| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 276.32% | 87.48% |
| Max Drawdown | -25.87% | -64.23% |
| Sharpe | 0.63 | 0.3 |
| Sortino | 0.94 | 0.43 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.62 | 1.05 |
| CPC Index | 0.69 | 0.55 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 20.83 | 3.48 |
| Outlier Loss Ratio | 4.04 | 3.7 |
| Volatility (ann.) | 17.36% | 33.57% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.76 | 0.3 |
| Skew | 0.79 | 0.29 |
| Kurtosis | 33.01 | 8.5 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.06% | 1.44% |
| Expected Yearly % | 39.28% | 17.01% |
| Kelly Criterion | 7.25% | 2.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.86% |
| Expected Shortfall (cVaR) | -1.46% | -2.86% |
| Year | 11990959:ETHUSD | 11990959:ethusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -0.26 | 0.01 | + |
| 2023 | 91.16 | 60.65 | 0.67 | - |
| 2024 | 45.75 | 64.14 | 1.40 | + |
| 2025 | 1.20 | 43.08 | 35.95 | + |
| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -0.86% | -21.8% |
| 6M | 16.73% | 19.68% |
| YTD | 43.08% | 1.2% |
| 1Y | 34.84% | -9.25% |
| 3Y (ann.) | 54.44% | 38.66% |
| 5Y (ann.) | 45.45% | 19.45% |
| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| Max Drawdown | -25.87% | -64.23% |
| Longest DD Days | 300.0 | 515.0 |
| Avg. Drawdown | -3.68% | -11.6% |
| Avg. Drawdown Days | 16.0 | 43.0 |
| Recovery Factor | 10.68 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -25.87 | 44 |
| 2022-06-16 | 2022-08-12 | -23.64 | 57 |
| 2022-08-25 | 2023-06-21 | -20.77 | 300 |
| 2025-03-09 | 2025-08-04 | -17.10 | 148 |
| 2024-12-19 | 2025-02-03 | -16.30 | 46 |
| 2024-01-30 | 2024-03-25 | -12.14 | 54 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-02-14 | -6.56 | 10 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.45% | 27.26% |
| Worst Week | -12.52% | -34.61% |
| Best Month | 20.89% | 56.93% |
| Worst Month | -17.38% | -44.86% |
| Best Year | 64.14% | 91.16% |
| Worst Year | -0.26% | -33.51% |
| Avg. Up Day | 1.19% | 1.19% |
| Avg. Down Day | -1.07% | -1.15% |
| Avg. Up Week | 4.95% | 7.86% |
| Avg. Down Week | -3.3% | -6.91% |
| Avg. Up Month | 6.96% | 15.53% |
| Avg. Down Month | -6.28% | -11.49% |
| Win Days % | 51.27% | 50.46% |
| Win Month % | 78.95% | 50.0% |
| Win Week % | 59.38% | 51.6% |
| Win Quarter % | 86.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |