| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 385.8% | 77.16% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.72 | 0.29 |
| Sortino | 1.11 | 0.42 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.61 | 1.05 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 18.23 | 3.53 |
| Outlier Loss Ratio | 4.19 | 3.7 |
| Volatility (ann.) | 17.98% | 33.42% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.44 | 0.28 |
| Skew | 1.08 | 0.29 |
| Kurtosis | 30.53 | 8.68 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.74% | 1.34% |
| Expected Yearly % | 48.46% | 15.37% |
| Kelly Criterion | 8.27% | 4.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.85% |
| Expected Shortfall (cVaR) | -1.51% | -2.85% |
| Year | 11990983:ETHUSD | 11990983:ethusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 11.96 | -0.36 | + |
| 2023 | 91.16 | 44.16 | 0.48 | - |
| 2024 | 45.75 | 65.11 | 1.42 | + |
| 2025 | -4.37 | 82.28 | -18.82 | + |
| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.21% |
| 3M | 11.16% | -28.03% |
| 6M | 75.11% | 28.61% |
| YTD | 82.28% | -4.37% |
| 1Y | 73.76% | 1.62% |
| 3Y (ann.) | 62.04% | 37.83% |
| 5Y (ann.) | 57.67% | 17.91% |
| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 137.0 | 515.0 |
| Avg. Drawdown | -4.52% | -11.32% |
| Avg. Drawdown Days | 14.0 | 43.0 |
| Recovery Factor | 16.32 | 1.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-02-14 | 2025-07-02 | -17.96 | 137 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2025-10-27 | 2025-11-17 | -16.05 | 20 |
| 2022-11-12 | 2023-02-02 | -14.88 | 81 |
| 2023-05-06 | 2023-06-22 | -13.50 | 47 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-03-17 | 2024-03-21 | -11.75 | 3 |
| 2024-04-01 | 2024-06-12 | -10.35 | 72 |
| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -12.52% | -34.61% |
| Best Month | 33.14% | 56.93% |
| Worst Month | -11.16% | -44.86% |
| Best Year | 82.28% | 91.16% |
| Worst Year | 11.96% | -33.51% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -1.02% | -1.07% |
| Avg. Up Week | 5.47% | 7.25% |
| Avg. Down Week | -3.1% | -6.26% |
| Avg. Up Month | 8.76% | 20.68% |
| Avg. Down Month | -5.05% | -12.52% |
| Win Days % | 51.51% | 50.4% |
| Win Month % | 70.73% | 48.84% |
| Win Week % | 59.05% | 51.89% |
| Win Quarter % | 86.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |