76% |
| Expected Shortfall (cVaR) | -0.7% | -2.76% |
| Year | 11881512:ETHUSD | 11881512:ethusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 6.07 | 40.03 | 6.60 | + |
| 2023 | 91.16 | 7.96 | 0.09 | - |
| 2024 | 45.75 | 4.77 | 0.10 | - |
| 2025 | 31.97 | 32.53 | 1.02 | + |
| Metric | 11881512:ethusd:triple_med_gx:lsma120_145 | 11881512:ETHUSD |
|---|---|---|
| MTD | -0.18% | 0.07% |
| 3M | 22.98% | 73.76% |
| 6M | 29.82% | 98.28% |
| YTD | 32.53% | 31.97% |
| 1Y | 39.82% | 74.9% |
| 3Y (ann.) | 17.25% | 41.37% |
| 5Y (ann.) | 26.05% | 52.95% |
| Metric | 11881512:ethusd:triple_med_gx:lsma120_145 | 11881512:ETHUSD |
|---|---|---|
| Max Drawdown | -16.99% | -64.23% |
| Longest DD Days | 284.0 | 515.0 |
| Avg. Drawdown | -2.8% | -7.59% |
| Avg. Drawdown Days | 34.0 | 26.0 |
| Recovery Factor | 6.47 | 4.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-08 | 2023-11-19 | -16.99 | 284 |
| 2024-05-06 | 2025-01-03 | -11.32 | 242 |
| 2025-01-18 | 2025-03-19 | -9.79 | 60 |
| 2024-01-02 | 2024-05-03 | -7.30 | 122 |
| 2025-08-14 | 2025-09-01 | -5.70 | 18 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2025-03-20 | 2025-07-09 | -4.55 | 111 |
| 2023-02-04 | 2023-02-07 | -3.33 | 2 |
| 2022-08-13 | 2022-11-22 | -2.75 | 100 |
| 2022-07-07 | 2022-08-10 | -2.17 | 34 |
| Metric | 11881512:ethusd:triple_med_gx:lsma120_145 | 11881512:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 16.42% | 27.26% |
| Worst Week | -9.63% | -21.87% |
| Best Month | 19.77% | 56.93% |
| Worst Month | -7.68% | -32.24% |
| Best Year | 40.03% | 91.16% |
| Worst Year | 4.77% | 6.07% |
| Avg. Up Day | 1.14% | 1.16% |
| Avg. Down Day | -0.78% | -0.88% |
| Avg. Up Week | 4.63% | 9.11% |
| Avg. Down Week | -4.06% | -5.49% |
| Avg. Up Month | 7.34% | 28.08% |
| Avg. Down Month | -2.28% | -4.52% |
| Win Days % | 47.94% | 50.73% |
| Win Month % | 56.67% | 52.5% |
| Win Week % | 68.09% | 54.39% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 100.0% |