| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 620.51% | 77.16% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.82 | 0.29 |
| Sortino | 1.27 | 0.42 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.62 | 1.05 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 14.98 | 3.7 |
| Outlier Loss Ratio | 4.38 | 3.85 |
| Volatility (ann.) | 19.64% | 33.42% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.24 | 0.28 |
| Skew | 0.93 | 0.29 |
| Kurtosis | 22.63 | 8.68 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.7% | 1.34% |
| Expected Yearly % | 63.84% | 15.37% |
| Kelly Criterion | 9.02% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -2.85% |
| Expected Shortfall (cVaR) | -1.65% | -2.85% |
| Year | 11990840:ETHUSD | 11990840:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 10.13 | -0.30 | + |
| 2023 | 91.16 | 105.14 | 1.15 | + |
| 2024 | 45.75 | 109.95 | 2.40 | + |
| 2025 | -4.37 | 51.91 | -11.87 | + |
| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| MTD | -6.95% | -17.21% |
| 3M | -6.48% | -28.03% |
| 6M | 39.84% | 28.61% |
| YTD | 51.91% | -4.37% |
| 1Y | 44.68% | 1.62% |
| 3Y (ann.) | 84.74% | 37.83% |
| 5Y (ann.) | 76.63% | 17.91% |
| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 185.0 | 515.0 |
| Avg. Drawdown | -4.39% | -11.32% |
| Avg. Drawdown Days | 14.0 | 43.0 |
| Recovery Factor | 26.24 | 1.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-12-06 | 2025-06-10 | -20.95 | 185 |
| 2025-10-07 | 2025-11-17 | -18.93 | 40 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2023-05-06 | 2023-10-23 | -15.57 | 170 |
| 2022-11-12 | 2023-02-02 | -14.72 | 81 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2023-12-28 | 2024-03-25 | -12.15 | 88 |
| 2025-06-18 | 2025-06-29 | -11.74 | 11 |
| 2024-04-01 | 2024-05-17 | -11.00 | 46 |
| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.88% | 27.26% |
| Worst Week | -11.63% | -34.61% |
| Best Month | 32.14% | 56.93% |
| Worst Month | -7.42% | -44.86% |
| Best Year | 109.95% | 91.16% |
| Worst Year | 10.13% | -33.51% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.0% | -1.03% |
| Avg. Up Week | 6.15% | 7.56% |
| Avg. Down Week | -3.06% | -6.19% |
| Avg. Up Month | 12.19% | 18.96% |
| Avg. Down Month | -3.54% | -13.13% |
| Win Days % | 51.29% | 50.4% |
| Win Month % | 60.98% | 48.84% |
| Win Week % | 57.26% | 51.89% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 50.0% |