| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 324.87% | 145.22% |
| Max Drawdown | -26.96% | -64.23% |
| Sharpe | 0.74 | 0.38 |
| Sortino | 1.19 | 0.55 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.82 | 1.09 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.41 | 1.03 |
| Outlier Win Ratio | 22.4 | 3.42 |
| Outlier Loss Ratio | 4.04 | 3.59 |
| Volatility (ann.) | 17.09% | 33.35% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.1 | 0.5 |
| Skew | 2.63 | 0.27 |
| Kurtosis | 61.17 | 8.78 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.68% | 2.27% |
| Expected Yearly % | 43.57% | 25.14% |
| Kelly Criterion | 9.68% | 6.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.84% |
| Expected Shortfall (cVaR) | -1.44% | -2.84% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -8.91 | 0.27 | + |
| 2023 | 91.16 | 68.50 | 0.75 | - |
| 2024 | 45.75 | 133.84 | 2.93 | + |
| 2025 | 32.37 | 18.38 | 0.57 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 20.73% | 19.21% |
| 3M | 27.82% | 73.69% |
| 6M | 15.58% | 61.73% |
| YTD | 18.38% | 32.37% |
| 1Y | 81.32% | 71.5% |
| 3Y (ann.) | 65.45% | 32.36% |
| 5Y (ann.) | 56.73% | 32.13% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -26.96% | -64.23% |
| Longest DD Days | 297.0 | 515.0 |
| Avg. Drawdown | -3.55% | -10.44% |
| Avg. Drawdown Days | 21.0 | 42.0 |
| Recovery Factor | 12.05 | 2.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-08 | -26.96 | 232 |
| 2022-06-16 | 2023-04-09 | -23.64 | 297 |
| 2024-01-30 | 2024-03-22 | -12.05 | 51 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2023-04-14 | 2023-10-23 | -7.87 | 191 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2023-11-20 | 2023-11-22 | -6.06 | 2 |
| 2024-03-22 | 2024-03-25 | -5.97 | 3 |
| 2023-12-22 | 2023-12-27 | -5.58 | 4 |
| 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 | -12.27% | -34.61% |
| Best Month | 36.39% | 56.93% |
| Worst Month | -11.25% | -44.86% |
| Best Year | 133.84% | 91.16% |
| Worst Year | -8.91% | -33.51% |
| Avg. Up Day | 1.18% | 1.23% |
| Avg. Down Day | -1.04% | -1.1% |
| Avg. Up Week | 5.46% | 8.15% |
| Avg. Down Week | -2.8% | -7.26% |
| Avg. Up Month | 10.93% | 18.01% |
| Avg. Down Month | -3.68% | -12.43% |
| Win Days % | 51.81% | 50.56% |
| Win Month % | 64.86% | 52.5% |
| Win Week % | 60.71% | 52.91% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |