| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 38.01% | 32.86% |
| Max Drawdown | -34.23% | -64.23% |
| Sharpe | 0.26 | 0.23 |
| Sortino | 0.41 | 0.33 |
| Payoff Ratio | 1.33 | 1.19 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.01 | 1.01 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 0.89 | 0.97 |
| Outlier Win Ratio | 48.34 | 3.07 |
| Outlier Loss Ratio | 4.57 | 3.05 |
| Volatility (ann.) | 10.94% | 34.1% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.27 | 0.13 |
| Skew | 3.48 | 0.2 |
| Kurtosis | 103.9 | 8.52 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.73% | 0.65% |
| Expected Yearly % | 8.39% | 7.36% |
| Kelly Criterion | -0.46% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.91% |
| Expected Shortfall (cVaR) | -0.93% | -2.91% |
| Year | 11908754:ETHUSD | 11908754:ethusd:triple_med_gx:lsma35_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.88 | 19.24 | -0.36 | + |
| 2023 | 91.16 | -19.34 | -0.21 | - |
| 2024 | 45.75 | 48.61 | 1.06 | + |
| 2025 | 1.20 | -3.45 | -2.88 | - |
| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| MTD | 1.57% | 12.65% |
| 3M | -27.29% | -21.8% |
| 6M | -26.8% | 19.68% |
| YTD | -3.45% | 1.2% |
| 1Y | 6.25% | -9.25% |
| 3Y (ann.) | 4.19% | 38.66% |
| 5Y (ann.) | 9.38% | 8.23% |
| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| Max Drawdown | -34.23% | -64.23% |
| Longest DD Days | 645.0 | 612.0 |
| Avg. Drawdown | -4.94% | -11.46% |
| Avg. Drawdown Days | 41.0 | 61.0 |
| Recovery Factor | 1.11 | 0.51 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-15 | 2024-11-21 | -34.23 | 645 |
| 2025-08-31 | 2025-12-10 | -32.78 | 101 |
| 2022-06-08 | 2022-07-28 | -10.37 | 50 |
| 2025-01-02 | 2025-03-02 | -8.88 | 59 |
| 2025-06-17 | 2025-08-22 | -7.36 | 66 |
| 2022-12-09 | 2023-02-13 | -5.19 | 66 |
| 2025-04-01 | 2025-04-22 | -4.83 | 20 |
| 2022-08-24 | 2022-09-19 | -4.81 | 26 |
| 2025-05-21 | 2025-05-22 | -4.65 | 0 |
| 2022-07-28 | 2022-08-08 | -4.55 | 10 |
| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| Best Day | 12.3% | 16.51% |
| Worst Day | -6.28% | -14.0% |
| Best Week | 13.27% | 27.26% |
| Worst Week | -16.43% | -34.61% |
| Best Month | 17.21% | 56.93% |
| Worst Month | -24.49% | -44.86% |
| Best Year | 48.61% | 91.16% |
| Worst Year | -19.34% | -52.88% |
| Avg. Up Day | 1.15% | 1.19% |
| Avg. Down Day | -0.87% | -1.0% |
| Avg. Up Week | 2.85% | 6.13% |
| Avg. Down Week | -2.83% | -6.89% |
| Avg. Up Month | 5.06% | 21.68% |
| Avg. Down Month | -5.89% | -11.19% |
| Win Days % | 42.68% | 50.42% |
| Win Month % | 54.55% | 47.73% |
| Win Week % | 51.28% | 51.31% |
| Win Quarter % | 40.0% | 53.33% |
| Win Year % | 50.0% | 75.0% |