| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 359.19% | 122.23% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.72 | 0.34 |
| Sortino | 1.11 | 0.5 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.31 | 1.02 |
| Outlier Win Ratio | 19.37 | 3.56 |
| Outlier Loss Ratio | 4.2 | 3.79 |
| Volatility (ann.) | 17.84% | 33.39% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.41 | 0.41 |
| Skew | 1.06 | 0.32 |
| Kurtosis | 31.14 | 8.89 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.7% | 1.92% |
| Expected Yearly % | 46.39% | 22.1% |
| Kelly Criterion | 8.81% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.84% |
| Expected Shortfall (cVaR) | -1.5% | -2.84% |
| Year | 11990822:ETHUSD | 11990822:ethusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -2.99 | 0.09 | + |
| 2023 | 91.16 | 75.01 | 0.82 | - |
| 2024 | 45.75 | 47.36 | 1.04 | + |
| 2025 | 19.96 | 83.55 | 4.19 | + |
| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| MTD | 8.65% | -3.64% |
| 3M | 53.71% | 27.31% |
| 6M | 65.5% | 151.47% |
| YTD | 83.55% | 19.96% |
| 1Y | 83.53% | 51.97% |
| 3Y (ann.) | 65.92% | 45.47% |
| 5Y (ann.) | 56.91% | 26.62% |
| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 199.0 | 515.0 |
| Avg. Drawdown | -4.19% | -10.85% |
| Avg. Drawdown Days | 16.0 | 41.0 |
| Recovery Factor | 15.19 | 1.9 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-11-08 | 2025-02-03 | -20.67 | 87 |
| 2022-08-25 | 2023-03-12 | -17.81 | 199 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2025-06-11 | 2025-08-04 | -14.36 | 53 |
| 2024-01-30 | 2024-03-25 | -13.43 | 54 |
| 2024-06-12 | 2024-08-05 | -10.32 | 53 |
| 2023-05-06 | 2023-06-21 | -10.15 | 46 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 17.79% | 27.26% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 30.77% | 56.93% |
| Worst Month | -14.37% | -44.86% |
| Best Year | 83.55% | 91.16% |
| Worst Year | -2.99% | -33.51% |
| Avg. Up Day | 1.18% | 1.18% |
| Avg. Down Day | -1.03% | -1.08% |
| Avg. Up Week | 5.45% | 7.35% |
| Avg. Down Week | -3.06% | -6.79% |
| Avg. Up Month | 8.7% | 14.81% |
| Avg. Down Month | -4.44% | -14.78% |
| Win Days % | 51.26% | 50.39% |
| Win Month % | 68.42% | 50.0% |
| Win Week % | 59.14% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |