| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 195.41% | 64.09% |
| Max Drawdown | -21.49% | -64.23% |
| Sharpe | 0.78 | 0.27 |
| Sortino | 1.24 | 0.39 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | 2.67 | 1.04 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.93 | 1.0 |
| Outlier Win Ratio | 40.74 | 3.13 |
| Outlier Loss Ratio | 4.22 | 3.07 |
| Volatility (ann.) | 10.64% | 33.47% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.7 | 0.24 |
| Skew | 0.61 | 0.28 |
| Kurtosis | 60.79 | 8.61 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.55% | 1.16% |
| Expected Yearly % | 31.1% | 13.18% |
| Kelly Criterion | 11.67% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.86% |
| Expected Shortfall (cVaR) | -0.89% | -2.86% |
| Year | 11973060:ETHUSD | 11973060:ethusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 37.83 | -0.98 | + |
| 2023 | 91.16 | 14.37 | 0.16 | - |
| 2024 | 45.75 | 43.56 | 0.95 | - |
| 2025 | -4.37 | 30.54 | -6.99 | + |
| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.21% |
| 3M | 15.16% | -28.03% |
| 6M | 29.08% | 28.61% |
| YTD | 30.54% | -4.37% |
| 1Y | 32.79% | 1.62% |
| 3Y (ann.) | 30.6% | 37.83% |
| 5Y (ann.) | 36.49% | 15.28% |
| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| Max Drawdown | -21.49% | -64.23% |
| Longest DD Days | 278.0 | 515.0 |
| Avg. Drawdown | -3.03% | -11.31% |
| Avg. Drawdown Days | 22.0 | 41.0 |
| Recovery Factor | 9.1 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-24 | 2023-08-29 | -21.49 | 278 |
| 2025-03-10 | 2025-08-12 | -16.38 | 155 |
| 2025-11-13 | 2025-11-17 | -12.92 | 4 |
| 2024-04-15 | 2024-05-17 | -7.71 | 32 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2024-06-22 | 2024-10-14 | -5.97 | 114 |
| 2024-12-01 | 2025-01-21 | -5.34 | 50 |
| 2023-12-28 | 2024-04-14 | -4.79 | 108 |
| 2023-11-10 | 2023-12-01 | -4.34 | 20 |
| 2023-12-24 | 2023-12-27 | -4.21 | 3 |
| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| Best Day | 7.38% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.37% | 27.26% |
| Worst Week | -12.01% | -34.61% |
| Best Month | 28.67% | 56.93% |
| Worst Month | -9.91% | -44.86% |
| Best Year | 43.56% | 91.16% |
| Worst Year | 14.37% | -38.42% |
| Avg. Up Day | 1.1% | 1.12% |
| Avg. Down Day | -0.87% | -0.95% |
| Avg. Up Week | 4.08% | 7.84% |
| Avg. Down Week | -3.79% | -6.08% |
| Avg. Up Month | 7.22% | 18.7% |
| Avg. Down Month | -3.49% | -13.6% |
| Win Days % | 50.6% | 50.39% |
| Win Month % | 66.67% | 46.51% |
| Win Week % | 67.53% | 52.15% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 100.0% | 50.0% |