| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 359.85% | 99.91% |
| Max Drawdown | -32.85% | -64.23% |
| Sharpe | 0.7 | 0.32 |
| Sortino | 1.08 | 0.46 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.32 | 1.01 |
| Outlier Win Ratio | 16.94 | 3.65 |
| Outlier Loss Ratio | 4.36 | 3.8 |
| Volatility (ann.) | 18.57% | 33.36% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.74 | 0.35 |
| Skew | 1.01 | 0.32 |
| Kurtosis | 26.64 | 8.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.7% | 1.66% |
| Expected Yearly % | 46.44% | 18.91% |
| Kelly Criterion | 7.7% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -2.84% |
| Expected Shortfall (cVaR) | -1.56% | -2.84% |
| Year | 11996240:ETHUSD | 11996240:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 12.50 | -0.31 | + |
| 2023 | 91.16 | 76.17 | 0.84 | - |
| 2024 | 45.75 | 78.09 | 1.71 | + |
| 2025 | 19.96 | 30.29 | 1.52 | + |
| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| MTD | 8.09% | -3.64% |
| 3M | 46.3% | 27.31% |
| 6M | 41.81% | 151.47% |
| YTD | 30.29% | 19.96% |
| 1Y | 60.84% | 51.97% |
| 3Y (ann.) | 57.0% | 45.47% |
| 5Y (ann.) | 57.09% | 22.76% |
| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| Max Drawdown | -32.85% | -64.23% |
| Longest DD Days | 250.0 | 515.0 |
| Avg. Drawdown | -4.28% | -10.85% |
| Avg. Drawdown Days | 18.0 | 41.0 |
| Recovery Factor | 10.96 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-08-13 | -32.85 | 250 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-02-02 | -16.59 | 160 |
| 2024-03-17 | 2024-07-15 | -14.76 | 120 |
| 2023-06-23 | 2023-10-23 | -12.60 | 122 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2023-05-06 | 2023-06-21 | -11.05 | 46 |
| 2023-03-14 | 2023-04-25 | -8.55 | 42 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -13.38% | -34.61% |
| Best Month | 35.16% | 56.93% |
| Worst Month | -15.13% | -44.86% |
| Best Year | 78.09% | 91.16% |
| Worst Year | 12.5% | -40.19% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.99% | -1.01% |
| Avg. Up Week | 5.56% | 7.81% |
| Avg. Down Week | -3.3% | -5.95% |
| Avg. Up Month | 9.64% | 18.41% |
| Avg. Down Month | -5.46% | -10.8% |
| Win Days % | 50.94% | 50.34% |
| Win Month % | 70.0% | 47.62% |
| Win Week % | 53.7% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 75.0% |