| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 590.49% | 77.16% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.78 | 0.29 |
| Sortino | 1.21 | 0.42 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.53 | 1.05 |
| CPC Index | 0.7 | 0.57 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 13.93 | 3.73 |
| Outlier Loss Ratio | 4.46 | 3.92 |
| Volatility (ann.) | 20.48% | 33.42% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.15 | 0.28 |
| Skew | 1.32 | 0.29 |
| Kurtosis | 28.67 | 8.68 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.6% | 1.34% |
| Expected Yearly % | 62.1% | 15.37% |
| Kelly Criterion | 7.61% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -2.85% |
| Expected Shortfall (cVaR) | -1.72% | -2.85% |
| Year | 11991006:ETHUSD | 11991006:ethusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 5.02 | -0.15 | + |
| 2023 | 91.16 | 79.08 | 0.87 | - |
| 2024 | 45.75 | 158.53 | 3.46 | + |
| 2025 | -4.37 | 42.02 | -9.61 | + |
| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| MTD | -5.15% | -17.21% |
| 3M | -6.78% | -28.03% |
| 6M | 31.91% | 28.61% |
| YTD | 42.02% | -4.37% |
| 1Y | 35.6% | 1.62% |
| 3Y (ann.) | 85.47% | 37.83% |
| 5Y (ann.) | 74.48% | 17.91% |
| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 129.0 | 515.0 |
| Avg. Drawdown | -4.63% | -11.32% |
| Avg. Drawdown Days | 13.0 | 43.0 |
| Recovery Factor | 24.98 | 1.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-01-31 | 2025-06-10 | -22.81 | 129 |
| 2022-06-26 | 2022-09-26 | -21.57 | 92 |
| 2025-10-07 | 2025-11-17 | -21.38 | 40 |
| 2025-06-11 | 2025-07-09 | -19.08 | 28 |
| 2024-12-06 | 2025-01-24 | -18.42 | 48 |
| 2022-11-12 | 2023-02-02 | -14.88 | 81 |
| 2023-05-06 | 2023-06-22 | -13.90 | 47 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-04-01 | 2024-04-24 | -11.00 | 23 |
| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006: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 | -8.55% | -44.86% |
| Best Year | 158.53% | 91.16% |
| Worst Year | 5.02% | -33.51% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -1.02% | -1.06% |
| Avg. Up Week | 5.87% | 7.4% |
| Avg. Down Week | -3.72% | -6.57% |
| Avg. Up Month | 11.31% | 19.22% |
| Avg. Down Month | -4.12% | -13.08% |
| Win Days % | 51.27% | 50.4% |
| Win Month % | 63.41% | 48.84% |
| Win Week % | 59.54% | 51.89% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |