| Metric | 11893670:ethusd:triple_med_gx:lsma110_30 | 11893670:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 131.52% | 144.48% |
| Max Drawdown | -38.51% | -64.23% |
| Sharpe | 0.56 | 0.37 |
| Sortino | 0.95 | 0.54 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.78 | 1.08 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.43 | 1.02 |
| Outlier Win Ratio | 34.39 | 3.3 |
| Outlier Loss Ratio | 4.1 | 3.25 |
| Volatility (ann.) | 12.82% | 33.49% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.76 | 0.49 |
| Skew | 4.4 | 0.33 |
| Kurtosis | 106.37 | 8.96 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.07% | 2.2% |
| Expected Yearly % | 23.35% | 25.04% |
| Kelly Criterion | 7.89% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.85% |
| Expected Shortfall (cVaR) | -1.08% | -2.85% |
| Year | 11893670:ETHUSD | 11893670:ethusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 28.22 | -0.84 | + |
| 2023 | 91.16 | 44.14 | 0.48 | - |
| 2024 | 45.75 | 59.62 | 1.30 | + |
| 2025 | 31.97 | -21.52 | -0.67 | - |
| Metric | 11893670:ethusd:triple_med_gx:lsma110_30 | 11893670:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -0.6% | 73.76% |
| 6M | 1.4% | 98.28% |
| YTD | -21.52% | 31.97% |
| 1Y | -10.83% | 74.9% |
| 3Y (ann.) | 35.29% | 41.37% |
| 5Y (ann.) | 29.37% | 31.55% |
| Metric | 11893670:ethusd:triple_med_gx:lsma110_30 | 11893670:ETHUSD |
|---|---|---|
| Max Drawdown | -38.51% | -64.23% |
| Longest DD Days | 273.0 | 515.0 |
| Avg. Drawdown | -3.58% | -10.44% |
| Avg. Drawdown Days | 22.0 | 40.0 |
| Recovery Factor | 3.42 | 2.25 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-09-01 | -38.51 | 273 |
| 2022-06-26 | 2022-10-26 | -24.51 | 121 |
| 2023-12-08 | 2024-04-08 | -8.48 | 122 |
| 2023-04-14 | 2023-06-21 | -7.97 | 68 |
| 2023-08-29 | 2023-10-22 | -7.40 | 54 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2024-08-14 | 2024-09-19 | -6.64 | 36 |
| 2024-04-24 | 2024-04-28 | -5.21 | 3 |
| 2024-10-21 | 2024-11-09 | -4.91 | 19 |
| 2022-11-26 | 2022-11-30 | -4.44 | 3 |
| Metric | 11893670:ethusd:triple_med_gx:lsma110_30 | 11893670:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 22.27% | 27.26% |
| Worst Week | -13.63% | -34.61% |
| Best Month | 18.81% | 56.93% |
| Worst Month | -12.82% | -44.86% |
| Best Year | 59.62% | 91.16% |
| Worst Year | -21.52% | -33.51% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.92% | -0.94% |
| Avg. Up Week | 5.16% | 9.59% |
| Avg. Down Week | -3.72% | -6.49% |
| Avg. Up Month | 8.06% | 19.28% |
| Avg. Down Month | -6.43% | -13.26% |
| Win Days % | 48.77% | 50.56% |
| Win Month % | 62.86% | 53.66% |
| Win Week % | 56.16% | 53.45% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |