| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 240.71% | 122.23% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.61 | 0.34 |
| Sortino | 0.91 | 0.5 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | 1.27 | 1.02 |
| Outlier Win Ratio | 21.47 | 3.5 |
| Outlier Loss Ratio | 4.0 | 3.66 |
| Volatility (ann.) | 17.35% | 33.39% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.85 | 0.41 |
| Skew | 0.48 | 0.32 |
| Kurtosis | 39.57 | 8.89 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.96% | 1.92% |
| Expected Yearly % | 35.86% | 22.1% |
| Kelly Criterion | 7.17% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.84% |
| Expected Shortfall (cVaR) | -1.47% | -2.84% |
| Year | 11990972:ETHUSD | 11990972:ethusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -10.83 | 0.32 | + |
| 2023 | 91.16 | 62.16 | 0.68 | - |
| 2024 | 45.75 | 68.69 | 1.50 | + |
| 2025 | 19.96 | 39.67 | 1.99 | + |
| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| MTD | 7.02% | -3.64% |
| 3M | 33.02% | 27.31% |
| 6M | 39.99% | 151.47% |
| YTD | 39.67% | 19.96% |
| 1Y | 62.27% | 51.97% |
| 3Y (ann.) | 51.58% | 45.47% |
| 5Y (ann.) | 43.66% | 26.62% |
| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 312.0 | 515.0 |
| Avg. Drawdown | -3.21% | -10.85% |
| Avg. Drawdown Days | 16.0 | 41.0 |
| Recovery Factor | 10.18 | 1.9 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-08-12 | -23.64 | 57 |
| 2022-08-13 | 2023-06-21 | -22.99 | 312 |
| 2025-03-09 | 2025-08-07 | -17.72 | 151 |
| 2024-12-19 | 2025-03-08 | -16.30 | 79 |
| 2023-12-28 | 2024-03-25 | -13.54 | 88 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-08-06 | -6.53 | 54 |
| 2025-10-14 | 2025-10-15 | -6.36 | 1 |
| 2023-11-20 | 2023-11-22 | -6.06 | 2 |
| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 20.45% | 27.26% |
| Worst Week | -10.88% | -34.61% |
| Best Month | 21.24% | 56.93% |
| Worst Month | -10.16% | -44.86% |
| Best Year | 68.69% | 91.16% |
| Worst Year | -10.83% | -33.51% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -1.06% | -1.11% |
| Avg. Up Week | 5.07% | 7.98% |
| Avg. Down Week | -2.84% | -7.87% |
| Avg. Up Month | 7.11% | 15.53% |
| Avg. Down Month | -4.07% | -8.4% |
| Win Days % | 51.2% | 50.39% |
| Win Month % | 75.68% | 50.0% |
| Win Week % | 53.85% | 52.78% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |