| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 327.77% | 99.91% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.7 | 0.32 |
| Sortino | 1.07 | 0.46 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 19.47 | 3.56 |
| Outlier Loss Ratio | 4.16 | 3.73 |
| Volatility (ann.) | 17.6% | 33.36% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.27 | 0.35 |
| Skew | 1.09 | 0.32 |
| Kurtosis | 31.37 | 8.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.52% | 1.66% |
| Expected Yearly % | 43.81% | 18.91% |
| Kelly Criterion | 8.36% | 4.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.84% |
| Expected Shortfall (cVaR) | -1.48% | -2.84% |
| Year | 11996397:ETHUSD | 11996397:ethusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -3.69 | 0.09 | + |
| 2023 | 91.16 | 51.78 | 0.57 | - |
| 2024 | 45.75 | 53.16 | 1.16 | + |
| 2025 | 19.96 | 91.07 | 4.56 | + |
| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| MTD | 9.07% | -3.64% |
| 3M | 49.51% | 27.31% |
| 6M | 72.46% | 151.47% |
| YTD | 91.07% | 19.96% |
| 1Y | 109.96% | 51.97% |
| 3Y (ann.) | 59.24% | 45.47% |
| 5Y (ann.) | 53.76% | 22.76% |
| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 167.0 | 515.0 |
| Avg. Drawdown | -4.48% | -10.85% |
| Avg. Drawdown Days | 15.0 | 41.0 |
| Recovery Factor | 13.86 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-09-27 | 2023-03-13 | -20.40 | 167 |
| 2025-02-04 | 2025-06-13 | -17.99 | 129 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2023-12-28 | 2024-04-24 | -14.99 | 117 |
| 2025-06-14 | 2025-07-02 | -14.10 | 18 |
| 2023-05-06 | 2023-06-21 | -12.31 | 46 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2022-06-14 | 2022-06-15 | -8.30 | 1 |
| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.51% | 27.26% |
| Worst Week | -12.56% | -34.61% |
| Best Month | 30.44% | 56.93% |
| Worst Month | -11.39% | -44.86% |
| Best Year | 91.07% | 91.16% |
| Worst Year | -3.69% | -40.19% |
| Avg. Up Day | 1.15% | 1.15% |
| Avg. Down Day | -1.02% | -1.07% |
| Avg. Up Week | 5.26% | 7.77% |
| Avg. Down Week | -3.12% | -6.38% |
| Avg. Up Month | 7.23% | 20.38% |
| Avg. Down Month | -4.62% | -15.37% |
| Win Days % | 51.61% | 50.34% |
| Win Month % | 72.5% | 47.62% |
| Win Week % | 60.42% | 52.78% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |