| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 108.52% | 64.84% |
| Max Drawdown | -26.55% | -64.23% |
| Sharpe | 0.52 | 0.27 |
| Sortino | 0.82 | 0.4 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.07 | 1.04 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | 0.83 | 1.0 |
| Outlier Win Ratio | 47.38 | 3.09 |
| Outlier Loss Ratio | 3.68 | 3.05 |
| Volatility (ann.) | 11.44% | 33.41% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.89 | 0.24 |
| Skew | 2.29 | 0.29 |
| Kurtosis | 100.95 | 8.7 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.77% | 1.2% |
| Expected Yearly % | 20.17% | 13.31% |
| Kelly Criterion | 8.63% | 8.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.85% |
| Expected Shortfall (cVaR) | -0.97% | -2.85% |
| Year | 11991673:ETHUSD | 11991673:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.13 | 1.61 | -0.04 | + |
| 2023 | 91.16 | 38.51 | 0.42 | - |
| 2024 | 45.75 | 65.18 | 1.42 | + |
| 2025 | -4.37 | -10.30 | 2.36 | - |
| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| MTD | -0.87% | -17.21% |
| 3M | 0.94% | -28.03% |
| 6M | -4.97% | 28.61% |
| YTD | -10.3% | -4.37% |
| 1Y | -8.67% | 1.62% |
| 3Y (ann.) | 26.96% | 37.83% |
| 5Y (ann.) | 23.62% | 15.51% |
| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| Max Drawdown | -26.55% | -64.23% |
| Longest DD Days | 332.0 | 515.0 |
| Avg. Drawdown | -3.88% | -10.91% |
| Avg. Drawdown Days | 33.0 | 41.0 |
| Recovery Factor | 4.09 | 1.01 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -26.55 | 332 |
| 2022-06-16 | 2022-08-13 | -14.08 | 58 |
| 2022-08-13 | 2023-03-12 | -13.29 | 211 |
| 2023-04-26 | 2023-10-24 | -9.89 | 180 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2024-06-12 | 2024-07-15 | -6.12 | 32 |
| 2024-05-06 | 2024-06-12 | -4.69 | 37 |
| 2023-10-24 | 2023-12-21 | -4.37 | 57 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.08% | 27.26% |
| Worst Week | -12.12% | -34.61% |
| Best Month | 26.39% | 56.93% |
| Worst Month | -12.12% | -44.61% |
| Best Year | 65.18% | 91.16% |
| Worst Year | -10.3% | -38.13% |
| Avg. Up Day | 1.25% | 1.27% |
| Avg. Down Day | -0.99% | -1.06% |
| Avg. Up Week | 4.54% | 8.2% |
| Avg. Down Week | -2.58% | -7.45% |
| Avg. Up Month | 6.19% | 13.57% |
| Avg. Down Month | -3.64% | -12.03% |
| Win Days % | 49.05% | 50.39% |
| Win Month % | 58.33% | 47.62% |
| Win Week % | 51.47% | 51.89% |
| Win Quarter % | 64.29% | 53.33% |
| Win Year % | 75.0% | 50.0% |