| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 335.36% | 130.42% |
| Max Drawdown | -34.91% | -64.23% |
| Sharpe | 0.61 | 0.35 |
| Sortino | 0.92 | 0.51 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.43 | 1.08 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 13.27 | 3.77 |
| Outlier Loss Ratio | 4.5 | 4.04 |
| Volatility (ann.) | 21.41% | 33.37% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.56 | 0.43 |
| Skew | 0.88 | 0.32 |
| Kurtosis | 27.72 | 8.89 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.56% | 2.01% |
| Expected Yearly % | 44.45% | 23.21% |
| Kelly Criterion | 5.4% | 4.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -2.84% |
| Expected Shortfall (cVaR) | -1.81% | -2.84% |
| Year | 11980167:ETHUSD | 11980167:ethusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | -22.89 | 0.74 | + |
| 2023 | 91.16 | 92.14 | 1.01 | + |
| 2024 | 45.75 | 139.73 | 3.05 | + |
| 2025 | 19.96 | 22.57 | 1.13 | + |
| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| MTD | 0.07% | -3.64% |
| 3M | 17.14% | 27.31% |
| 6M | 26.06% | 151.47% |
| YTD | 22.57% | 19.96% |
| 1Y | 45.49% | 51.97% |
| 3Y (ann.) | 74.8% | 45.47% |
| 5Y (ann.) | 54.35% | 27.93% |
| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| Max Drawdown | -34.91% | -64.23% |
| Longest DD Days | 320.0 | 515.0 |
| Avg. Drawdown | -5.06% | -9.93% |
| Avg. Drawdown Days | 22.0 | 38.0 |
| Recovery Factor | 9.61 | 2.03 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-29 | 2023-04-14 | -34.91 | 320 |
| 2024-12-06 | 2025-08-12 | -30.46 | 248 |
| 2025-10-07 | 2025-10-15 | -20.45 | 8 |
| 2023-05-06 | 2023-10-23 | -16.52 | 170 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| 2024-08-14 | 2024-09-20 | -10.33 | 36 |
| 2025-09-18 | 2025-10-06 | -10.25 | 17 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2023-12-28 | 2024-02-09 | -8.01 | 42 |
| 2025-08-14 | 2025-09-12 | -7.62 | 29 |
| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 20.89% | 27.26% |
| Worst Week | -24.38% | -34.61% |
| Best Month | 35.34% | 56.93% |
| Worst Month | -24.36% | -44.86% |
| Best Year | 139.73% | 91.16% |
| Worst Year | -22.89% | -31.06% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -1.03% | -1.06% |
| Avg. Up Week | 5.87% | 7.89% |
| Avg. Down Week | -4.12% | -6.59% |
| Avg. Up Month | 11.59% | 18.95% |
| Avg. Down Month | -6.88% | -13.39% |
| Win Days % | 50.36% | 50.41% |
| Win Month % | 59.52% | 50.0% |
| Win Week % | 56.2% | 53.04% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |