| Metric | 11949505:ethusd:triple_med_gx:lsma120_100 | 11949505:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 38.63% | 126.45% |
| Max Drawdown | -19.71% | -64.23% |
| Sharpe | 0.32 | 0.35 |
| Sortino | 0.56 | 0.51 |
| Payoff Ratio | 1.37 | 1.26 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.73 | 0.68 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 67.28 | 2.86 |
| Outlier Loss Ratio | 4.42 | 2.93 |
| Volatility (ann.) | 8.94% | 33.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.53 | 0.44 |
| Skew | 9.63 | 0.32 |
| Kurtosis | 356.92 | 8.89 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.01% |
| Expected Yearly % | 8.51% | 22.67% |
| Kelly Criterion | 3.71% | 11.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.86% |
| Expected Shortfall (cVaR) | -0.76% | -2.86% |
| Year | 11949505:ETHUSD | 11949505:ethusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 15.82 | -0.41 | + |
| 2023 | 91.16 | 8.25 | 0.09 | - |
| 2024 | 45.75 | 22.54 | 0.49 | - |
| 2025 | 31.97 | -9.76 | -0.31 | - |
| Metric | 11949505:ethusd:triple_med_gx:lsma120_100 | 11949505:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -4.32% | 73.76% |
| 6M | -0.11% | 98.28% |
| YTD | -9.76% | 31.97% |
| 1Y | -4.27% | 74.9% |
| 3Y (ann.) | 10.11% | 41.37% |
| 5Y (ann.) | 10.5% | 28.38% |
| Metric | 11949505:ethusd:triple_med_gx:lsma120_100 | 11949505:ETHUSD |
|---|---|---|
| Max Drawdown | -19.71% | -64.23% |
| Longest DD Days | 293.0 | 515.0 |
| Avg. Drawdown | -2.95% | -10.46% |
| Avg. Drawdown Days | 35.0 | 39.0 |
| Recovery Factor | 1.96 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-09-01 | -19.71 | 293 |
| 2023-12-08 | 2024-05-06 | -10.76 | 149 |
| 2023-02-24 | 2023-05-12 | -8.84 | 77 |
| 2022-09-20 | 2022-10-26 | -6.71 | 36 |
| 2024-05-06 | 2024-05-20 | -5.67 | 14 |
| 2024-10-21 | 2024-11-11 | -4.91 | 21 |
| 2022-08-17 | 2022-09-09 | -4.70 | 23 |
| 2023-06-27 | 2023-09-28 | -4.12 | 92 |
| 2023-10-26 | 2023-12-07 | -3.81 | 42 |
| 2024-07-19 | 2024-09-20 | -3.30 | 63 |
| Metric | 11949505:ethusd:triple_med_gx:lsma120_100 | 11949505:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.29% | -14.0% |
| Best Week | 18.79% | 27.26% |
| Worst Week | -13.22% | -34.61% |
| Best Month | 13.68% | 56.93% |
| Worst Month | -9.88% | -44.86% |
| Best Year | 22.54% | 91.16% |
| Worst Year | -9.76% | -38.42% |
| Avg. Up Day | 1.11% | 1.14% |
| Avg. Down Day | -0.82% | -0.9% |
| Avg. Up Week | 3.87% | 10.01% |
| Avg. Down Week | -2.25% | -7.38% |
| Avg. Up Month | 4.12% | 23.7% |
| Avg. Down Month | -4.54% | -15.7% |
| Win Days % | 44.42% | 50.54% |
| Win Month % | 61.54% | 51.22% |
| Win Week % | 49.3% | 53.71% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |