| Metric | 11996562:ethusd:triple_med_gx:lsma110_145 | 11996562:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 312.59% | 59.37% |
| Max Drawdown | -30.93% | -64.23% |
| Sharpe | 0.61 | 0.27 |
| Sortino | 0.94 | 0.39 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.45 | 1.04 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 15.42 | 3.64 |
| Outlier Loss Ratio | 4.3 | 3.85 |
| Volatility (ann.) | 19.81% | 33.39% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.63 | 0.22 |
| Skew | 1.5 | 0.29 |
| Kurtosis | 33.74 | 8.71 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.35% | 1.09% |
| Expected Yearly % | 42.52% | 12.36% |
| Kelly Criterion | 6.07% | 4.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -2.85% |
| Expected Shortfall (cVaR) | -1.67% | -2.85% |
| Year | 11996562:ETHUSD | 11996562:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -0.23 | 0.01 | + |
| 2023 | 91.16 | 70.23 | 0.77 | - |
| 2024 | 45.75 | 115.32 | 2.52 | + |
| 2025 | -4.37 | 12.83 | -2.93 | + |
| Metric | 11996562:ethusd:triple_med_gx:lsma110_145 | 11996562:ETHUSD |
|---|---|---|
| MTD | -9.41% | -17.21% |
| 3M | -17.59% | -28.03% |
| 6M | 9.44% | 28.61% |
| YTD | 12.83% | -4.37% |
| 1Y | 5.83% | 1.62% |
| 3Y (ann.) | 58.66% | 37.83% |
| 5Y (ann.) | 50.47% | 14.38% |
| Metric | 11996562:ethusd:triple_med_gx:lsma110_145 | 11996562:ETHUSD |
|---|---|---|
| Max Drawdown | -30.93% | -64.23% |
| Longest DD Days | 171.0 | 515.0 |
| Avg. Drawdown | -4.66% | -11.32% |
| Avg. Drawdown Days | 16.0 | 43.0 |
| Recovery Factor | 10.11 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -30.93 | 40 |
| 2022-06-26 | 2022-10-25 | -24.17 | 121 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2024-12-06 | 2025-01-24 | -17.04 | 48 |
| 2025-01-24 | 2025-06-10 | -16.90 | 137 |
| 2023-05-06 | 2023-10-24 | -15.29 | 171 |
| 2022-10-25 | 2023-03-14 | -15.26 | 139 |
| 2024-02-09 | 2024-05-20 | -15.07 | 101 |
| 2025-06-11 | 2025-07-03 | -14.39 | 22 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| Metric | 11996562:ethusd:triple_med_gx:lsma110_145 | 11996562:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.29% | 27.26% |
| Worst Week | -15.18% | -34.61% |
| Best Month | 34.78% | 56.93% |
| Worst Month | -10.3% | -44.86% |
| Best Year | 115.32% | 91.16% |
| Worst Year | -0.23% | -40.19% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -1.04% | -1.05% |
| Avg. Up Week | 5.77% | 7.58% |
| Avg. Down Week | -3.77% | -6.52% |
| Avg. Up Month | 12.51% | 20.93% |
| Avg. Down Month | -5.87% | -13.72% |
| Win Days % | 50.8% | 50.36% |
| Win Month % | 58.54% | 46.51% |
| Win Week % | 57.02% | 51.89% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 50.0% |