| Metric | 11991001:ethusd:triple_med_gx:lsma105_140 | 11991001:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 525.71% | 87.48% |
| Max Drawdown | -32.03% | -64.23% |
| Sharpe | 0.75 | 0.3 |
| Sortino | 1.16 | 0.43 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.58 | 1.05 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 15.63 | 3.69 |
| Outlier Loss Ratio | 4.32 | 3.87 |
| Volatility (ann.) | 19.85% | 33.57% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.12 | 0.3 |
| Skew | 1.46 | 0.29 |
| Kurtosis | 32.45 | 8.5 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.26% | 1.44% |
| Expected Yearly % | 58.16% | 17.01% |
| Kelly Criterion | 8.0% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -2.86% |
| Expected Shortfall (cVaR) | -1.67% | -2.86% |
| Year | 11991001:ETHUSD | 11991001:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -1.00 | 0.03 | + |
| 2023 | 91.16 | 93.47 | 1.03 | + |
| 2024 | 45.75 | 138.05 | 3.02 | + |
| 2025 | 1.20 | 37.23 | 31.06 | + |
| Metric | 11991001:ethusd:triple_med_gx:lsma105_140 | 11991001:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -13.95% | -21.8% |
| 6M | 11.27% | 19.68% |
| YTD | 37.23% | 1.2% |
| 1Y | 25.85% | -9.25% |
| 3Y (ann.) | 83.54% | 38.66% |
| 5Y (ann.) | 67.94% | 19.45% |
| Metric | 11991001:ethusd:triple_med_gx:lsma105_140 | 11991001:ETHUSD |
|---|---|---|
| Max Drawdown | -32.03% | -64.23% |
| Longest DD Days | 121.0 | 515.0 |
| Avg. Drawdown | -4.58% | -11.6% |
| Avg. Drawdown Days | 13.0 | 43.0 |
| Recovery Factor | 16.41 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -32.03 | 64 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-10-25 | -22.89 | 121 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2022-10-25 | 2023-02-16 | -16.33 | 113 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2025-06-20 | 2025-07-02 | -14.01 | 12 |
| 2023-05-06 | 2023-06-21 | -12.35 | 46 |
| 2024-03-17 | 2024-03-21 | -11.89 | 3 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| Metric | 11991001:ethusd:triple_med_gx:lsma105_140 | 11991001:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -12.52% | -34.61% |
| Best Month | 30.23% | 56.93% |
| Worst Month | -17.47% | -44.86% |
| Best Year | 138.05% | 91.16% |
| Worst Year | -1.0% | -33.51% |
| Avg. Up Day | 1.16% | 1.16% |
| Avg. Down Day | -1.04% | -1.07% |
| Avg. Up Week | 6.3% | 7.78% |
| Avg. Down Week | -3.6% | -6.58% |
| Avg. Up Month | 10.62% | 19.14% |
| Avg. Down Month | -4.9% | -15.46% |
| Win Days % | 51.48% | 50.46% |
| Win Month % | 70.73% | 50.0% |
| Win Week % | 58.04% | 51.6% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |