| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 429.96% | 90.3% |
| Max Drawdown | -28.84% | -64.23% |
| Sharpe | 0.69 | 0.3 |
| Sortino | 1.05 | 0.44 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.51 | 1.05 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 15.26 | 3.68 |
| Outlier Loss Ratio | 4.33 | 3.9 |
| Volatility (ann.) | 20.07% | 33.56% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.09 | 0.31 |
| Skew | 1.33 | 0.29 |
| Kurtosis | 31.38 | 8.51 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.86% | 1.47% |
| Expected Yearly % | 51.73% | 17.45% |
| Kelly Criterion | 7.25% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -2.86% |
| Expected Shortfall (cVaR) | -1.69% | -2.86% |
| Year | 11985551:ETHUSD | 11985551:ethusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.51 | -10.18 | 0.31 | + |
| 2023 | 91.16 | 100.12 | 1.10 | + |
| 2024 | 45.75 | 123.84 | 2.71 | + |
| 2025 | 1.20 | 31.72 | 26.47 | + |
| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -10.97% | -21.8% |
| 6M | 9.14% | 19.68% |
| YTD | 31.72% | 1.2% |
| 1Y | 14.16% | -9.25% |
| 3Y (ann.) | 79.39% | 38.66% |
| 5Y (ann.) | 60.18% | 19.93% |
| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| Max Drawdown | -28.84% | -64.23% |
| Longest DD Days | 261.0 | 515.0 |
| Avg. Drawdown | -4.52% | -10.87% |
| Avg. Drawdown Days | 15.0 | 41.0 |
| Recovery Factor | 14.91 | 1.41 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -28.84 | 44 |
| 2022-06-13 | 2022-06-25 | -23.86 | 12 |
| 2022-06-26 | 2023-03-14 | -20.34 | 261 |
| 2024-12-18 | 2025-02-11 | -20.15 | 54 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2025-06-10 | 2025-07-03 | -14.91 | 22 |
| 2023-05-06 | 2023-06-21 | -12.97 | 46 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| 2024-08-14 | 2024-09-19 | -9.88 | 36 |
| 2025-08-14 | 2025-10-05 | -9.27 | 52 |
| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.24% | 27.26% |
| Worst Week | -12.49% | -34.61% |
| Best Month | 26.86% | 56.93% |
| Worst Month | -14.25% | -44.86% |
| Best Year | 123.84% | 91.16% |
| Worst Year | -10.18% | -32.51% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.04% | -1.06% |
| Avg. Up Week | 6.22% | 7.51% |
| Avg. Down Week | -3.79% | -6.55% |
| Avg. Up Month | 11.87% | 18.96% |
| Avg. Down Month | -4.94% | -14.63% |
| Win Days % | 51.19% | 50.46% |
| Win Month % | 63.41% | 50.0% |
| Win Week % | 57.63% | 52.13% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |