| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 189.17% | 59.37% |
| Max Drawdown | -27.39% | -64.23% |
| Sharpe | 0.54 | 0.27 |
| Sortino | 0.82 | 0.39 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.2 | 1.04 |
| Common Sense Ratio | 1.6 | 1.04 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 23.01 | 3.41 |
| Outlier Loss Ratio | 3.95 | 3.58 |
| Volatility (ann.) | 16.9% | 33.39% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.31 | 0.22 |
| Skew | 1.21 | 0.29 |
| Kurtosis | 39.57 | 8.71 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.5% | 1.09% |
| Expected Yearly % | 30.4% | 12.36% |
| Kelly Criterion | 6.24% | 4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.85% |
| Expected Shortfall (cVaR) | -1.43% | -2.85% |
| Year | 11996215:ETHUSD | 11996215:ethusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -17.10 | 0.43 | + |
| 2023 | 91.16 | 59.11 | 0.65 | - |
| 2024 | 45.75 | 53.20 | 1.16 | + |
| 2025 | -4.37 | 43.09 | -9.86 | + |
| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| MTD | -3.72% | -17.21% |
| 3M | -0.38% | -28.03% |
| 6M | 25.08% | 28.61% |
| YTD | 43.09% | -4.37% |
| 1Y | 30.82% | 1.62% |
| 3Y (ann.) | 49.99% | 37.83% |
| 5Y (ann.) | 35.82% | 14.38% |
| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| Max Drawdown | -27.39% | -64.23% |
| Longest DD Days | 314.0 | 515.0 |
| Avg. Drawdown | -4.24% | -11.32% |
| Avg. Drawdown Days | 20.0 | 43.0 |
| Recovery Factor | 6.91 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-04-26 | -27.39 | 314 |
| 2024-12-18 | 2025-02-03 | -20.22 | 47 |
| 2025-02-13 | 2025-06-10 | -17.91 | 117 |
| 2024-01-30 | 2024-04-20 | -16.83 | 80 |
| 2025-06-17 | 2025-08-07 | -15.03 | 51 |
| 2025-10-14 | 2025-11-17 | -11.33 | 34 |
| 2025-09-03 | 2025-10-12 | -8.42 | 38 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-05-15 | 2023-06-17 | -6.58 | 32 |
| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.08% | 27.26% |
| Worst Week | -13.38% | -34.61% |
| Best Month | 19.41% | 56.93% |
| Worst Month | -12.6% | -44.86% |
| Best Year | 59.11% | 91.16% |
| Worst Year | -17.1% | -40.19% |
| Avg. Up Day | 1.21% | 1.22% |
| Avg. Down Day | -1.06% | -1.13% |
| Avg. Up Week | 4.76% | 6.84% |
| Avg. Down Week | -3.57% | -6.96% |
| Avg. Up Month | 7.58% | 14.44% |
| Avg. Down Month | -6.06% | -14.59% |
| Win Days % | 50.04% | 50.36% |
| Win Month % | 68.42% | 46.51% |
| Win Week % | 58.06% | 51.89% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |