| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 396.7% | 69.32% |
| Max Drawdown | -8.4% | -50.29% |
| Sharpe | 6.31 | 1.99 |
| Sortino | 23.65 | 3.9 |
| Payoff Ratio | 6.38 | 1.08 |
| Profit Factor | 4.52 | 1.42 |
| Common Sense Ratio | 15.41 | 1.84 |
| CPC Index | 10.18 | 0.81 |
| Tail Ratio | 3.41 | 1.29 |
| Outlier Win Ratio | 4.93 | 4.08 |
| Outlier Loss Ratio | 18.27 | 2.32 |
| Volatility (ann.) | 118.72% | 255.21% |
| R^2 | 0.24 | 0.24 |
| Calmar | 9.35 | 0.42 |
| Skew | 2.77 | 1.97 |
| Kurtosis | 12.04 | 8.77 |
| Expected Daily % | 1.88% | 0.61% |
| Expected Monthly % | 4.98% | 1.61% |
| Expected Yearly % | 49.29% | 14.07% |
| Kelly Criterion | 25.15% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.17% | -20.58% |
| Expected Shortfall (cVaR) | -8.17% | -20.58% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.67 | 5.25 | 1.43 | + |
| 2023 | 81.56 | 74.07 | 0.91 | - |
| 2024 | 63.98 | 183.51 | 2.87 | + |
| 2025 | -45.14 | -4.37 | 0.10 | + |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | -7.46% | -27.39% |
| 3M | -4.37% | -45.14% |
| 6M | 77.86% | -12.19% |
| YTD | -4.37% | -45.14% |
| 1Y | 154.18% | -41.18% |
| 3Y (ann.) | 78.47% | 20.96% |
| 5Y (ann.) | 78.47% | 20.96% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -8.4% | -50.29% |
| Longest DD Days | 183.0 | 236.0 |
| Avg. Drawdown | -1.97% | -25.93% |
| Avg. Drawdown Days | 31.0 | 126.0 |
| Recovery Factor | 47.25 | 1.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-29 | 2022-09-10 | -8.40 | 72 |
| 2022-11-12 | 2023-02-19 | -8.35 | 99 |
| 2025-03-08 | 2025-03-20 | -7.46 | 12 |
| 2023-04-26 | 2023-10-26 | -6.82 | 183 |
| 2024-03-17 | 2024-05-21 | -5.33 | 64 |
| 2023-11-25 | 2023-12-08 | -1.22 | 12 |
| 2024-06-11 | 2024-07-16 | -0.93 | 35 |
| 2024-12-18 | 2025-02-20 | -0.44 | 64 |
| 2023-02-27 | 2023-03-02 | -0.18 | 3 |
| 2024-09-07 | 2024-09-20 | -0.18 | 13 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 37.41% | 69.5% |
| Worst Day | -8.02% | -29.78% |
| Best Week | 37.41% | 69.5% |
| Worst Week | -8.02% | -29.78% |
| Best Month | 37.16% | 42.45% |
| Worst Month | -8.18% | -27.39% |
| Best Year | 183.51% | 81.56% |
| Worst Year | -4.37% | -45.14% |
| Avg. Up Day | 7.55% | 7.74% |
| Avg. Down Day | -1.18% | -7.16% |
| Avg. Up Week | 8.64% | 9.17% |
| Avg. Down Week | -1.4% | -9.07% |
| Avg. Up Month | 11.48% | 11.03% |
| Avg. Down Month | -4.27% | -11.23% |
| Win Days % | 35.29% | 52.94% |
| Win Month % | 66.67% | 57.58% |
| Win Week % | 41.43% | 52.86% |
| Win Quarter % | 75.0% | 58.33% |
| Win Year % | 75.0% | 75.0% |