| Metric | 11881721:ethusd:triple_med_gx:lsma95_145 | 11881721:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 169.37% | 300.98% |
| Max Drawdown | -21.57% | -64.23% |
| Sharpe | 0.78 | 0.5 |
| Sortino | 1.3 | 0.73 |
| Payoff Ratio | 1.34 | 1.25 |
| Profit Factor | 1.37 | 1.08 |
| Common Sense Ratio | 2.24 | 1.13 |
| CPC Index | 0.89 | 0.69 |
| Tail Ratio | 1.64 | 1.05 |
| Outlier Win Ratio | 39.02 | 3.18 |
| Outlier Loss Ratio | 4.2 | 3.13 |
| Volatility (ann.) | 10.62% | 32.46% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.69 | 0.85 |
| Skew | 1.84 | 0.34 |
| Kurtosis | 40.3 | 9.16 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.51% | 3.53% |
| Expected Yearly % | 28.11% | 41.51% |
| Kelly Criterion | 9.85% | 11.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.75% |
| Expected Shortfall (cVaR) | -0.89% | -2.75% |
| Year | 11881721:ETHUSD | 11881721:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 35.64 | 3.94 | + |
| 2023 | 91.16 | 31.82 | 0.35 | - |
| 2024 | 45.75 | -2.50 | -0.05 | - |
| 2025 | 31.97 | 54.52 | 1.71 | + |
| Metric | 11881721:ethusd:triple_med_gx:lsma95_145 | 11881721:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 41.37% | 73.76% |
| 6M | 46.94% | 98.28% |
| YTD | 54.52% | 31.97% |
| 1Y | 75.0% | 74.9% |
| 3Y (ann.) | 26.42% | 41.37% |
| 5Y (ann.) | 36.37% | 54.45% |
| Metric | 11881721:ethusd:triple_med_gx:lsma95_145 | 11881721:ETHUSD |
|---|---|---|
| Max Drawdown | -21.57% | -64.23% |
| Longest DD Days | 325.0 | 515.0 |
| Avg. Drawdown | -3.07% | -7.26% |
| Avg. Drawdown Days | 23.0 | 25.0 |
| Recovery Factor | 7.85 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-03-19 | -21.57 | 325 |
| 2025-05-29 | 2025-07-09 | -11.55 | 41 |
| 2022-06-28 | 2022-07-04 | -11.14 | 6 |
| 2023-07-01 | 2023-10-23 | -9.14 | 114 |
| 2023-12-28 | 2024-04-27 | -7.78 | 121 |
| 2023-11-10 | 2023-12-27 | -7.49 | 47 |
| 2022-08-13 | 2022-11-23 | -6.30 | 101 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2025-03-20 | 2025-04-26 | -4.46 | 37 |
| Metric | 11881721:ethusd:triple_med_gx:lsma95_145 | 11881721:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 16.76% | 27.26% |
| Worst Week | -11.05% | -21.87% |
| Best Month | 29.26% | 56.93% |
| Worst Month | -10.73% | -32.24% |
| Best Year | 54.52% | 91.16% |
| Worst Year | -2.5% | 9.05% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -0.87% | -0.94% |
| Avg. Up Week | 6.03% | 6.82% |
| Avg. Down Week | -2.85% | -4.86% |
| Avg. Up Month | 9.38% | 19.16% |
| Avg. Down Month | -3.46% | -10.3% |
| Win Days % | 48.36% | 50.73% |
| Win Month % | 50.0% | 52.5% |
| Win Week % | 57.89% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 100.0% |