| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 324.07% | 145.22% |
| Max Drawdown | -26.51% | -64.23% |
| Sharpe | 0.71 | 0.38 |
| Sortino | 1.13 | 0.55 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.53 | 1.09 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.22 | 1.03 |
| Outlier Win Ratio | 19.95 | 3.53 |
| Outlier Loss Ratio | 4.09 | 3.7 |
| Volatility (ann.) | 17.99% | 33.35% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.14 | 0.5 |
| Skew | 2.28 | 0.27 |
| Kurtosis | 50.43 | 8.78 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.68% | 2.27% |
| Expected Yearly % | 43.5% | 25.14% |
| Kelly Criterion | 8.7% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.84% |
| Expected Shortfall (cVaR) | -1.51% | -2.84% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -18.24 | 0.54 | + |
| 2023 | 91.16 | 76.23 | 0.84 | - |
| 2024 | 45.75 | 117.87 | 2.58 | + |
| 2025 | 32.37 | 35.08 | 1.08 | + |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 31.88% | 19.21% |
| 3M | 38.81% | 73.69% |
| 6M | 28.8% | 61.73% |
| YTD | 35.08% | 32.37% |
| 1Y | 96.14% | 71.5% |
| 3Y (ann.) | 66.95% | 32.36% |
| 5Y (ann.) | 56.64% | 32.13% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -26.51% | -64.23% |
| Longest DD Days | 369.0 | 515.0 |
| Avg. Drawdown | -3.79% | -10.44% |
| Avg. Drawdown Days | 23.0 | 42.0 |
| Recovery Factor | 12.23 | 2.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-06-20 | -26.51 | 369 |
| 2024-12-19 | 2025-08-07 | -22.44 | 231 |
| 2023-12-28 | 2024-03-25 | -12.21 | 88 |
| 2024-09-14 | 2024-10-14 | -8.64 | 30 |
| 2023-06-22 | 2023-10-23 | -8.24 | 122 |
| 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 |
| 2023-11-20 | 2023-11-22 | -6.06 | 2 |
| 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 | -12.58% | -44.86% |
| Best Year | 117.87% | 91.16% |
| Worst Year | -18.24% | -33.51% |
| Avg. Up Day | 1.17% | 1.2% |
| Avg. Down Day | -1.05% | -1.1% |
| Avg. Up Week | 5.91% | 7.87% |
| Avg. Down Week | -2.88% | -6.89% |
| Avg. Up Month | 11.92% | 18.01% |
| Avg. Down Month | -5.12% | -13.71% |
| Win Days % | 51.87% | 50.56% |
| Win Month % | 67.57% | 52.5% |
| Win Week % | 56.82% | 52.91% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |