| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 273.83% | 59.37% |
| Max Drawdown | -29.66% | -64.23% |
| Sharpe | 0.57 | 0.27 |
| Sortino | 0.87 | 0.39 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.38 | 1.04 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 14.8 | 3.67 |
| Outlier Loss Ratio | 4.4 | 3.89 |
| Volatility (ann.) | 20.31% | 33.39% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.56 | 0.22 |
| Skew | 1.25 | 0.29 |
| Kurtosis | 33.97 | 8.71 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.11% | 1.09% |
| Expected Yearly % | 39.05% | 12.36% |
| Kelly Criterion | 5.92% | 4.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -2.85% |
| Expected Shortfall (cVaR) | -1.72% | -2.85% |
| Year | 11996715:ETHUSD | 11996715:ethusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 4.63 | -0.12 | + |
| 2023 | 91.16 | 55.41 | 0.61 | - |
| 2024 | 45.75 | 115.70 | 2.53 | + |
| 2025 | -4.37 | 6.58 | -1.51 | + |
| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| MTD | -0.96% | -17.21% |
| 3M | -7.8% | -28.03% |
| 6M | 9.81% | 28.61% |
| YTD | 6.58% | -4.37% |
| 1Y | -2.08% | 1.62% |
| 3Y (ann.) | 51.69% | 37.83% |
| 5Y (ann.) | 46.25% | 14.38% |
| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| Max Drawdown | -29.66% | -64.23% |
| Longest DD Days | 264.0 | 515.0 |
| Avg. Drawdown | -4.49% | -11.32% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 9.23 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-03-18 | -29.66 | 264 |
| 2024-12-06 | 2025-08-11 | -27.95 | 247 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-10-07 | 2025-11-17 | -20.74 | 40 |
| 2023-05-06 | 2023-06-21 | -12.45 | 46 |
| 2024-03-18 | 2024-03-21 | -11.85 | 2 |
| 2023-06-23 | 2023-11-20 | -11.12 | 149 |
| 2024-04-01 | 2024-04-22 | -11.00 | 21 |
| 2024-05-22 | 2024-07-15 | -10.23 | 54 |
| 2024-04-24 | 2024-05-20 | -8.38 | 26 |
| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 22.15% | 27.26% |
| Worst Week | -17.97% | -34.61% |
| Best Month | 32.21% | 56.93% |
| Worst Month | -16.25% | -44.86% |
| Best Year | 115.7% | 91.16% |
| Worst Year | 4.63% | -40.19% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -1.01% | -1.04% |
| Avg. Up Week | 5.38% | 7.63% |
| Avg. Down Week | -3.47% | -6.25% |
| Avg. Up Month | 10.19% | 16.01% |
| Avg. Down Month | -4.62% | -13.75% |
| Win Days % | 50.3% | 50.36% |
| Win Month % | 57.5% | 46.51% |
| Win Week % | 54.4% | 51.89% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 50.0% |