| Metric | 11990982:ethusd:triple_med_gx:lsma70_140 | 11990982:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 310.2% | 87.48% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.65 | 0.3 |
| Sortino | 0.99 | 0.43 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.57 | 1.05 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 19.66 | 3.51 |
| Outlier Loss Ratio | 4.14 | 3.75 |
| Volatility (ann.) | 17.62% | 33.57% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.07 | 0.3 |
| Skew | 0.87 | 0.29 |
| Kurtosis | 30.91 | 8.5 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.26% | 1.44% |
| Expected Yearly % | 42.31% | 17.01% |
| Kelly Criterion | 7.5% | 3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.86% |
| Expected Shortfall (cVaR) | -1.49% | -2.86% |
| Year | 11990982:ETHUSD | 11990982:ethusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -8.78 | 0.26 | + |
| 2023 | 91.16 | 39.85 | 0.44 | - |
| 2024 | 45.75 | 59.37 | 1.30 | + |
| 2025 | 1.20 | 101.77 | 84.92 | + |
| Metric | 11990982:ethusd:triple_med_gx:lsma70_140 | 11990982:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | 16.39% | -21.8% |
| 6M | 54.26% | 19.68% |
| YTD | 101.77% | 1.2% |
| 1Y | 85.04% | -9.25% |
| 3Y (ann.) | 63.78% | 38.66% |
| 5Y (ann.) | 49.04% | 19.45% |
| Metric | 11990982:ethusd:triple_med_gx:lsma70_140 | 11990982:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 435.0 | 515.0 |
| Avg. Drawdown | -4.15% | -11.6% |
| Avg. Drawdown Days | 19.0 | 43.0 |
| Recovery Factor | 13.12 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-13 | 2023-10-22 | -22.40 | 435 |
| 2025-10-27 | 2025-12-10 | -19.36 | 44 |
| 2025-03-09 | 2025-07-02 | -17.10 | 115 |
| 2024-12-19 | 2025-01-24 | -16.30 | 35 |
| 2024-03-17 | 2024-03-21 | -11.75 | 3 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| Metric | 11990982:ethusd:triple_med_gx:lsma70_140 | 11990982:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.47% | 27.26% |
| Worst Week | -12.52% | -34.61% |
| Best Month | 30.44% | 56.93% |
| Worst Month | -9.84% | -44.86% |
| Best Year | 101.77% | 91.16% |
| Worst Year | -8.78% | -33.51% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -1.05% | -1.11% |
| Avg. Up Week | 5.63% | 7.57% |
| Avg. Down Week | -2.89% | -7.14% |
| Avg. Up Month | 7.35% | 18.74% |
| Avg. Down Month | -4.4% | -12.52% |
| Win Days % | 51.45% | 50.46% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 55.1% | 51.6% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |