| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 219.03% | 99.91% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.58 | 0.32 |
| Sortino | 0.88 | 0.46 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 21.23 | 3.52 |
| Outlier Loss Ratio | 4.1 | 3.72 |
| Volatility (ann.) | 17.4% | 33.36% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.73 | 0.35 |
| Skew | 0.75 | 0.32 |
| Kurtosis | 38.82 | 8.93 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.8% | 1.66% |
| Expected Yearly % | 33.65% | 18.91% |
| Kelly Criterion | 6.81% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.84% |
| Expected Shortfall (cVaR) | -1.47% | -2.84% |
| Year | 11996824:ETHUSD | 11996824:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -4.01 | 0.10 | + |
| 2023 | 91.16 | 55.50 | 0.61 | - |
| 2024 | 45.75 | 60.33 | 1.32 | + |
| 2025 | 19.96 | 33.31 | 1.67 | + |
| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| MTD | 3.67% | -3.64% |
| 3M | 19.89% | 27.31% |
| 6M | 28.03% | 151.47% |
| YTD | 33.31% | 19.96% |
| 1Y | 47.9% | 51.97% |
| 3Y (ann.) | 46.41% | 45.47% |
| 5Y (ann.) | 40.98% | 22.76% |
| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 369.0 | 515.0 |
| Avg. Drawdown | -3.74% | -10.85% |
| Avg. Drawdown Days | 22.0 | 41.0 |
| Recovery Factor | 9.26 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-06-20 | -23.64 | 369 |
| 2025-01-31 | 2025-08-09 | -21.09 | 189 |
| 2024-01-22 | 2024-04-07 | -15.84 | 75 |
| 2024-12-12 | 2024-12-21 | -10.81 | 8 |
| 2025-09-22 | 2025-10-12 | -8.78 | 19 |
| 2023-07-20 | 2023-09-27 | -8.71 | 68 |
| 2024-04-24 | 2024-08-08 | -8.18 | 105 |
| 2024-12-21 | 2025-01-13 | -7.12 | 23 |
| 2025-10-14 | 2025-10-15 | -6.36 | 1 |
| 2023-11-20 | 2023-11-22 | -6.06 | 2 |
| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 14.02% | 27.26% |
| Worst Week | -11.94% | -34.61% |
| Best Month | 22.35% | 56.93% |
| Worst Month | -9.12% | -44.86% |
| Best Year | 60.33% | 91.16% |
| Worst Year | -4.01% | -40.19% |
| Avg. Up Day | 1.2% | 1.2% |
| Avg. Down Day | -1.04% | -1.07% |
| Avg. Up Week | 5.08% | 7.45% |
| Avg. Down Week | -3.74% | -7.51% |
| Avg. Up Month | 6.19% | 15.69% |
| Avg. Down Month | -4.22% | -12.23% |
| Win Days % | 50.15% | 50.34% |
| Win Month % | 72.22% | 47.62% |
| Win Week % | 58.62% | 52.78% |
| Win Quarter % | 86.67% | 53.33% |
| Win Year % | 75.0% | 75.0% |