| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 407.49% | 90.3% |
| Max Drawdown | -27.85% | -64.23% |
| Sharpe | 0.65 | 0.3 |
| Sortino | 0.99 | 0.44 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.48 | 1.05 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 13.58 | 3.73 |
| Outlier Loss Ratio | 4.48 | 4.0 |
| Volatility (ann.) | 20.91% | 33.56% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.09 | 0.31 |
| Skew | 1.11 | 0.29 |
| Kurtosis | 26.63 | 8.51 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.76% | 1.47% |
| Expected Yearly % | 50.09% | 17.45% |
| Kelly Criterion | 6.22% | 4.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -2.86% |
| Expected Shortfall (cVaR) | -1.76% | -2.86% |
| Year | 11985553:ETHUSD | 11985553:ethusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.51 | -7.69 | 0.24 | + |
| 2023 | 91.16 | 80.57 | 0.88 | - |
| 2024 | 45.75 | 134.17 | 2.93 | + |
| 2025 | 1.20 | 30.01 | 25.04 | + |
| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -10.89% | -21.8% |
| 6M | 10.89% | 19.68% |
| YTD | 30.01% | 1.2% |
| 1Y | 12.68% | -9.25% |
| 3Y (ann.) | 75.21% | 38.66% |
| 5Y (ann.) | 58.23% | 19.93% |
| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| Max Drawdown | -27.85% | -64.23% |
| Longest DD Days | 240.0 | 515.0 |
| Avg. Drawdown | -4.7% | -10.87% |
| Avg. Drawdown Days | 18.0 | 41.0 |
| Recovery Factor | 14.63 | 1.41 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -27.85 | 64 |
| 2024-12-06 | 2025-08-04 | -26.53 | 240 |
| 2022-06-26 | 2022-09-23 | -24.41 | 88 |
| 2022-05-29 | 2022-06-26 | -24.09 | 27 |
| 2022-09-23 | 2023-03-18 | -19.03 | 175 |
| 2023-05-06 | 2023-10-23 | -14.84 | 170 |
| 2024-04-01 | 2024-04-24 | -11.00 | 23 |
| 2024-08-14 | 2024-09-20 | -10.52 | 36 |
| 2024-06-12 | 2024-07-15 | -9.51 | 33 |
| 2025-08-14 | 2025-10-05 | -9.44 | 52 |
| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.89% | 27.26% |
| Worst Week | -15.03% | -34.61% |
| Best Month | 34.94% | 56.93% |
| Worst Month | -12.46% | -44.86% |
| Best Year | 134.17% | 91.16% |
| Worst Year | -7.69% | -32.51% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -1.03% | -1.07% |
| Avg. Up Week | 5.67% | 7.45% |
| Avg. Down Week | -4.08% | -6.81% |
| Avg. Up Month | 11.57% | 17.42% |
| Avg. Down Month | -5.74% | -14.46% |
| Win Days % | 50.79% | 50.46% |
| Win Month % | 61.9% | 50.0% |
| Win Week % | 57.97% | 52.13% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |