| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 328.4% | 87.48% |
| Max Drawdown | -30.27% | -64.23% |
| Sharpe | 0.62 | 0.3 |
| Sortino | 0.93 | 0.43 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.53 | 1.05 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 15.22 | 3.69 |
| Outlier Loss Ratio | 4.36 | 3.87 |
| Volatility (ann.) | 19.69% | 33.57% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.68 | 0.3 |
| Skew | 0.7 | 0.29 |
| Kurtosis | 21.54 | 8.5 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.36% | 1.44% |
| Expected Yearly % | 43.87% | 17.01% |
| Kelly Criterion | 6.1% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -2.86% |
| Expected Shortfall (cVaR) | -1.66% | -2.86% |
| Year | 11990694:ETHUSD | 11990694:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 11.70 | -0.35 | + |
| 2023 | 91.16 | 83.72 | 0.92 | - |
| 2024 | 45.75 | 72.21 | 1.58 | + |
| 2025 | 1.20 | 21.22 | 17.71 | + |
| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -20.35% | -21.8% |
| 6M | 1.78% | 19.68% |
| YTD | 21.22% | 1.2% |
| 1Y | 5.06% | -9.25% |
| 3Y (ann.) | 55.19% | 38.66% |
| 5Y (ann.) | 50.88% | 19.45% |
| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| Max Drawdown | -30.27% | -64.23% |
| Longest DD Days | 179.0 | 515.0 |
| Avg. Drawdown | -5.06% | -11.6% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 10.85 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -30.27 | 44 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-12-18 | 2025-03-08 | -20.15 | 80 |
| 2023-05-06 | 2023-10-24 | -19.47 | 171 |
| 2025-03-09 | 2025-04-12 | -17.10 | 34 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2022-11-11 | 2023-02-16 | -15.81 | 96 |
| 2024-02-08 | 2024-08-05 | -14.77 | 179 |
| 2025-04-14 | 2025-07-02 | -13.02 | 79 |
| 2025-08-14 | 2025-10-06 | -11.80 | 53 |
| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.24% | 27.26% |
| Worst Week | -12.51% | -34.61% |
| Best Month | 29.86% | 56.93% |
| Worst Month | -19.07% | -44.86% |
| Best Year | 83.72% | 91.16% |
| Worst Year | 11.7% | -33.51% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.03% | -1.07% |
| Avg. Up Week | 5.81% | 7.19% |
| Avg. Down Week | -3.83% | -7.06% |
| Avg. Up Month | 11.68% | 19.35% |
| Avg. Down Month | -6.84% | -15.29% |
| Win Days % | 50.3% | 50.46% |
| Win Month % | 63.41% | 50.0% |
| Win Week % | 54.92% | 51.6% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 75.0% |