| Metric | 11913688:ethusd:triple_med_gx:lsma100_60 | 11913688:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 60.4% | 118.21% |
| Max Drawdown | -25.62% | -64.23% |
| Sharpe | 0.35 | 0.34 |
| Sortino | 0.56 | 0.5 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.06 | 1.01 |
| Outlier Win Ratio | 35.77 | 3.16 |
| Outlier Loss Ratio | 4.4 | 3.3 |
| Volatility (ann.) | 12.44% | 33.54% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.6 | 0.42 |
| Skew | 2.87 | 0.31 |
| Kurtosis | 64.31 | 8.86 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 1.92% |
| Expected Yearly % | 12.54% | 21.54% |
| Kelly Criterion | 2.37% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.86% |
| Expected Shortfall (cVaR) | -1.06% | -2.86% |
| Year | 11913688:ETHUSD | 11913688:ethusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.65 | 66.04 | -1.62 | + |
| 2023 | 91.16 | 3.92 | 0.04 | - |
| 2024 | 45.75 | 0.92 | 0.02 | - |
| 2025 | 31.97 | -7.88 | -0.25 | - |
| Metric | 11913688:ethusd:triple_med_gx:lsma100_60 | 11913688:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -1.52% | 73.76% |
| 6M | 3.32% | 98.28% |
| YTD | -7.88% | 31.97% |
| 1Y | -8.22% | 74.9% |
| 3Y (ann.) | -1.88% | 41.37% |
| 5Y (ann.) | 15.46% | 26.79% |
| Metric | 11913688:ethusd:triple_med_gx:lsma100_60 | 11913688:ETHUSD |
|---|---|---|
| Max Drawdown | -25.62% | -64.23% |
| Longest DD Days | 591.0 | 515.0 |
| Avg. Drawdown | -5.61% | -9.11% |
| Avg. Drawdown Days | 68.0 | 40.0 |
| Recovery Factor | 2.36 | 1.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-27 | 2025-09-01 | -25.62 | 430 |
| 2022-07-28 | 2024-03-11 | -20.03 | 591 |
| 2022-05-31 | 2022-07-14 | -17.48 | 44 |
| 2022-05-26 | 2022-05-30 | -8.02 | 3 |
| 2024-04-28 | 2024-05-03 | -5.31 | 5 |
| 2024-04-04 | 2024-04-07 | -3.76 | 2 |
| 2024-03-12 | 2024-04-04 | -2.82 | 23 |
| 2024-05-04 | 2024-06-27 | -2.80 | 54 |
| 2022-07-16 | 2022-07-16 | -2.71 | 0 |
| 2022-07-17 | 2022-07-18 | -2.66 | 0 |
| Metric | 11913688:ethusd:triple_med_gx:lsma100_60 | 11913688:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 28.2% | 27.26% |
| Worst Week | -14.0% | -34.61% |
| Best Month | 99.57% | 56.93% |
| Worst Month | -16.0% | -44.86% |
| Best Year | 66.04% | 91.16% |
| Worst Year | -7.88% | -40.65% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -0.91% | -1.0% |
| Avg. Up Week | 5.55% | 8.04% |
| Avg. Down Week | -3.43% | -7.96% |
| Avg. Up Month | 12.49% | 25.76% |
| Avg. Down Month | -7.5% | -14.22% |
| Win Days % | 45.41% | 50.59% |
| Win Month % | 52.5% | 51.22% |
| Win Week % | 50.53% | 53.41% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |