| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 330.38% | 59.37% |
| Max Drawdown | -30.79% | -64.23% |
| Sharpe | 0.62 | 0.27 |
| Sortino | 0.96 | 0.39 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.48 | 1.04 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 15.03 | 3.7 |
| Outlier Loss Ratio | 4.38 | 3.88 |
| Volatility (ann.) | 20.12% | 33.39% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.7 | 0.22 |
| Skew | 1.46 | 0.29 |
| Kurtosis | 32.0 | 8.71 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.45% | 1.09% |
| Expected Yearly % | 44.03% | 12.36% |
| Kelly Criterion | 5.98% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -2.85% |
| Expected Shortfall (cVaR) | -1.7% | -2.85% |
| Year | 11996415:ETHUSD | 11996415:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -7.17 | 0.18 | + |
| 2023 | 91.16 | 75.47 | 0.83 | - |
| 2024 | 45.75 | 125.29 | 2.74 | + |
| 2025 | -4.37 | 17.28 | -3.95 | + |
| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| MTD | -9.92% | -17.21% |
| 3M | -18.72% | -28.03% |
| 6M | 25.39% | 28.61% |
| YTD | 17.28% | -4.37% |
| 1Y | 17.71% | 1.62% |
| 3Y (ann.) | 63.26% | 37.83% |
| 5Y (ann.) | 52.32% | 14.38% |
| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| Max Drawdown | -30.79% | -64.23% |
| Longest DD Days | 199.0 | 515.0 |
| Avg. Drawdown | -4.69% | -11.32% |
| Avg. Drawdown Days | 18.0 | 43.0 |
| Recovery Factor | 10.73 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -30.79 | 40 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-10-25 | -23.25 | 121 |
| 2024-12-19 | 2025-07-06 | -22.11 | 199 |
| 2022-10-25 | 2023-03-13 | -16.81 | 138 |
| 2023-12-28 | 2024-05-20 | -15.34 | 144 |
| 2023-05-06 | 2023-06-22 | -13.99 | 47 |
| 2023-06-23 | 2023-10-23 | -11.50 | 122 |
| 2024-06-12 | 2024-07-14 | -9.16 | 31 |
| 2022-06-14 | 2022-06-15 | -8.30 | 1 |
| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.73% | 27.26% |
| Worst Week | -15.03% | -34.61% |
| Best Month | 38.38% | 56.93% |
| Worst Month | -9.92% | -44.86% |
| Best Year | 125.29% | 91.16% |
| Worst Year | -7.17% | -40.19% |
| Avg. Up Day | 1.15% | 1.15% |
| Avg. Down Day | -1.03% | -1.04% |
| Avg. Up Week | 6.33% | 7.54% |
| Avg. Down Week | -3.3% | -6.23% |
| Avg. Up Month | 11.1% | 20.26% |
| Avg. Down Month | -4.72% | -13.44% |
| Win Days % | 50.33% | 50.36% |
| Win Month % | 58.54% | 46.51% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |