| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 143.43% | 87.48% |
| Max Drawdown | -31.83% | -64.23% |
| Sharpe | 0.45 | 0.3 |
| Sortino | 0.67 | 0.43 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.52 | 1.05 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 22.62 | 3.41 |
| Outlier Loss Ratio | 3.98 | 3.73 |
| Volatility (ann.) | 17.21% | 33.57% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.9 | 0.3 |
| Skew | 0.86 | 0.29 |
| Kurtosis | 36.7 | 8.5 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.04% | 1.44% |
| Expected Yearly % | 24.91% | 17.01% |
| Kelly Criterion | 5.14% | 2.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.86% |
| Expected Shortfall (cVaR) | -1.46% | -2.86% |
| Year | 11990801:ETHUSD | 11990801:ethusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -24.65 | 0.74 | + |
| 2023 | 91.16 | 66.55 | 0.73 | - |
| 2024 | 45.75 | 49.65 | 1.09 | + |
| 2025 | 1.20 | 29.63 | 24.72 | + |
| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -5.16% | -21.8% |
| 6M | 1.23% | 19.68% |
| YTD | 29.63% | 1.2% |
| 1Y | 9.44% | -9.25% |
| 3Y (ann.) | 48.13% | 38.66% |
| 5Y (ann.) | 28.6% | 19.45% |
| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| Max Drawdown | -31.83% | -64.23% |
| Longest DD Days | 521.0 | 515.0 |
| Avg. Drawdown | -5.22% | -11.6% |
| Avg. Drawdown Days | 30.0 | 43.0 |
| Recovery Factor | 4.51 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-11-19 | -31.83 | 521 |
| 2025-10-14 | 2025-12-10 | -25.49 | 57 |
| 2024-12-10 | 2025-02-03 | -21.27 | 55 |
| 2025-03-09 | 2025-08-07 | -17.10 | 151 |
| 2024-01-30 | 2024-03-25 | -14.45 | 54 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2024-04-21 | 2024-06-27 | -7.51 | 67 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-03-08 | -6.56 | 32 |
| 2023-11-20 | 2023-11-22 | -6.06 | 2 |
| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 14.33% | 27.26% |
| Worst Week | -13.26% | -34.61% |
| Best Month | 17.05% | 56.93% |
| Worst Month | -15.04% | -44.86% |
| Best Year | 66.55% | 91.16% |
| Worst Year | -24.65% | -33.51% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.09% | -1.17% |
| Avg. Up Week | 4.57% | 7.22% |
| Avg. Down Week | -3.82% | -7.58% |
| Avg. Up Month | 6.53% | 13.98% |
| Avg. Down Month | -9.39% | -17.84% |
| Win Days % | 50.38% | 50.46% |
| Win Month % | 73.68% | 50.0% |
| Win Week % | 59.79% | 51.6% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |