| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 279.0% | 99.91% |
| Max Drawdown | -34.14% | -64.23% |
| Sharpe | 0.61 | 0.32 |
| Sortino | 0.95 | 0.46 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 16.35 | 3.65 |
| Outlier Loss Ratio | 4.37 | 3.82 |
| Volatility (ann.) | 19.23% | 33.36% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.42 | 0.35 |
| Skew | 1.8 | 0.32 |
| Kurtosis | 37.5 | 8.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.22% | 1.66% |
| Expected Yearly % | 39.53% | 18.91% |
| Kelly Criterion | 6.77% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -2.84% |
| Expected Shortfall (cVaR) | -1.62% | -2.84% |
| Year | 11996709:ETHUSD | 11996709:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -5.59 | 0.14 | + |
| 2023 | 91.16 | 51.28 | 0.56 | - |
| 2024 | 45.75 | 115.98 | 2.53 | + |
| 2025 | 19.96 | 22.87 | 1.15 | + |
| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| MTD | -10.96% | -3.64% |
| 3M | 15.7% | 27.31% |
| 6M | 21.93% | 151.47% |
| YTD | 22.87% | 19.96% |
| 1Y | 62.48% | 51.97% |
| 3Y (ann.) | 61.44% | 45.47% |
| 5Y (ann.) | 48.35% | 22.76% |
| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| Max Drawdown | -34.14% | -64.23% |
| Longest DD Days | 291.0 | 515.0 |
| Avg. Drawdown | -4.64% | -10.85% |
| Avg. Drawdown Days | 17.0 | 41.0 |
| Recovery Factor | 8.17 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-04-13 | -34.14 | 291 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-10-07 | 2025-10-15 | -19.52 | 8 |
| 2024-02-10 | 2024-03-25 | -14.54 | 44 |
| 2025-03-10 | 2025-06-10 | -14.18 | 92 |
| 2023-05-06 | 2023-06-22 | -14.09 | 47 |
| 2025-06-20 | 2025-08-07 | -14.01 | 47 |
| 2025-01-05 | 2025-03-10 | -11.36 | 64 |
| 2023-06-23 | 2023-12-02 | -11.08 | 161 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.15% | 27.26% |
| Worst Week | -15.82% | -34.61% |
| Best Month | 32.21% | 56.93% |
| Worst Month | -11.69% | -44.86% |
| Best Year | 115.98% | 91.16% |
| Worst Year | -5.59% | -40.19% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.99% | -1.01% |
| Avg. Up Week | 6.03% | 7.96% |
| Avg. Down Week | -3.23% | -6.37% |
| Avg. Up Month | 10.74% | 16.98% |
| Avg. Down Month | -4.69% | -14.25% |
| Win Days % | 50.44% | 50.34% |
| Win Month % | 58.97% | 47.62% |
| Win Week % | 50.89% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |