| Metric | 11958506:ethusd:triple_med_gx:lsma85_110 | 11958506:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 116.6% | 123.07% |
| Max Drawdown | -39.54% | -64.23% |
| Sharpe | 0.37 | 0.35 |
| Sortino | 0.55 | 0.51 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 14.54 | 3.84 |
| Outlier Loss Ratio | 4.1 | 4.09 |
| Volatility (ann.) | 22.68% | 33.54% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.67 | 0.43 |
| Skew | 0.59 | 0.32 |
| Kurtosis | 26.71 | 8.87 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.9% | 1.98% |
| Expected Yearly % | 21.32% | 22.21% |
| Kelly Criterion | 3.38% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -2.86% |
| Expected Shortfall (cVaR) | -1.93% | -2.86% |
| Year | 11958506:ETHUSD | 11958506:ethusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.33 | 8.10 | -0.21 | + |
| 2023 | 91.16 | 84.03 | 0.92 | - |
| 2024 | 45.75 | 6.08 | 0.13 | - |
| 2025 | 31.97 | 2.63 | 0.08 | - |
| Metric | 11958506:ethusd:triple_med_gx:lsma85_110 | 11958506:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 23.28% | 73.76% |
| 6M | -4.34% | 98.28% |
| YTD | 2.63% | 31.97% |
| 1Y | 17.18% | 74.9% |
| 3Y (ann.) | 30.16% | 41.37% |
| 5Y (ann.) | 26.55% | 27.69% |
| Metric | 11958506:ethusd:triple_med_gx:lsma85_110 | 11958506:ETHUSD |
|---|---|---|
| Max Drawdown | -39.54% | -64.23% |
| Longest DD Days | 308.0 | 515.0 |
| Avg. Drawdown | -7.63% | -8.93% |
| Avg. Drawdown Days | 36.0 | 40.0 |
| Recovery Factor | 2.95 | 1.92 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-09-01 | -39.54 | 182 |
| 2024-04-28 | 2025-03-02 | -38.52 | 308 |
| 2022-05-23 | 2022-08-05 | -33.54 | 74 |
| 2022-08-08 | 2022-10-25 | -17.25 | 78 |
| 2022-11-11 | 2023-03-13 | -17.06 | 122 |
| 2024-03-17 | 2024-04-28 | -14.62 | 41 |
| 2023-07-14 | 2023-10-20 | -9.06 | 98 |
| 2023-05-23 | 2023-06-20 | -8.11 | 28 |
| 2023-04-05 | 2023-04-26 | -7.17 | 21 |
| 2023-04-26 | 2023-05-05 | -6.15 | 8 |
| Metric | 11958506:ethusd:triple_med_gx:lsma85_110 | 11958506:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 17.86% | 27.26% |
| Worst Week | -19.46% | -34.61% |
| Best Month | 23.96% | 56.93% |
| Worst Month | -16.37% | -44.86% |
| Best Year | 84.03% | 91.16% |
| Worst Year | 2.63% | -39.33% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.14% | -1.18% |
| Avg. Up Week | 5.63% | 6.62% |
| Avg. Down Week | -4.44% | -7.53% |
| Avg. Up Month | 7.09% | 17.68% |
| Avg. Down Month | -8.41% | -14.4% |
| Win Days % | 49.58% | 50.55% |
| Win Month % | 65.85% | 51.22% |
| Win Week % | 51.72% | 53.71% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |