| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 357.53% | 68.65% |
| Max Drawdown | -32.25% | -64.23% |
| Sharpe | 0.65 | 0.28 |
| Sortino | 0.99 | 0.4 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.52 | 1.04 |
| CPC Index | 0.67 | 0.58 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 15.81 | 3.69 |
| Outlier Loss Ratio | 4.37 | 3.87 |
| Volatility (ann.) | 19.34% | 33.55% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.67 | 0.25 |
| Skew | 0.82 | 0.29 |
| Kurtosis | 23.25 | 8.53 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.52% | 1.2% |
| Expected Yearly % | 46.25% | 13.96% |
| Kelly Criterion | 6.68% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -2.86% |
| Expected Shortfall (cVaR) | -1.63% | -2.86% |
| Year | 11996410:ETHUSD | 11996410:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 4.63 | -0.12 | + |
| 2023 | 91.16 | 86.83 | 0.95 | - |
| 2024 | 45.75 | 89.91 | 1.97 | + |
| 2025 | 1.20 | 23.24 | 19.39 | + |
| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -21.56% | -21.8% |
| 6M | 4.77% | 19.68% |
| YTD | 23.24% | 1.2% |
| 1Y | 13.02% | -9.25% |
| 3Y (ann.) | 62.47% | 38.66% |
| 5Y (ann.) | 53.82% | 15.95% |
| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| Max Drawdown | -32.25% | -64.23% |
| Longest DD Days | 199.0 | 515.0 |
| Avg. Drawdown | -4.86% | -11.6% |
| Avg. Drawdown Days | 15.0 | 43.0 |
| Recovery Factor | 11.09 | 1.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -32.25 | 64 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-09-27 | -18.68 | 92 |
| 2025-02-14 | 2025-06-10 | -17.70 | 115 |
| 2024-12-19 | 2025-01-24 | -16.30 | 35 |
| 2023-12-28 | 2024-07-15 | -15.68 | 199 |
| 2022-11-12 | 2023-02-01 | -14.88 | 81 |
| 2023-05-06 | 2023-06-22 | -14.18 | 47 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2025-06-18 | 2025-06-29 | -11.74 | 11 |
| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410: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 | 31.2% | 56.93% |
| Worst Month | -20.89% | -44.86% |
| Best Year | 89.91% | 91.16% |
| Worst Year | 4.63% | -40.19% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -1.02% | -1.04% |
| Avg. Up Week | 5.81% | 7.72% |
| Avg. Down Week | -3.2% | -6.45% |
| Avg. Up Month | 10.91% | 20.71% |
| Avg. Down Month | -5.17% | -13.8% |
| Win Days % | 50.8% | 50.41% |
| Win Month % | 63.41% | 47.73% |
| Win Week % | 54.7% | 51.6% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 75.0% |