| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 164.03% | 190.56% |
| Max Drawdown | -16.01% | -64.23% |
| Sharpe | 0.82 | 0.4 |
| Sortino | 1.38 | 0.59 |
| Payoff Ratio | 1.38 | 1.31 |
| Profit Factor | 1.45 | 1.07 |
| Common Sense Ratio | 1.8 | 1.1 |
| CPC Index | 0.99 | 0.7 |
| Tail Ratio | 1.24 | 1.03 |
| Outlier Win Ratio | 47.76 | 3.0 |
| Outlier Loss Ratio | 4.17 | 2.99 |
| Volatility (ann.) | 9.2% | 32.45% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.06 | 0.57 |
| Skew | 2.29 | 0.3 |
| Kurtosis | 53.01 | 8.82 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.34% | 2.57% |
| Expected Yearly % | 27.47% | 30.56% |
| Kelly Criterion | 12.7% | 12.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.76% |
| Expected Shortfall (cVaR) | -0.77% | -2.76% |
| Year | 11881726:ETHUSD | 11881726:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 33.34 | 3.68 | + |
| 2023 | 91.16 | 26.04 | 0.29 | - |
| 2024 | 45.75 | -2.28 | -0.05 | - |
| 2025 | -4.37 | 60.75 | -13.90 | + |
| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| MTD | 0.0% | -17.21% |
| 3M | 10.55% | -28.03% |
| 6M | 42.62% | 28.61% |
| YTD | 60.75% | -4.37% |
| 1Y | 69.42% | 1.62% |
| 3Y (ann.) | 23.83% | 37.83% |
| 5Y (ann.) | 32.99% | 36.78% |
| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| Max Drawdown | -16.01% | -64.23% |
| Longest DD Days | 325.0 | 515.0 |
| Avg. Drawdown | -2.57% | -7.83% |
| Avg. Drawdown Days | 26.0 | 27.0 |
| Recovery Factor | 10.24 | 2.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-03-19 | -16.01 | 325 |
| 2022-08-13 | 2023-03-29 | -11.69 | 227 |
| 2023-12-28 | 2024-04-27 | -9.34 | 121 |
| 2025-06-04 | 2025-07-09 | -8.35 | 35 |
| 2023-07-03 | 2023-10-22 | -7.97 | 111 |
| 2023-11-10 | 2023-12-27 | -7.33 | 47 |
| 2022-08-08 | 2022-08-10 | -6.48 | 2 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2025-03-20 | 2025-05-01 | -4.46 | 42 |
| 2022-07-01 | 2022-07-04 | -2.88 | 2 |
| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 16.76% | 27.26% |
| Worst Week | -6.73% | -21.87% |
| Best Month | 25.1% | 56.93% |
| Worst Month | -6.47% | -32.24% |
| Best Year | 60.75% | 91.16% |
| Worst Year | -2.28% | -4.37% |
| Avg. Up Day | 1.15% | 1.17% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 5.27% | 7.35% |
| Avg. Down Week | -2.27% | -4.19% |
| Avg. Up Month | 6.41% | 20.09% |
| Avg. Down Month | -2.35% | -11.72% |
| Win Days % | 49.4% | 50.56% |
| Win Month % | 62.86% | 47.62% |
| Win Week % | 57.63% | 52.75% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |