| Metric | 11990821:ethusd:triple_med_gx:lsma55_140 | 11990821:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 201.97% | 40.88% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.6 | 0.25 |
| Sortino | 0.92 | 0.36 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.54 | 1.05 |
| CPC Index | 0.7 | 0.56 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 21.26 | 3.54 |
| Outlier Loss Ratio | 4.06 | 3.77 |
| Volatility (ann.) | 17.6% | 33.47% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.84 | 0.18 |
| Skew | 1.13 | 0.27 |
| Kurtosis | 35.18 | 9.01 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.95% | 0.91% |
| Expected Yearly % | 31.82% | 8.95% |
| Kelly Criterion | 7.57% | 3.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.86% |
| Expected Shortfall (cVaR) | -1.49% | -2.86% |
| Year | 11990821:ETHUSD | 11990821:ethusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -7.83 | 0.23 | + |
| 2023 | 91.16 | 86.11 | 0.94 | - |
| 2024 | 45.75 | 57.14 | 1.25 | + |
| 2025 | -23.95 | 12.02 | -0.50 | + |
| Metric | 11990821:ethusd:triple_med_gx:lsma55_140 | 11990821:ETHUSD |
|---|---|---|
| MTD | 10.52% | 0.13% |
| 3M | 9.63% | 23.14% |
| 6M | -4.08% | -34.95% |
| YTD | 12.02% | -23.95% |
| 1Y | 55.65% | -27.27% |
| 3Y (ann.) | 55.08% | 36.56% |
| 5Y (ann.) | 43.54% | 11.86% |
| Metric | 11990821:ethusd:triple_med_gx:lsma55_140 | 11990821:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 201.0 | 464.0 |
| Avg. Drawdown | -4.15% | -11.23% |
| Avg. Drawdown Days | 16.0 | 45.0 |
| Recovery Factor | 8.54 | 0.64 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-08-12 | -23.64 | 57 |
| 2022-08-25 | 2023-03-14 | -23.60 | 201 |
| 2024-12-18 | 2025-02-03 | -20.29 | 47 |
| 2025-03-09 | 2025-06-19 | -19.01 | 102 |
| 2024-01-30 | 2024-03-25 | -14.10 | 54 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-05-06 | 2023-06-20 | -6.97 | 45 |
| 2025-02-04 | 2025-02-14 | -6.56 | 10 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| Metric | 11990821:ethusd:triple_med_gx:lsma55_140 | 11990821:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 16.99% | 27.26% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 16.99% | 56.93% |
| Worst Month | -13.32% | -44.86% |
| Best Year | 86.11% | 91.16% |
| Worst Year | -7.83% | -33.51% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.06% | -1.13% |
| Avg. Up Week | 4.93% | 7.14% |
| Avg. Down Week | -3.5% | -6.34% |
| Avg. Up Month | 7.2% | 12.45% |
| Avg. Down Month | -5.41% | -14.14% |
| Win Days % | 50.91% | 50.2% |
| Win Month % | 73.53% | 52.63% |
| Win Week % | 59.52% | 51.53% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 75.0% | 50.0% |