| Metric | 11881602:ethusd:triple_med_gx:lsma95_145 | 11881602:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 122.15% | 282.36% |
| Max Drawdown | -21.58% | -64.23% |
| Sharpe | 0.67 | 0.48 |
| Sortino | 1.09 | 0.71 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | 2.13 | 1.13 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.62 | 1.04 |
| Outlier Win Ratio | 41.31 | 3.08 |
| Outlier Loss Ratio | 4.23 | 3.11 |
| Volatility (ann.) | 10.1% | 32.46% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.31 | 0.81 |
| Skew | 1.86 | 0.34 |
| Kurtosis | 42.94 | 9.15 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.02% | 3.41% |
| Expected Yearly % | 22.08% | 39.84% |
| Kelly Criterion | 8.2% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.75% |
| Expected Shortfall (cVaR) | -0.85% | -2.75% |
| Year | 11881602:ETHUSD | 11881602:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 19.96 | 5.00 | + |
| 2023 | 91.16 | 28.66 | 0.31 | - |
| 2024 | 45.75 | -5.46 | -0.12 | - |
| 2025 | 31.97 | 52.24 | 1.63 | + |
| Metric | 11881602:ethusd:triple_med_gx:lsma95_145 | 11881602:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | 40.18% | 73.76% |
| 6M | 42.61% | 98.28% |
| YTD | 52.24% | 31.97% |
| 1Y | 62.88% | 74.9% |
| 3Y (ann.) | 21.24% | 41.37% |
| 5Y (ann.) | 28.33% | 52.06% |
| Metric | 11881602:ethusd:triple_med_gx:lsma95_145 | 11881602:ETHUSD |
|---|---|---|
| Max Drawdown | -21.58% | -64.23% |
| Longest DD Days | 395.0 | 515.0 |
| Avg. Drawdown | -3.08% | -7.51% |
| Avg. Drawdown Days | 27.0 | 26.0 |
| Recovery Factor | 5.66 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-05-29 | -21.58 | 395 |
| 2022-08-13 | 2023-02-01 | -13.69 | 172 |
| 2022-06-28 | 2022-07-04 | -11.14 | 6 |
| 2023-11-10 | 2024-04-27 | -9.22 | 169 |
| 2025-05-29 | 2025-07-02 | -8.89 | 34 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2023-07-03 | 2023-10-21 | -6.00 | 109 |
| 2023-02-04 | 2023-03-31 | -5.71 | 54 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2023-04-01 | 2023-05-28 | -3.92 | 57 |
| Metric | 11881602:ethusd:triple_med_gx:lsma95_145 | 11881602:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 15.71% | 27.26% |
| Worst Week | -10.78% | -21.87% |
| Best Month | 26.76% | 56.93% |
| Worst Month | -9.08% | -32.24% |
| Best Year | 52.24% | 91.16% |
| Worst Year | -5.46% | 3.99% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.86% | -0.96% |
| Avg. Up Week | 5.03% | 7.34% |
| Avg. Down Week | -3.21% | -5.06% |
| Avg. Up Month | 7.08% | 20.12% |
| Avg. Down Month | -3.13% | -12.54% |
| Win Days % | 47.99% | 50.72% |
| Win Month % | 54.05% | 52.5% |
| Win Week % | 58.33% | 54.39% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 100.0% |