| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 129.11% | 64.09% |
| Max Drawdown | -25.27% | -64.23% |
| Sharpe | 0.5 | 0.27 |
| Sortino | 0.82 | 0.39 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.64 | 1.04 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 31.26 | 3.29 |
| Outlier Loss Ratio | 4.28 | 3.45 |
| Volatility (ann.) | 13.69% | 33.47% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.06 | 0.24 |
| Skew | 3.65 | 0.28 |
| Kurtosis | 85.5 | 8.61 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.95% | 1.16% |
| Expected Yearly % | 23.03% | 13.18% |
| Kelly Criterion | 5.94% | 9.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.86% |
| Expected Shortfall (cVaR) | -1.16% | -2.86% |
| Year | 11893513:ETHUSD | 11893513:ethusd:triple_med_gx:lsma105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 20.39 | -0.53 | + |
| 2023 | 91.16 | 35.59 | 0.39 | - |
| 2024 | 45.75 | 41.80 | 0.91 | - |
| 2025 | -4.37 | -1.02 | 0.23 | + |
| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| MTD | -11.41% | -17.21% |
| 3M | -19.18% | -28.03% |
| 6M | -10.61% | 28.61% |
| YTD | -1.02% | -4.37% |
| 1Y | -1.79% | 1.62% |
| 3Y (ann.) | 22.2% | 37.83% |
| 5Y (ann.) | 26.88% | 15.28% |
| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| Max Drawdown | -25.27% | -64.23% |
| Longest DD Days | 122.0 | 515.0 |
| Avg. Drawdown | -4.69% | -11.31% |
| Avg. Drawdown Days | 23.0 | 41.0 |
| Recovery Factor | 5.11 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-14 | 2025-11-17 | -25.27 | 95 |
| 2022-05-26 | 2022-06-26 | -15.68 | 31 |
| 2024-04-01 | 2024-05-20 | -14.71 | 49 |
| 2025-01-19 | 2025-04-14 | -14.39 | 84 |
| 2022-06-26 | 2022-07-18 | -13.42 | 22 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2023-06-23 | 2023-10-23 | -9.00 | 122 |
| 2023-04-14 | 2023-06-21 | -8.72 | 68 |
| 2024-11-10 | 2025-01-03 | -8.65 | 54 |
| 2025-04-14 | 2025-07-02 | -7.72 | 79 |
| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -7.18% | -14.0% |
| Best Week | 18.23% | 27.26% |
| Worst Week | -11.41% | -34.61% |
| Best Month | 18.23% | 56.93% |
| Worst Month | -11.55% | -44.86% |
| Best Year | 41.8% | 91.16% |
| Worst Year | -1.02% | -38.42% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -0.95% | -1.0% |
| Avg. Up Week | 5.57% | 9.7% |
| Avg. Down Week | -3.81% | -6.58% |
| Avg. Up Month | 8.16% | 23.07% |
| Avg. Down Month | -4.67% | -11.8% |
| Win Days % | 47.74% | 50.39% |
| Win Month % | 59.52% | 46.51% |
| Win Week % | 50.6% | 52.15% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |