| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 200.61% | 73.25% |
| Max Drawdown | -23.25% | -64.23% |
| Sharpe | 0.69 | 0.29 |
| Sortino | 1.18 | 0.41 |
| Payoff Ratio | 1.33 | 1.17 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | 2.17 | 1.05 |
| CPC Index | 0.93 | 0.62 |
| Tail Ratio | 1.54 | 1.0 |
| Outlier Win Ratio | 41.29 | 3.16 |
| Outlier Loss Ratio | 3.7 | 3.08 |
| Volatility (ann.) | 12.64% | 33.39% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.61 | 0.27 |
| Skew | 4.88 | 0.29 |
| Kurtosis | 145.01 | 8.72 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.66% | 1.32% |
| Expected Yearly % | 31.67% | 14.73% |
| Kelly Criterion | 12.13% | 8.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.85% |
| Expected Shortfall (cVaR) | -1.06% | -2.85% |
| Year | 11991742:ETHUSD | 11991742:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.98 | 1.71 | -0.05 | + |
| 2023 | 91.16 | 36.92 | 0.41 | - |
| 2024 | 45.75 | 133.57 | 2.92 | + |
| 2025 | -4.37 | -7.58 | 1.73 | - |
| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| MTD | -0.02% | -17.21% |
| 3M | 8.51% | -28.03% |
| 6M | -0.59% | 28.61% |
| YTD | -7.58% | -4.37% |
| 1Y | -1.08% | 1.62% |
| 3Y (ann.) | 43.35% | 37.83% |
| 5Y (ann.) | 37.45% | 17.21% |
| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| Max Drawdown | -23.25% | -64.23% |
| Longest DD Days | 332.0 | 515.0 |
| Avg. Drawdown | -3.43% | -10.69% |
| Avg. Drawdown Days | 30.0 | 40.0 |
| Recovery Factor | 8.63 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -23.25 | 332 |
| 2022-08-13 | 2023-03-13 | -15.87 | 211 |
| 2022-06-16 | 2022-08-12 | -13.77 | 57 |
| 2023-06-14 | 2023-12-22 | -10.99 | 191 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2024-06-12 | 2024-07-14 | -4.32 | 32 |
| 2023-04-26 | 2023-05-28 | -4.19 | 32 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-09-10 | 2024-11-06 | -3.65 | 57 |
| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.88% | 27.26% |
| Worst Week | -13.02% | -34.61% |
| Best Month | 26.44% | 56.93% |
| Worst Month | -13.02% | -41.79% |
| Best Year | 133.57% | 91.16% |
| Worst Year | -7.58% | -34.98% |
| Avg. Up Day | 1.31% | 1.33% |
| Avg. Down Day | -0.99% | -1.13% |
| Avg. Up Week | 5.41% | 8.62% |
| Avg. Down Week | -2.52% | -7.64% |
| Avg. Up Month | 9.0% | 13.19% |
| Avg. Down Month | -2.79% | -15.08% |
| Win Days % | 49.92% | 50.38% |
| Win Month % | 54.05% | 47.62% |
| Win Week % | 60.87% | 51.89% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |