| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 243.34% | 87.48% |
| Max Drawdown | -31.47% | -64.23% |
| Sharpe | 0.55 | 0.3 |
| Sortino | 0.84 | 0.43 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.5 | 1.05 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 16.54 | 3.6 |
| Outlier Loss Ratio | 4.35 | 3.87 |
| Volatility (ann.) | 19.33% | 33.57% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.33 | 0.3 |
| Skew | 1.53 | 0.29 |
| Kurtosis | 36.46 | 8.5 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.84% | 1.44% |
| Expected Yearly % | 36.12% | 17.01% |
| Kelly Criterion | 5.46% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -2.86% |
| Expected Shortfall (cVaR) | -1.64% | -2.86% |
| Year | 11991151:ETHUSD | 11991151:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -10.78 | 0.32 | + |
| 2023 | 91.16 | 63.52 | 0.70 | - |
| 2024 | 45.75 | 106.44 | 2.33 | + |
| 2025 | 1.20 | 13.99 | 11.68 | + |
| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -13.82% | -21.8% |
| 6M | 2.41% | 19.68% |
| YTD | 13.99% | 1.2% |
| 1Y | 3.29% | -9.25% |
| 3Y (ann.) | 55.37% | 38.66% |
| 5Y (ann.) | 41.73% | 19.45% |
| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| Max Drawdown | -31.47% | -64.23% |
| Longest DD Days | 288.0 | 515.0 |
| Avg. Drawdown | -4.71% | -11.6% |
| Avg. Drawdown Days | 19.0 | 43.0 |
| Recovery Factor | 7.73 | 1.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -31.47 | 44 |
| 2022-06-26 | 2023-04-10 | -28.69 | 288 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-01-24 | 2025-08-07 | -19.96 | 195 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2024-02-09 | 2024-05-20 | -15.21 | 101 |
| 2023-05-06 | 2023-06-21 | -12.35 | 46 |
| 2023-06-23 | 2023-11-24 | -11.37 | 153 |
| 2024-06-12 | 2024-07-15 | -9.16 | 33 |
| 2022-06-14 | 2022-06-15 | -8.30 | 1 |
| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.73% | 27.26% |
| Worst Week | -13.2% | -34.61% |
| Best Month | 32.07% | 56.93% |
| Worst Month | -18.37% | -44.86% |
| Best Year | 106.44% | 91.16% |
| Worst Year | -10.78% | -33.51% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -1.03% | -1.04% |
| Avg. Up Week | 6.43% | 8.16% |
| Avg. Down Week | -3.79% | -6.13% |
| Avg. Up Month | 10.43% | 15.93% |
| Avg. Down Month | -6.52% | -13.75% |
| Win Days % | 50.46% | 50.46% |
| Win Month % | 60.98% | 50.0% |
| Win Week % | 50.91% | 51.6% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |