| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 149.93% | 87.48% |
| Max Drawdown | -32.2% | -64.23% |
| Sharpe | 0.46 | 0.3 |
| Sortino | 0.68 | 0.43 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.47 | 1.05 |
| CPC Index | 0.65 | 0.55 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 22.06 | 3.4 |
| Outlier Loss Ratio | 3.97 | 3.75 |
| Volatility (ann.) | 17.35% | 33.57% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.92 | 0.3 |
| Skew | 0.86 | 0.29 |
| Kurtosis | 35.38 | 8.5 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.1% | 1.44% |
| Expected Yearly % | 25.73% | 17.01% |
| Kelly Criterion | 5.44% | 3.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.86% |
| Expected Shortfall (cVaR) | -1.47% | -2.86% |
| Year | 11990802:ETHUSD | 11990802:ethusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -25.49 | 0.76 | + |
| 2023 | 91.16 | 62.89 | 0.69 | - |
| 2024 | 45.75 | 63.57 | 1.39 | + |
| 2025 | 1.20 | 25.89 | 21.60 | + |
| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -5.97% | -21.8% |
| 6M | 6.88% | 19.68% |
| YTD | 25.89% | 1.2% |
| 1Y | 10.03% | -9.25% |
| 3Y (ann.) | 49.72% | 38.66% |
| 5Y (ann.) | 29.56% | 19.45% |
| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| Max Drawdown | -32.2% | -64.23% |
| Longest DD Days | 526.0 | 515.0 |
| Avg. Drawdown | -4.55% | -11.6% |
| Avg. Drawdown Days | 25.0 | 43.0 |
| Recovery Factor | 4.66 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-11-24 | -32.20 | 526 |
| 2025-10-14 | 2025-12-10 | -27.96 | 57 |
| 2024-12-18 | 2025-02-03 | -20.29 | 47 |
| 2025-02-04 | 2025-08-07 | -18.11 | 184 |
| 2024-01-30 | 2024-03-25 | -13.99 | 54 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-06-27 | -6.53 | 14 |
| 2024-08-09 | 2024-09-10 | -6.01 | 32 |
| 2024-04-04 | 2024-04-19 | -4.99 | 14 |
| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 15.65% | 27.26% |
| Worst Week | -12.41% | -34.61% |
| Best Month | 20.97% | 56.93% |
| Worst Month | -16.77% | -44.86% |
| Best Year | 63.57% | 91.16% |
| Worst Year | -25.49% | -33.51% |
| Avg. Up Day | 1.21% | 1.22% |
| Avg. Down Day | -1.1% | -1.16% |
| Avg. Up Week | 4.86% | 7.29% |
| Avg. Down Week | -4.02% | -7.14% |
| Avg. Up Month | 7.21% | 14.05% |
| Avg. Down Month | -8.61% | -17.03% |
| Win Days % | 50.38% | 50.46% |
| Win Month % | 72.97% | 50.0% |
| Win Week % | 57.73% | 51.6% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |