| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 370.97% | 99.91% |
| Max Drawdown | -27.7% | -64.23% |
| Sharpe | 0.7 | 0.32 |
| Sortino | 1.12 | 0.46 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.28 | 1.01 |
| Outlier Win Ratio | 17.03 | 3.61 |
| Outlier Loss Ratio | 4.42 | 3.8 |
| Volatility (ann.) | 18.74% | 33.36% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.1 | 0.35 |
| Skew | 2.07 | 0.32 |
| Kurtosis | 40.77 | 8.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.76% | 1.66% |
| Expected Yearly % | 47.32% | 18.91% |
| Kelly Criterion | 8.13% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.84% |
| Expected Shortfall (cVaR) | -1.58% | -2.84% |
| Year | 11996714:ETHUSD | 11996714:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 1.34 | -0.03 | + |
| 2023 | 91.16 | 54.83 | 0.60 | - |
| 2024 | 45.75 | 116.13 | 2.54 | + |
| 2025 | 19.96 | 38.88 | 1.95 | + |
| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| MTD | 3.24% | -3.64% |
| 3M | 34.74% | 27.31% |
| 6M | 38.74% | 151.47% |
| YTD | 38.88% | 19.96% |
| 1Y | 89.58% | 51.97% |
| 3Y (ann.) | 67.36% | 45.47% |
| 5Y (ann.) | 58.21% | 22.76% |
| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| Max Drawdown | -27.7% | -64.23% |
| Longest DD Days | 264.0 | 515.0 |
| Avg. Drawdown | -4.15% | -10.85% |
| Avg. Drawdown Days | 19.0 | 41.0 |
| Recovery Factor | 13.39 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-03-17 | -27.70 | 264 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-01-06 | 2025-08-07 | -18.23 | 213 |
| 2024-02-09 | 2024-05-20 | -15.21 | 101 |
| 2023-05-06 | 2023-06-21 | -12.35 | 46 |
| 2023-06-23 | 2023-11-24 | -10.80 | 153 |
| 2024-12-06 | 2024-12-20 | -9.96 | 14 |
| 2024-05-21 | 2024-07-15 | -9.88 | 55 |
| 2025-08-14 | 2025-09-12 | -8.95 | 29 |
| 2024-12-21 | 2025-01-03 | -7.12 | 13 |
| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.15% | 27.26% |
| Worst Week | -11.3% | -34.61% |
| Best Month | 32.21% | 56.93% |
| Worst Month | -9.73% | -44.86% |
| Best Year | 116.13% | 91.16% |
| Worst Year | 1.34% | -40.19% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.97% | -1.0% |
| Avg. Up Week | 6.04% | 7.98% |
| Avg. Down Week | -3.2% | -6.36% |
| Avg. Up Month | 9.72% | 15.93% |
| Avg. Down Month | -4.31% | -14.82% |
| Win Days % | 50.55% | 50.34% |
| Win Month % | 66.67% | 47.62% |
| Win Week % | 54.81% | 52.78% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 100.0% | 75.0% |