| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 301.23% | 87.48% |
| Max Drawdown | -31.45% | -64.23% |
| Sharpe | 0.61 | 0.3 |
| Sortino | 0.92 | 0.43 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.52 | 1.05 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 16.31 | 3.62 |
| Outlier Loss Ratio | 4.34 | 3.87 |
| Volatility (ann.) | 19.03% | 33.57% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.53 | 0.3 |
| Skew | 0.75 | 0.29 |
| Kurtosis | 24.51 | 8.5 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.21% | 1.44% |
| Expected Yearly % | 41.53% | 17.01% |
| Kelly Criterion | 6.25% | 4.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -2.86% |
| Expected Shortfall (cVaR) | -1.61% | -2.86% |
| Year | 11990992:ETHUSD | 11990992:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -3.63 | 0.11 | + |
| 2023 | 91.16 | 67.52 | 0.74 | - |
| 2024 | 45.75 | 92.32 | 2.02 | + |
| 2025 | 1.20 | 29.23 | 24.39 | + |
| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -16.15% | -21.8% |
| 6M | 10.21% | 19.68% |
| YTD | 29.23% | 1.2% |
| 1Y | 18.52% | -9.25% |
| 3Y (ann.) | 59.72% | 38.66% |
| 5Y (ann.) | 48.11% | 19.45% |
| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| Max Drawdown | -31.45% | -64.23% |
| Longest DD Days | 234.0 | 515.0 |
| Avg. Drawdown | -4.59% | -11.6% |
| Avg. Drawdown Days | 16.0 | 43.0 |
| Recovery Factor | 9.58 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -31.45 | 44 |
| 2022-06-26 | 2023-02-16 | -23.82 | 234 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2025-06-10 | 2025-07-02 | -14.75 | 22 |
| 2023-05-06 | 2023-06-22 | -13.69 | 47 |
| 2024-03-17 | 2024-03-21 | -11.89 | 3 |
| 2024-04-01 | 2024-07-15 | -11.00 | 105 |
| 2025-01-24 | 2025-03-08 | -10.33 | 43 |
| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992: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 | 32.44% | 56.93% |
| Worst Month | -21.35% | -44.86% |
| Best Year | 92.32% | 91.16% |
| Worst Year | -3.63% | -33.51% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -1.03% | -1.06% |
| Avg. Up Week | 5.5% | 7.78% |
| Avg. Down Week | -3.65% | -6.23% |
| Avg. Up Month | 9.68% | 20.26% |
| Avg. Down Month | -5.26% | -14.63% |
| Win Days % | 50.96% | 50.46% |
| Win Month % | 65.85% | 50.0% |
| Win Week % | 57.27% | 51.6% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |