| Metric | 11881623:ethusd:triple_med_gx:lsma110_145 | 11881623:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 120.1% | 282.36% |
| Max Drawdown | -12.24% | -64.23% |
| Sharpe | 0.78 | 0.48 |
| Sortino | 1.36 | 0.71 |
| Payoff Ratio | 1.41 | 1.27 |
| Profit Factor | 1.46 | 1.08 |
| Common Sense Ratio | 0.32 | 1.13 |
| CPC Index | 1.0 | 0.7 |
| Tail Ratio | 0.22 | 1.04 |
| Outlier Win Ratio | 55.32 | 2.94 |
| Outlier Loss Ratio | 4.37 | 2.95 |
| Volatility (ann.) | 8.31% | 32.46% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.28 | 0.81 |
| Skew | 3.22 | 0.34 |
| Kurtosis | 66.25 | 9.15 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.99% | 3.41% |
| Expected Yearly % | 21.8% | 39.84% |
| Kelly Criterion | 12.18% | 12.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.75% |
| Expected Shortfall (cVaR) | -0.7% | -2.75% |
| Year | 11881623:ETHUSD | 11881623:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 33.35 | 8.36 | + |
| 2023 | 91.16 | 7.13 | 0.08 | - |
| 2024 | 45.75 | 6.82 | 0.15 | - |
| 2025 | 31.97 | 44.24 | 1.38 | + |
| Metric | 11881623:ethusd:triple_med_gx:lsma110_145 | 11881623:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | 23.7% | 73.76% |
| 6M | 29.72% | 98.28% |
| YTD | 44.24% | 31.97% |
| 1Y | 48.52% | 74.9% |
| 3Y (ann.) | 17.4% | 41.37% |
| 5Y (ann.) | 27.96% | 52.06% |
| Metric | 11881623:ethusd:triple_med_gx:lsma110_145 | 11881623:ETHUSD |
|---|---|---|
| Max Drawdown | -12.24% | -64.23% |
| Longest DD Days | 249.0 | 515.0 |
| Avg. Drawdown | -2.16% | -7.51% |
| Avg. Drawdown Days | 25.0 | 26.0 |
| Recovery Factor | 9.81 | 4.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-01-03 | -12.24 | 249 |
| 2022-08-13 | 2023-01-09 | -12.08 | 148 |
| 2023-11-11 | 2024-04-27 | -9.63 | 167 |
| 2023-04-01 | 2023-10-23 | -7.61 | 205 |
| 2025-03-20 | 2025-06-03 | -5.27 | 75 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2023-02-04 | 2023-03-29 | -4.00 | 52 |
| 2025-02-14 | 2025-03-19 | -3.55 | 32 |
| 2025-06-04 | 2025-07-06 | -2.84 | 32 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| Metric | 11881623:ethusd:triple_med_gx:lsma110_145 | 11881623:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -5.29% | -14.0% |
| Best Week | 16.5% | 27.26% |
| Worst Week | -3.43% | -21.87% |
| Best Month | 16.71% | 56.93% |
| Worst Month | -3.86% | -32.24% |
| Best Year | 44.24% | 91.16% |
| Worst Year | 6.82% | 3.99% |
| Avg. Up Day | 1.12% | 1.14% |
| Avg. Down Day | -0.8% | -0.89% |
| Avg. Up Week | 4.68% | 7.4% |
| Avg. Down Week | -1.61% | -4.58% |
| Avg. Up Month | 5.92% | 28.6% |
| Avg. Down Month | -1.93% | -11.12% |
| Win Days % | 48.67% | 50.72% |
| Win Month % | 60.61% | 52.5% |
| Win Week % | 55.77% | 54.39% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 100.0% |