| Metric | 11996526:ethusd:triple_med_gx:lsma60_145 | 11996526:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 172.93% | 59.37% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.51 | 0.27 |
| Sortino | 0.77 | 0.39 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.44 | 1.04 |
| CPC Index | 0.65 | 0.56 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 20.79 | 3.38 |
| Outlier Loss Ratio | 4.08 | 3.67 |
| Volatility (ann.) | 17.0% | 33.39% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.42 | 0.22 |
| Skew | 0.9 | 0.29 |
| Kurtosis | 35.25 | 8.71 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.36% | 1.09% |
| Expected Yearly % | 28.53% | 12.36% |
| Kelly Criterion | 5.22% | 3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.85% |
| Expected Shortfall (cVaR) | -1.44% | -2.85% |
| Year | 11996526:ETHUSD | 11996526:ethusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -4.72 | 0.12 | + |
| 2023 | 91.16 | 32.99 | 0.36 | - |
| 2024 | 45.75 | 58.87 | 1.29 | + |
| 2025 | -4.37 | 35.57 | -8.14 | + |
| Metric | 11996526:ethusd:triple_med_gx:lsma60_145 | 11996526:ETHUSD |
|---|---|---|
| MTD | -11.19% | -17.21% |
| 3M | 1.88% | -28.03% |
| 6M | 23.76% | 28.61% |
| YTD | 35.57% | -4.37% |
| 1Y | 25.31% | 1.62% |
| 3Y (ann.) | 40.71% | 37.83% |
| 5Y (ann.) | 33.57% | 14.38% |
| Metric | 11996526:ethusd:triple_med_gx:lsma60_145 | 11996526:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 450.0 | 515.0 |
| Avg. Drawdown | -4.3% | -11.32% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 7.31 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-08-13 | -23.64 | 58 |
| 2022-08-25 | 2023-11-18 | -22.01 | 450 |
| 2025-02-04 | 2025-08-09 | -19.68 | 186 |
| 2024-12-19 | 2025-01-31 | -16.45 | 43 |
| 2025-10-27 | 2025-11-17 | -15.73 | 20 |
| 2024-01-30 | 2024-04-20 | -15.20 | 80 |
| 2024-04-24 | 2024-07-15 | -8.72 | 81 |
| 2022-06-14 | 2022-06-15 | -7.99 | 1 |
| 2024-08-07 | 2024-08-08 | -6.51 | 1 |
| 2023-12-28 | 2024-01-23 | -6.50 | 25 |
| Metric | 11996526:ethusd:triple_med_gx:lsma60_145 | 11996526:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.52% | 27.26% |
| Worst Week | -12.01% | -34.61% |
| Best Month | 19.52% | 56.93% |
| Worst Month | -11.19% | -44.86% |
| Best Year | 58.87% | 91.16% |
| Worst Year | -4.72% | -40.19% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -1.06% | -1.1% |
| Avg. Up Week | 4.49% | 6.54% |
| Avg. Down Week | -3.77% | -6.96% |
| Avg. Up Month | 6.63% | 12.85% |
| Avg. Down Month | -5.32% | -16.07% |
| Win Days % | 50.29% | 50.36% |
| Win Month % | 69.23% | 46.51% |
| Win Week % | 60.64% | 51.89% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |