| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 434.33% | 87.48% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.74 | 0.3 |
| Sortino | 1.13 | 0.43 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.67 | 1.05 |
| CPC Index | 0.73 | 0.57 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 18.58 | 3.57 |
| Outlier Loss Ratio | 4.11 | 3.76 |
| Volatility (ann.) | 18.25% | 33.57% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.56 | 0.3 |
| Skew | 0.83 | 0.29 |
| Kurtosis | 28.59 | 8.5 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.88% | 1.44% |
| Expected Yearly % | 52.04% | 17.01% |
| Kelly Criterion | 9.24% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.86% |
| Expected Shortfall (cVaR) | -1.53% | -2.86% |
| Year | 11990818:ETHUSD | 11990818:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 0.81 | -0.02 | + |
| 2023 | 91.16 | 66.72 | 0.73 | - |
| 2024 | 45.75 | 72.65 | 1.59 | + |
| 2025 | 1.20 | 84.14 | 70.21 | + |
| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | 7.63% | -21.8% |
| 6M | 45.67% | 19.68% |
| YTD | 84.14% | 1.2% |
| 1Y | 57.68% | -9.25% |
| 3Y (ann.) | 73.38% | 38.66% |
| 5Y (ann.) | 60.61% | 19.45% |
| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 199.0 | 515.0 |
| Avg. Drawdown | -3.98% | -11.6% |
| Avg. Drawdown Days | 12.0 | 43.0 |
| Recovery Factor | 18.37 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-11-12 | 2025-12-10 | -21.21 | 28 |
| 2024-12-18 | 2025-02-03 | -20.29 | 47 |
| 2022-08-25 | 2023-03-12 | -17.89 | 199 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2025-06-20 | 2025-07-02 | -14.01 | 12 |
| 2023-05-06 | 2023-06-22 | -13.55 | 47 |
| 2024-03-19 | 2024-03-21 | -11.69 | 2 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.67% | 27.26% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 31.98% | 56.93% |
| Worst Month | -15.48% | -44.86% |
| Best Year | 84.14% | 91.16% |
| Worst Year | 0.81% | -33.51% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.05% | -1.1% |
| Avg. Up Week | 5.35% | 7.57% |
| Avg. Down Week | -3.33% | -6.33% |
| Avg. Up Month | 8.62% | 18.96% |
| Avg. Down Month | -6.51% | -16.13% |
| Win Days % | 51.92% | 50.46% |
| Win Month % | 70.73% | 50.0% |
| Win Week % | 60.78% | 51.6% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 75.0% |