| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 174.61% | 177.07% |
| Max Drawdown | -13.69% | -64.23% |
| Sharpe | 0.82 | 0.39 |
| Sortino | 1.37 | 0.57 |
| Payoff Ratio | 1.35 | 1.21 |
| Profit Factor | 1.42 | 1.06 |
| Common Sense Ratio | 2.4 | 1.09 |
| CPC Index | 0.94 | 0.65 |
| Tail Ratio | 1.69 | 1.03 |
| Outlier Win Ratio | 44.15 | 3.06 |
| Outlier Loss Ratio | 4.28 | 3.03 |
| Volatility (ann.) | 9.61% | 32.45% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.52 | 0.54 |
| Skew | 2.04 | 0.3 |
| Kurtosis | 47.46 | 8.81 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.43% | 2.46% |
| Expected Yearly % | 28.73% | 29.02% |
| Kelly Criterion | 11.08% | 9.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.76% |
| Expected Shortfall (cVaR) | -0.81% | -2.76% |
| Year | 11881601:ETHUSD | 11881601:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 26.54 | 6.65 | + |
| 2023 | 91.16 | 33.40 | 0.37 | - |
| 2024 | 45.75 | 7.52 | 0.16 | - |
| 2025 | -4.37 | 51.29 | -11.73 | + |
| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| MTD | 0.0% | -17.21% |
| 3M | 9.05% | -28.03% |
| 6M | 33.74% | 28.61% |
| YTD | 51.29% | -4.37% |
| 1Y | 67.96% | 1.62% |
| 3Y (ann.) | 28.6% | 37.83% |
| 5Y (ann.) | 34.47% | 34.82% |
| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| Max Drawdown | -13.69% | -64.23% |
| Longest DD Days | 249.0 | 515.0 |
| Avg. Drawdown | -2.66% | -8.09% |
| Avg. Drawdown Days | 26.0 | 27.0 |
| Recovery Factor | 12.76 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-01-03 | -13.69 | 249 |
| 2022-08-13 | 2023-02-01 | -12.33 | 172 |
| 2023-11-10 | 2024-03-25 | -9.13 | 136 |
| 2025-03-20 | 2025-08-07 | -8.12 | 140 |
| 2022-06-29 | 2022-07-04 | -7.96 | 5 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2023-09-06 | 2023-10-20 | -5.88 | 43 |
| 2025-02-13 | 2025-03-19 | -5.51 | 34 |
| 2023-02-04 | 2023-03-31 | -5.37 | 54 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 16.01% | 27.26% |
| Worst Week | -9.32% | -21.87% |
| Best Month | 22.72% | 56.93% |
| Worst Month | -9.74% | -32.24% |
| Best Year | 51.29% | 91.16% |
| Worst Year | 7.52% | -4.37% |
| Avg. Up Day | 1.14% | 1.16% |
| Avg. Down Day | -0.84% | -0.96% |
| Avg. Up Week | 4.84% | 7.0% |
| Avg. Down Week | -2.53% | -5.56% |
| Avg. Up Month | 6.68% | 19.54% |
| Avg. Down Month | -2.62% | -9.64% |
| Win Days % | 48.85% | 50.55% |
| Win Month % | 64.86% | 47.62% |
| Win Week % | 61.9% | 52.75% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 75.0% |