| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 384.6% | 77.16% |
| Max Drawdown | -32.83% | -64.23% |
| Sharpe | 0.66 | 0.29 |
| Sortino | 1.01 | 0.42 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.45 | 1.05 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 14.52 | 3.68 |
| Outlier Loss Ratio | 4.38 | 3.9 |
| Volatility (ann.) | 20.29% | 33.42% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.75 | 0.28 |
| Skew | 1.38 | 0.29 |
| Kurtosis | 30.8 | 8.68 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.74% | 1.34% |
| Expected Yearly % | 48.37% | 15.37% |
| Kelly Criterion | 6.55% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -2.85% |
| Expected Shortfall (cVaR) | -1.71% | -2.85% |
| Year | 11990999:ETHUSD | 11990999:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -2.46 | 0.07 | + |
| 2023 | 91.16 | 71.59 | 0.79 | - |
| 2024 | 45.75 | 141.41 | 3.09 | + |
| 2025 | -4.37 | 19.93 | -4.56 | + |
| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| MTD | -10.19% | -17.21% |
| 3M | -18.28% | -28.03% |
| 6M | 23.15% | 28.61% |
| YTD | 19.93% | -4.37% |
| 1Y | 18.58% | 1.62% |
| 3Y (ann.) | 66.95% | 37.83% |
| 5Y (ann.) | 57.56% | 17.91% |
| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| Max Drawdown | -32.83% | -64.23% |
| Longest DD Days | 163.0 | 515.0 |
| Avg. Drawdown | -4.61% | -11.32% |
| Avg. Drawdown Days | 15.0 | 43.0 |
| Recovery Factor | 11.71 | 1.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -32.83 | 40 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-10-25 | -22.55 | 121 |
| 2025-01-24 | 2025-07-06 | -21.53 | 163 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2022-10-25 | 2023-02-16 | -14.92 | 113 |
| 2023-05-06 | 2023-06-23 | -14.34 | 48 |
| 2024-02-09 | 2024-03-21 | -11.73 | 40 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| 2023-06-23 | 2023-10-23 | -10.59 | 122 |
| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -15.03% | -34.61% |
| Best Month | 38.52% | 56.93% |
| Worst Month | -12.03% | -44.86% |
| Best Year | 141.41% | 91.16% |
| Worst Year | -2.46% | -33.51% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -1.03% | -1.06% |
| Avg. Up Week | 6.38% | 7.7% |
| Avg. Down Week | -3.52% | -6.4% |
| Avg. Up Month | 11.79% | 20.26% |
| Avg. Down Month | -5.19% | -14.61% |
| Win Days % | 50.98% | 50.4% |
| Win Month % | 60.98% | 48.84% |
| Win Week % | 53.17% | 51.89% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |