| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 397.15% | 90.3% |
| Max Drawdown | -33.35% | -64.23% |
| Sharpe | 0.67 | 0.3 |
| Sortino | 1.01 | 0.44 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.47 | 1.05 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 14.64 | 3.69 |
| Outlier Loss Ratio | 4.36 | 3.9 |
| Volatility (ann.) | 20.01% | 33.56% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.72 | 0.31 |
| Skew | 0.75 | 0.29 |
| Kurtosis | 21.25 | 8.51 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.71% | 1.47% |
| Expected Yearly % | 49.32% | 17.45% |
| Kelly Criterion | 6.81% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -2.86% |
| Expected Shortfall (cVaR) | -1.69% | -2.86% |
| Year | 11985391:ETHUSD | 11985391:ethusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.51 | 15.29 | -0.47 | + |
| 2023 | 91.16 | 90.36 | 0.99 | - |
| 2024 | 45.75 | 78.34 | 1.71 | + |
| 2025 | 1.20 | 27.02 | 22.55 | + |
| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -22.0% | -21.8% |
| 6M | 5.98% | 19.68% |
| YTD | 27.02% | 1.2% |
| 1Y | 8.45% | -9.25% |
| 3Y (ann.) | 61.64% | 38.66% |
| 5Y (ann.) | 57.31% | 19.93% |
| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| Max Drawdown | -33.35% | -64.23% |
| Longest DD Days | 185.0 | 515.0 |
| Avg. Drawdown | -4.56% | -10.87% |
| Avg. Drawdown Days | 15.0 | 41.0 |
| Recovery Factor | 11.91 | 1.41 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -33.35 | 64 |
| 2022-06-13 | 2022-06-25 | -23.72 | 12 |
| 2024-12-06 | 2025-06-10 | -21.38 | 185 |
| 2023-05-06 | 2023-10-24 | -17.60 | 171 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2022-11-12 | 2023-02-02 | -14.72 | 81 |
| 2023-12-28 | 2024-03-25 | -12.48 | 88 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2025-06-18 | 2025-06-30 | -11.58 | 12 |
| 2024-04-01 | 2024-07-15 | -11.00 | 105 |
| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.98% | 27.26% |
| Worst Week | -12.48% | -34.61% |
| Best Month | 32.41% | 56.93% |
| Worst Month | -21.3% | -44.86% |
| Best Year | 90.36% | 91.16% |
| Worst Year | 15.29% | -32.51% |
| Avg. Up Day | 1.15% | 1.15% |
| Avg. Down Day | -1.03% | -1.07% |
| Avg. Up Week | 6.13% | 7.71% |
| Avg. Down Week | -3.46% | -6.19% |
| Avg. Up Month | 12.23% | 19.35% |
| Avg. Down Month | -5.63% | -14.03% |
| Win Days % | 50.77% | 50.46% |
| Win Month % | 60.98% | 50.0% |
| Win Week % | 54.55% | 52.13% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 75.0% |