| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 370.08% | 122.23% |
| Max Drawdown | -24.02% | -64.23% |
| Sharpe | 0.71 | 0.34 |
| Sortino | 1.08 | 0.5 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.68 | 1.08 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.38 | 1.02 |
| Outlier Win Ratio | 16.86 | 3.56 |
| Outlier Loss Ratio | 4.31 | 3.81 |
| Volatility (ann.) | 18.52% | 33.39% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.41 | 0.41 |
| Skew | 0.99 | 0.32 |
| Kurtosis | 27.44 | 8.89 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.75% | 1.92% |
| Expected Yearly % | 47.25% | 22.1% |
| Kelly Criterion | 7.94% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -2.84% |
| Expected Shortfall (cVaR) | -1.56% | -2.84% |
| Year | 11990985:ETHUSD | 11990985:ethusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -1.02 | 0.03 | + |
| 2023 | 91.16 | 62.39 | 0.68 | - |
| 2024 | 45.75 | 89.77 | 1.96 | + |
| 2025 | 19.96 | 54.11 | 2.71 | + |
| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| MTD | 7.79% | -3.64% |
| 3M | 50.92% | 27.31% |
| 6M | 66.55% | 151.47% |
| YTD | 54.11% | 19.96% |
| 1Y | 92.14% | 51.97% |
| 3Y (ann.) | 70.16% | 45.47% |
| 5Y (ann.) | 58.0% | 26.62% |
| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| Max Drawdown | -24.02% | -64.23% |
| Longest DD Days | 220.0 | 515.0 |
| Avg. Drawdown | -4.22% | -10.85% |
| Avg. Drawdown Days | 15.0 | 41.0 |
| Recovery Factor | 15.41 | 1.9 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-08-08 | -24.02 | 196 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2023-02-02 | -21.35 | 220 |
| 2024-12-05 | 2025-01-24 | -17.99 | 49 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2023-05-06 | 2023-06-21 | -11.75 | 46 |
| 2024-03-17 | 2024-03-21 | -11.75 | 3 |
| 2024-04-01 | 2024-04-24 | -10.35 | 23 |
| 2024-06-12 | 2024-07-15 | -9.16 | 33 |
| 2023-06-23 | 2023-10-23 | -8.72 | 121 |
| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -10.88% | -34.61% |
| Best Month | 33.3% | 56.93% |
| Worst Month | -11.23% | -44.86% |
| Best Year | 89.77% | 91.16% |
| Worst Year | -1.02% | -33.51% |
| Avg. Up Day | 1.13% | 1.13% |
| Avg. Down Day | -1.0% | -1.04% |
| Avg. Up Week | 5.87% | 6.76% |
| Avg. Down Week | -3.06% | -6.5% |
| Avg. Up Month | 9.54% | 19.48% |
| Avg. Down Month | -4.52% | -14.49% |
| Win Days % | 51.34% | 50.39% |
| Win Month % | 72.5% | 50.0% |
| Win Week % | 53.85% | 52.78% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |