| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 126.44% | 87.48% |
| Max Drawdown | -35.68% | -64.23% |
| Sharpe | 0.42 | 0.3 |
| Sortino | 0.63 | 0.43 |
| Payoff Ratio | 1.09 | 1.01 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.53 | 1.05 |
| CPC Index | 0.63 | 0.54 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 23.19 | 3.39 |
| Outlier Loss Ratio | 3.91 | 3.67 |
| Volatility (ann.) | 17.03% | 33.57% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.73 | 0.3 |
| Skew | 0.85 | 0.29 |
| Kurtosis | 38.04 | 8.5 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.87% | 1.44% |
| Expected Yearly % | 22.67% | 17.01% |
| Kelly Criterion | 4.89% | 1.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.86% |
| Expected Shortfall (cVaR) | -1.45% | -2.86% |
| Year | 11990783:ETHUSD | 11990783:ethusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -29.33 | 0.88 | + |
| 2023 | 91.16 | 73.68 | 0.81 | - |
| 2024 | 45.75 | 53.53 | 1.17 | + |
| 2025 | 1.20 | 20.16 | 16.83 | + |
| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -10.93% | -21.8% |
| 6M | -1.92% | 19.68% |
| YTD | 20.16% | 1.2% |
| 1Y | 3.03% | -9.25% |
| 3Y (ann.) | 47.44% | 38.66% |
| 5Y (ann.) | 25.99% | 19.45% |
| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| Max Drawdown | -35.68% | -64.23% |
| Longest DD Days | 526.0 | 515.0 |
| Avg. Drawdown | -5.02% | -11.6% |
| Avg. Drawdown Days | 29.0 | 43.0 |
| Recovery Factor | 3.54 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-11-24 | -35.68 | 526 |
| 2025-10-14 | 2025-12-10 | -24.37 | 57 |
| 2024-12-10 | 2025-02-03 | -21.13 | 55 |
| 2025-03-09 | 2025-08-04 | -17.10 | 148 |
| 2024-01-30 | 2024-04-04 | -14.70 | 64 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2025-09-03 | 2025-10-12 | -8.28 | 38 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-03-08 | -6.56 | 32 |
| 2024-06-12 | 2024-06-27 | -6.53 | 14 |
| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 14.69% | 27.26% |
| Worst Week | -16.53% | -34.61% |
| Best Month | 18.99% | 56.93% |
| Worst Month | -18.84% | -44.86% |
| Best Year | 73.68% | 91.16% |
| Worst Year | -29.33% | -33.51% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.09% | -1.18% |
| Avg. Up Week | 4.62% | 6.55% |
| Avg. Down Week | -3.93% | -7.6% |
| Avg. Up Month | 7.91% | 14.03% |
| Avg. Down Month | -6.71% | -15.63% |
| Win Days % | 50.35% | 50.46% |
| Win Month % | 63.89% | 50.0% |
| Win Week % | 58.95% | 51.6% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |