| Metric | 11881737:ethusd:triple_med_gx:lsma100_145 | 11881737:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 163.87% | 300.98% |
| Max Drawdown | -15.93% | -64.23% |
| Sharpe | 0.8 | 0.5 |
| Sortino | 1.33 | 0.73 |
| Payoff Ratio | 1.36 | 1.29 |
| Profit Factor | 1.4 | 1.08 |
| Common Sense Ratio | 2.92 | 1.13 |
| CPC Index | 0.92 | 0.71 |
| Tail Ratio | 2.09 | 1.05 |
| Outlier Win Ratio | 41.83 | 3.12 |
| Outlier Loss Ratio | 4.25 | 3.08 |
| Volatility (ann.) | 10.07% | 32.46% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.23 | 0.85 |
| Skew | 1.74 | 0.34 |
| Kurtosis | 44.96 | 9.16 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.46% | 3.53% |
| Expected Yearly % | 27.45% | 41.51% |
| Kelly Criterion | 10.46% | 12.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.75% |
| Expected Shortfall (cVaR) | -0.84% | -2.75% |
| Year | 11881737:ETHUSD | 11881737:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 32.06 | 3.54 | + |
| 2023 | 91.16 | 39.57 | 0.43 | - |
| 2024 | 45.75 | 4.04 | 0.09 | - |
| 2025 | 31.97 | 37.60 | 1.18 | + |
| Metric | 11881737:ethusd:triple_med_gx:lsma100_145 | 11881737:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 28.82% | 73.76% |
| 6M | 32.79% | 98.28% |
| YTD | 37.6% | 31.97% |
| 1Y | 39.94% | 74.9% |
| 3Y (ann.) | 27.22% | 41.37% |
| 5Y (ann.) | 35.49% | 54.45% |
| Metric | 11881737:ethusd:triple_med_gx:lsma100_145 | 11881737:ETHUSD |
|---|---|---|
| Max Drawdown | -15.93% | -64.23% |
| Longest DD Days | 289.0 | 515.0 |
| Avg. Drawdown | -2.58% | -7.26% |
| Avg. Drawdown Days | 21.0 | 25.0 |
| Recovery Factor | 10.29 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-28 | 2025-02-12 | -15.93 | 289 |
| 2025-05-29 | 2025-07-11 | -10.70 | 42 |
| 2023-12-28 | 2024-03-25 | -8.97 | 88 |
| 2022-06-29 | 2022-07-04 | -7.96 | 5 |
| 2023-11-10 | 2023-12-27 | -7.59 | 47 |
| 2023-07-01 | 2023-10-20 | -7.08 | 111 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-08-13 | 2022-11-23 | -5.10 | 101 |
| 2025-02-13 | 2025-03-19 | -5.05 | 34 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| Metric | 11881737:ethusd:triple_med_gx:lsma100_145 | 11881737:ETHUSD |
|---|---|---|
| Best Day | 7.18% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 16.76% | 27.26% |
| Worst Week | -11.05% | -21.87% |
| Best Month | 22.87% | 56.93% |
| Worst Month | -10.79% | -32.24% |
| Best Year | 39.57% | 91.16% |
| Worst Year | 4.04% | 9.05% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 5.14% | 7.01% |
| Avg. Down Week | -2.39% | -5.77% |
| Avg. Up Month | 7.98% | 18.6% |
| Avg. Down Month | -2.63% | -9.95% |
| Win Days % | 48.46% | 50.73% |
| Win Month % | 55.88% | 52.5% |
| Win Week % | 60.0% | 54.39% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 100.0% |