| Metric | 11881612:ethusd:triple_med_gx:lsma105_145 | 11881612:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 125.3% | 282.36% |
| Max Drawdown | -14.69% | -64.23% |
| Sharpe | 0.75 | 0.48 |
| Sortino | 1.28 | 0.71 |
| Payoff Ratio | 1.38 | 1.22 |
| Profit Factor | 1.4 | 1.08 |
| Common Sense Ratio | 1.52 | 1.13 |
| CPC Index | 0.91 | 0.67 |
| Tail Ratio | 1.09 | 1.04 |
| Outlier Win Ratio | 48.94 | 3.0 |
| Outlier Loss Ratio | 4.43 | 3.01 |
| Volatility (ann.) | 9.03% | 32.46% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.97 | 0.81 |
| Skew | 2.89 | 0.34 |
| Kurtosis | 53.63 | 9.15 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.05% | 3.41% |
| Expected Yearly % | 22.52% | 39.84% |
| Kelly Criterion | 9.16% | 10.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.75% |
| Expected Shortfall (cVaR) | -0.76% | -2.75% |
| Year | 11881612:ETHUSD | 11881612:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 24.75 | 6.21 | + |
| 2023 | 91.16 | 22.67 | 0.25 | - |
| 2024 | 45.75 | 4.07 | 0.09 | - |
| 2025 | 31.97 | 41.46 | 1.30 | + |
| Metric | 11881612:ethusd:triple_med_gx:lsma105_145 | 11881612:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | 28.34% | 73.76% |
| 6M | 34.11% | 98.28% |
| YTD | 41.46% | 31.97% |
| 1Y | 46.43% | 74.9% |
| 3Y (ann.) | 21.05% | 41.37% |
| 5Y (ann.) | 28.9% | 52.06% |
| Metric | 11881612:ethusd:triple_med_gx:lsma105_145 | 11881612:ETHUSD |
|---|---|---|
| Max Drawdown | -14.69% | -64.23% |
| Longest DD Days | 291.0 | 515.0 |
| Avg. Drawdown | -2.3% | -7.51% |
| Avg. Drawdown Days | 25.0 | 26.0 |
| Recovery Factor | 8.53 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-02-14 | -14.69 | 291 |
| 2022-08-13 | 2023-03-29 | -11.91 | 227 |
| 2023-11-10 | 2024-03-25 | -8.59 | 136 |
| 2022-08-08 | 2022-08-10 | -6.65 | 2 |
| 2023-08-12 | 2023-10-21 | -6.45 | 70 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2025-03-20 | 2025-06-02 | -4.75 | 74 |
| 2025-02-14 | 2025-03-19 | -4.32 | 32 |
| 2023-04-01 | 2023-06-30 | -4.30 | 90 |
| 2022-07-01 | 2022-07-04 | -2.88 | 2 |
| Metric | 11881612:ethusd:triple_med_gx:lsma105_145 | 11881612:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -5.12% | -14.0% |
| Best Week | 16.66% | 27.26% |
| Worst Week | -4.21% | -21.87% |
| Best Month | 18.93% | 56.93% |
| Worst Month | -4.43% | -32.24% |
| Best Year | 41.46% | 91.16% |
| Worst Year | 4.07% | 3.99% |
| Avg. Up Day | 1.14% | 1.16% |
| Avg. Down Day | -0.82% | -0.95% |
| Avg. Up Week | 4.41% | 7.53% |
| Avg. Down Week | -1.95% | -5.18% |
| Avg. Up Month | 6.28% | 24.54% |
| Avg. Down Month | -2.0% | -10.15% |
| Win Days % | 47.25% | 50.72% |
| Win Month % | 60.0% | 52.5% |
| Win Week % | 58.33% | 54.39% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 100.0% |