| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 304.85% | 59.37% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.63 | 0.27 |
| Sortino | 0.96 | 0.39 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 1.5 | 1.04 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 16.51 | 3.56 |
| Outlier Loss Ratio | 4.29 | 3.78 |
| Volatility (ann.) | 18.66% | 33.39% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.1 | 0.22 |
| Skew | 0.92 | 0.29 |
| Kurtosis | 26.44 | 8.71 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.31% | 1.09% |
| Expected Yearly % | 41.85% | 12.36% |
| Kelly Criterion | 6.67% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.85% |
| Expected Shortfall (cVaR) | -1.57% | -2.85% |
| Year | 11996406:ETHUSD | 11996406:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 10.60 | -0.26 | + |
| 2023 | 91.16 | 74.62 | 0.82 | - |
| 2024 | 45.75 | 74.32 | 1.62 | + |
| 2025 | -4.37 | 20.25 | -4.63 | + |
| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.21% |
| 3M | -9.22% | -28.03% |
| 6M | 21.65% | 28.61% |
| YTD | 20.25% | -4.37% |
| 1Y | 17.55% | 1.62% |
| 3Y (ann.) | 53.0% | 37.83% |
| 5Y (ann.) | 49.65% | 14.38% |
| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 196.0 | 515.0 |
| Avg. Drawdown | -5.44% | -11.32% |
| Avg. Drawdown Days | 20.0 | 43.0 |
| Recovery Factor | 12.89 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-10-27 | 2025-11-17 | -22.58 | 20 |
| 2025-01-24 | 2025-08-08 | -22.24 | 196 |
| 2022-08-25 | 2022-09-27 | -16.59 | 32 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2022-11-12 | 2023-02-01 | -14.88 | 81 |
| 2024-02-08 | 2024-03-31 | -14.69 | 52 |
| 2024-04-01 | 2024-08-06 | -14.28 | 127 |
| 2023-05-06 | 2023-06-21 | -12.85 | 46 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.73% | 27.26% |
| Worst Week | -12.56% | -34.61% |
| Best Month | 31.76% | 56.93% |
| Worst Month | -11.46% | -44.86% |
| Best Year | 74.62% | 91.16% |
| Worst Year | 10.6% | -40.19% |
| Avg. Up Day | 1.12% | 1.12% |
| Avg. Down Day | -1.02% | -1.03% |
| Avg. Up Week | 5.17% | 7.28% |
| Avg. Down Week | -3.45% | -6.18% |
| Avg. Up Month | 9.71% | 19.97% |
| Avg. Down Month | -4.72% | -14.22% |
| Win Days % | 51.05% | 50.36% |
| Win Month % | 63.41% | 46.51% |
| Win Week % | 57.66% | 51.89% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |