| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 84.45% | 145.22% |
| Max Drawdown | -33.66% | -64.23% |
| Sharpe | 0.4 | 0.38 |
| Sortino | 0.61 | 0.55 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.89 | 1.09 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 1.61 | 1.03 |
| Outlier Win Ratio | 32.0 | 3.29 |
| Outlier Loss Ratio | 3.83 | 3.52 |
| Volatility (ann.) | 14.74% | 33.35% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.62 | 0.5 |
| Skew | 2.9 | 0.27 |
| Kurtosis | 92.77 | 8.78 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.54% | 2.27% |
| Expected Yearly % | 16.54% | 25.14% |
| Kelly Criterion | 4.79% | 2.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.84% |
| Expected Shortfall (cVaR) | -1.25% | -2.84% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -24.94 | 0.74 | + |
| 2023 | 91.16 | 47.61 | 0.52 | - |
| 2024 | 45.75 | 81.64 | 1.78 | + |
| 2025 | 32.37 | -8.35 | -0.26 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 12.85% | 19.21% |
| 3M | 11.51% | 73.69% |
| 6M | -5.96% | 61.73% |
| YTD | -8.35% | 32.37% |
| 1Y | 16.62% | 71.5% |
| 3Y (ann.) | 32.81% | 32.36% |
| 5Y (ann.) | 20.95% | 32.13% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -33.66% | -64.23% |
| Longest DD Days | 522.0 | 515.0 |
| Avg. Drawdown | -5.02% | -10.44% |
| Avg. Drawdown Days | 39.0 | 42.0 |
| Recovery Factor | 2.51 | 2.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-16 | -33.66 | 240 |
| 2022-06-16 | 2023-11-20 | -31.68 | 522 |
| 2024-01-30 | 2024-03-20 | -10.93 | 50 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2024-03-22 | 2024-04-24 | -6.37 | 32 |
| 2023-11-20 | 2023-11-22 | -6.06 | 2 |
| 2024-09-11 | 2024-11-06 | -5.30 | 56 |
| 2024-04-24 | 2024-05-20 | -3.76 | 26 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 27.26% |
| Worst Week | -14.43% | -34.61% |
| Best Month | 25.57% | 56.93% |
| Worst Month | -21.73% | -44.86% |
| Best Year | 81.64% | 91.16% |
| Worst Year | -24.94% | -33.51% |
| Avg. Up Day | 1.14% | 1.2% |
| Avg. Down Day | -1.09% | -1.18% |
| Avg. Up Week | 5.46% | 9.01% |
| Avg. Down Week | -3.67% | -8.09% |
| Avg. Up Month | 10.03% | 17.62% |
| Avg. Down Month | -6.14% | -12.06% |
| Win Days % | 51.27% | 50.56% |
| Win Month % | 55.56% | 52.5% |
| Win Week % | 56.16% | 52.91% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |