| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 425.19% | 99.91% |
| Max Drawdown | -29.37% | -64.23% |
| Sharpe | 0.74 | 0.32 |
| Sortino | 1.14 | 0.46 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.31 | 1.01 |
| Outlier Win Ratio | 16.24 | 3.68 |
| Outlier Loss Ratio | 4.33 | 3.82 |
| Volatility (ann.) | 18.98% | 33.36% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.16 | 0.35 |
| Skew | 0.95 | 0.32 |
| Kurtosis | 24.8 | 8.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.03% | 1.66% |
| Expected Yearly % | 51.38% | 18.91% |
| Kelly Criterion | 7.79% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.84% |
| Expected Shortfall (cVaR) | -1.6% | -2.84% |
| Year | 11996261:ETHUSD | 11996261:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 16.87 | -0.42 | + |
| 2023 | 91.16 | 92.43 | 1.01 | + |
| 2024 | 45.75 | 74.32 | 1.62 | + |
| 2025 | 19.96 | 33.97 | 1.70 | + |
| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| MTD | 7.29% | -3.64% |
| 3M | 35.05% | 27.31% |
| 6M | 38.04% | 151.47% |
| YTD | 33.97% | 19.96% |
| 1Y | 62.78% | 51.97% |
| 3Y (ann.) | 62.55% | 45.47% |
| 5Y (ann.) | 63.39% | 22.76% |
| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| Max Drawdown | -29.37% | -64.23% |
| Longest DD Days | 247.0 | 515.0 |
| Avg. Drawdown | -4.44% | -10.85% |
| Avg. Drawdown Days | 18.0 | 41.0 |
| Recovery Factor | 14.48 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-08-09 | -29.37 | 247 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-08-25 | 2023-02-01 | -16.59 | 160 |
| 2024-03-17 | 2024-08-05 | -14.76 | 140 |
| 2023-05-06 | 2023-06-22 | -13.95 | 47 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2023-08-29 | 2023-10-23 | -10.04 | 55 |
| 2025-09-03 | 2025-10-03 | -9.06 | 30 |
| 2022-06-14 | 2022-06-15 | -8.14 | 1 |
| 2023-03-14 | 2023-04-13 | -7.68 | 29 |
| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261: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 | 34.8% | 56.93% |
| Worst Month | -9.33% | -44.86% |
| Best Year | 92.43% | 91.16% |
| Worst Year | 16.87% | -40.19% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -1.01% | -1.03% |
| Avg. Up Week | 5.56% | 7.14% |
| Avg. Down Week | -3.29% | -6.01% |
| Avg. Up Month | 11.29% | 19.62% |
| Avg. Down Month | -4.31% | -9.43% |
| Win Days % | 51.22% | 50.34% |
| Win Month % | 62.5% | 47.62% |
| Win Week % | 56.25% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 75.0% |