| Metric | 11917530:ethusd:triple_med_gx:lsma100_65 | 11917530:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 72.93% | 118.21% |
| Max Drawdown | -25.69% | -64.23% |
| Sharpe | 0.43 | 0.34 |
| Sortino | 0.69 | 0.5 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 41.28 | 3.11 |
| Outlier Loss Ratio | 4.51 | 3.23 |
| Volatility (ann.) | 11.19% | 33.54% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.71 | 0.42 |
| Skew | 2.89 | 0.31 |
| Kurtosis | 70.55 | 8.86 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.34% | 1.92% |
| Expected Yearly % | 14.67% | 21.54% |
| Kelly Criterion | 3.07% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.86% |
| Expected Shortfall (cVaR) | -0.95% | -2.86% |
| Year | 11917530:ETHUSD | 11917530:ethusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.65 | 52.51 | -1.29 | + |
| 2023 | 91.16 | 26.11 | 0.29 | - |
| 2024 | 45.75 | 7.80 | 0.17 | - |
| 2025 | 31.97 | -16.60 | -0.52 | - |
| Metric | 11917530:ethusd:triple_med_gx:lsma100_65 | 11917530:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -1.37% | 73.76% |
| 6M | -2.71% | 98.28% |
| YTD | -16.6% | 31.97% |
| 1Y | -15.68% | 74.9% |
| 3Y (ann.) | 4.83% | 41.37% |
| 5Y (ann.) | 18.13% | 26.79% |
| Metric | 11917530:ethusd:triple_med_gx:lsma100_65 | 11917530:ETHUSD |
|---|---|---|
| Max Drawdown | -25.69% | -64.23% |
| Longest DD Days | 425.0 | 515.0 |
| Avg. Drawdown | -4.7% | -9.11% |
| Avg. Drawdown Days | 51.0 | 40.0 |
| Recovery Factor | 2.84 | 1.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2025-09-01 | -25.69 | 425 |
| 2022-07-28 | 2023-04-13 | -14.97 | 258 |
| 2022-05-31 | 2022-07-16 | -13.89 | 46 |
| 2023-07-03 | 2023-12-27 | -9.51 | 176 |
| 2024-01-02 | 2024-03-11 | -7.97 | 68 |
| 2023-04-22 | 2023-06-30 | -7.17 | 68 |
| 2024-04-04 | 2024-05-01 | -4.99 | 27 |
| 2022-07-19 | 2022-07-27 | -3.58 | 8 |
| 2024-03-12 | 2024-04-04 | -3.09 | 23 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| Metric | 11917530:ethusd:triple_med_gx:lsma100_65 | 11917530:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 24.06% | 27.26% |
| Worst Week | -16.45% | -34.61% |
| Best Month | 70.11% | 56.93% |
| Worst Month | -16.45% | -44.86% |
| Best Year | 52.51% | 91.16% |
| Worst Year | -16.6% | -40.65% |
| Avg. Up Day | 1.15% | 1.17% |
| Avg. Down Day | -0.89% | -0.98% |
| Avg. Up Week | 4.67% | 8.26% |
| Avg. Down Week | -2.88% | -8.51% |
| Avg. Up Month | 11.17% | 29.88% |
| Avg. Down Month | -6.44% | -12.19% |
| Win Days % | 45.28% | 50.59% |
| Win Month % | 50.0% | 51.22% |
| Win Week % | 50.0% | 53.41% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |