| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 361.69% | 59.37% |
| Max Drawdown | -24.03% | -64.23% |
| Sharpe | 0.66 | 0.27 |
| Sortino | 1.03 | 0.39 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.2 | 1.04 |
| Common Sense Ratio | 1.49 | 1.04 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 15.98 | 3.63 |
| Outlier Loss Ratio | 4.27 | 3.79 |
| Volatility (ann.) | 19.47% | 33.39% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.31 | 0.22 |
| Skew | 1.61 | 0.29 |
| Kurtosis | 35.01 | 8.71 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.62% | 1.09% |
| Expected Yearly % | 46.58% | 12.36% |
| Kelly Criterion | 6.74% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -2.85% |
| Expected Shortfall (cVaR) | -1.64% | -2.85% |
| Year | 11996563:ETHUSD | 11996563:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -0.34 | 0.01 | + |
| 2023 | 91.16 | 80.64 | 0.88 | - |
| 2024 | 45.75 | 106.69 | 2.33 | + |
| 2025 | -4.37 | 24.07 | -5.51 | + |
| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.21% |
| 3M | -9.08% | -28.03% |
| 6M | 17.52% | 28.61% |
| YTD | 24.07% | -4.37% |
| 1Y | 16.44% | 1.62% |
| 3Y (ann.) | 64.64% | 37.83% |
| 5Y (ann.) | 55.43% | 14.38% |
| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| Max Drawdown | -24.03% | -64.23% |
| Longest DD Days | 139.0 | 515.0 |
| Avg. Drawdown | -4.69% | -11.32% |
| Avg. Drawdown Days | 16.0 | 43.0 |
| Recovery Factor | 15.05 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2022-10-25 | -24.03 | 121 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-10-07 | 2025-11-17 | -21.88 | 40 |
| 2025-01-24 | 2025-06-10 | -17.12 | 137 |
| 2024-12-06 | 2025-01-24 | -17.00 | 48 |
| 2022-10-25 | 2023-03-14 | -15.40 | 139 |
| 2025-06-15 | 2025-07-03 | -14.92 | 17 |
| 2024-03-17 | 2024-05-20 | -14.76 | 64 |
| 2023-05-06 | 2023-06-21 | -12.52 | 46 |
| 2023-06-23 | 2023-10-23 | -11.02 | 122 |
| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.29% | 27.26% |
| Worst Week | -12.01% | -34.61% |
| Best Month | 27.97% | 56.93% |
| Worst Month | -9.91% | -44.86% |
| Best Year | 106.69% | 91.16% |
| Worst Year | -0.34% | -40.19% |
| Avg. Up Day | 1.15% | 1.15% |
| Avg. Down Day | -1.03% | -1.04% |
| Avg. Up Week | 5.71% | 7.48% |
| Avg. Down Week | -3.94% | -6.61% |
| Avg. Up Month | 11.9% | 20.93% |
| Avg. Down Month | -4.55% | -15.13% |
| Win Days % | 50.78% | 50.36% |
| Win Month % | 56.1% | 46.51% |
| Win Week % | 60.19% | 51.89% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 50.0% |