| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 435.82% | 77.16% |
| Max Drawdown | -27.33% | -64.23% |
| Sharpe | 0.72 | 0.29 |
| Sortino | 1.09 | 0.42 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.55 | 1.05 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 15.42 | 3.66 |
| Outlier Loss Ratio | 4.37 | 3.87 |
| Volatility (ann.) | 19.5% | 33.42% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.28 | 0.28 |
| Skew | 0.87 | 0.29 |
| Kurtosis | 23.62 | 8.68 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.98% | 1.34% |
| Expected Yearly % | 52.14% | 15.37% |
| Kelly Criterion | 7.82% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -2.85% |
| Expected Shortfall (cVaR) | -1.64% | -2.85% |
| Year | 11990841:ETHUSD | 11990841:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 4.78 | -0.14 | + |
| 2023 | 91.16 | 99.83 | 1.10 | + |
| 2024 | 45.75 | 99.19 | 2.17 | + |
| 2025 | -4.37 | 28.47 | -6.51 | + |
| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| MTD | -6.95% | -17.21% |
| 3M | -6.97% | -28.03% |
| 6M | 34.27% | 28.61% |
| YTD | 28.47% | -4.37% |
| 1Y | 22.64% | 1.62% |
| 3Y (ann.) | 71.2% | 37.83% |
| 5Y (ann.) | 62.19% | 17.91% |
| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| Max Drawdown | -27.33% | -64.23% |
| Longest DD Days | 244.0 | 515.0 |
| Avg. Drawdown | -4.71% | -11.32% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 15.95 | 1.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-08 | -27.33 | 244 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-10-07 | 2025-11-17 | -18.58 | 40 |
| 2022-06-26 | 2022-10-23 | -17.40 | 119 |
| 2023-05-06 | 2023-10-23 | -15.60 | 170 |
| 2022-10-25 | 2023-02-01 | -15.43 | 99 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-03-19 | 2024-03-21 | -11.69 | 2 |
| 2024-04-01 | 2024-05-18 | -11.00 | 47 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.88% | 27.26% |
| Worst Week | -11.68% | -34.61% |
| Best Month | 31.71% | 56.93% |
| Worst Month | -6.95% | -44.86% |
| Best Year | 99.83% | 91.16% |
| Worst Year | 4.78% | -33.51% |
| Avg. Up Day | 1.15% | 1.15% |
| Avg. Down Day | -1.01% | -1.04% |
| Avg. Up Week | 5.66% | 7.06% |
| Avg. Down Week | -3.49% | -6.52% |
| Avg. Up Month | 11.4% | 18.96% |
| Avg. Down Month | -3.5% | -13.19% |
| Win Days % | 51.04% | 50.4% |
| Win Month % | 60.98% | 48.84% |
| Win Week % | 57.39% | 51.89% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |