| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 452.77% | 77.16% |
| Max Drawdown | -30.48% | -64.23% |
| Sharpe | 0.7 | 0.29 |
| Sortino | 1.08 | 0.42 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.48 | 1.05 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 14.35 | 3.71 |
| Outlier Loss Ratio | 4.39 | 3.9 |
| Volatility (ann.) | 20.55% | 33.42% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.09 | 0.28 |
| Skew | 1.41 | 0.29 |
| Kurtosis | 30.11 | 8.68 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.06% | 1.34% |
| Expected Yearly % | 53.33% | 15.37% |
| Kelly Criterion | 7.09% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -2.85% |
| Expected Shortfall (cVaR) | -1.73% | -2.85% |
| Year | 11990860:ETHUSD | 11990860:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -1.01 | 0.03 | + |
| 2023 | 91.16 | 94.43 | 1.04 | + |
| 2024 | 45.75 | 142.43 | 3.11 | + |
| 2025 | -4.37 | 18.47 | -4.23 | + |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.21% |
| 3M | -18.29% | -28.03% |
| 6M | 26.6% | 28.61% |
| YTD | 18.47% | -4.37% |
| 1Y | 12.21% | 1.62% |
| 3Y (ann.) | 73.86% | 37.83% |
| 5Y (ann.) | 63.65% | 17.91% |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Max Drawdown | -30.48% | -64.23% |
| Longest DD Days | 240.0 | 515.0 |
| Avg. Drawdown | -4.87% | -11.32% |
| Avg. Drawdown Days | 18.0 | 43.0 |
| Recovery Factor | 14.85 | 1.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -30.48 | 40 |
| 2024-12-06 | 2025-08-04 | -28.26 | 240 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-10-25 | -21.46 | 121 |
| 2022-11-12 | 2023-03-12 | -15.23 | 120 |
| 2023-05-06 | 2023-06-23 | -14.62 | 48 |
| 2023-12-28 | 2024-03-25 | -12.11 | 88 |
| 2023-06-23 | 2023-10-23 | -11.16 | 122 |
| 2024-04-01 | 2024-05-17 | -11.00 | 46 |
| 2022-06-14 | 2022-06-15 | -9.41 | 1 |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.88% | 27.26% |
| Worst Week | -15.03% | -34.61% |
| Best Month | 34.53% | 56.93% |
| Worst Month | -10.44% | -44.86% |
| Best Year | 142.43% | 91.16% |
| Worst Year | -1.01% | -33.51% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -1.02% | -1.05% |
| Avg. Up Week | 6.39% | 7.34% |
| Avg. Down Week | -3.51% | -6.26% |
| Avg. Up Month | 13.29% | 18.96% |
| Avg. Down Month | -4.7% | -14.01% |
| Win Days % | 50.51% | 50.4% |
| Win Month % | 56.1% | 48.84% |
| Win Week % | 52.85% | 51.89% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |