| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 434.03% | 77.16% |
| Max Drawdown | -33.64% | -64.23% |
| Sharpe | 0.73 | 0.29 |
| Sortino | 1.11 | 0.42 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.62 | 1.05 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 16.19 | 3.58 |
| Outlier Loss Ratio | 4.28 | 3.81 |
| Volatility (ann.) | 18.94% | 33.42% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.84 | 0.28 |
| Skew | 0.92 | 0.29 |
| Kurtosis | 25.91 | 8.68 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.97% | 1.34% |
| Expected Yearly % | 52.02% | 15.37% |
| Kelly Criterion | 8.4% | 5.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.85% |
| Expected Shortfall (cVaR) | -1.59% | -2.85% |
| Year | 11990851:ETHUSD | 11990851:ethusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 10.71 | -0.32 | + |
| 2023 | 91.16 | 99.81 | 1.09 | + |
| 2024 | 45.75 | 89.81 | 1.96 | + |
| 2025 | -4.37 | 27.19 | -6.22 | + |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| MTD | -6.95% | -17.21% |
| 3M | 2.54% | -28.03% |
| 6M | 39.05% | 28.61% |
| YTD | 27.19% | -4.37% |
| 1Y | 14.87% | 1.62% |
| 3Y (ann.) | 67.89% | 37.83% |
| 5Y (ann.) | 62.03% | 17.91% |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Max Drawdown | -33.64% | -64.23% |
| Longest DD Days | 250.0 | 515.0 |
| Avg. Drawdown | -4.5% | -11.32% |
| Avg. Drawdown Days | 15.0 | 43.0 |
| Recovery Factor | 12.9 | 1.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-08-13 | -33.64 | 250 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-10-27 | 2025-11-17 | -16.92 | 20 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2022-11-12 | 2023-02-01 | -14.72 | 81 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-02-08 | 2024-03-21 | -11.74 | 42 |
| 2024-04-01 | 2024-04-22 | -10.35 | 21 |
| 2024-05-18 | 2024-07-15 | -9.73 | 58 |
| 2023-05-06 | 2023-06-21 | -9.66 | 46 |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851: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 | 34.88% | 56.93% |
| Worst Month | -12.63% | -44.86% |
| Best Year | 99.81% | 91.16% |
| Worst Year | 10.71% | -33.51% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -1.01% | -1.05% |
| Avg. Up Week | 5.39% | 6.98% |
| Avg. Down Week | -3.32% | -6.25% |
| Avg. Up Month | 10.15% | 17.86% |
| Avg. Down Month | -4.82% | -14.76% |
| Win Days % | 51.46% | 50.4% |
| Win Month % | 70.73% | 48.84% |
| Win Week % | 59.65% | 51.89% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 100.0% | 50.0% |