| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 277.1% | 59.37% |
| Max Drawdown | -28.89% | -64.23% |
| Sharpe | 0.61 | 0.27 |
| Sortino | 0.96 | 0.39 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 1.47 | 1.04 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 17.48 | 3.56 |
| Outlier Loss Ratio | 4.29 | 3.72 |
| Volatility (ann.) | 18.35% | 33.39% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.61 | 0.22 |
| Skew | 1.94 | 0.29 |
| Kurtosis | 40.83 | 8.71 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.14% | 1.09% |
| Expected Yearly % | 39.35% | 12.36% |
| Kelly Criterion | 6.68% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.85% |
| Expected Shortfall (cVaR) | -1.55% | -2.85% |
| Year | 11996853:ETHUSD | 11996853:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | -6.64 | 0.17 | + |
| 2023 | 91.16 | 71.95 | 0.79 | - |
| 2024 | 45.75 | 102.04 | 2.23 | + |
| 2025 | -4.37 | 16.27 | -3.72 | + |
| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| MTD | 1.13% | -17.21% |
| 3M | -3.1% | -28.03% |
| 6M | 17.03% | 28.61% |
| YTD | 16.27% | -4.37% |
| 1Y | 16.01% | 1.62% |
| 3Y (ann.) | 56.01% | 37.83% |
| 5Y (ann.) | 46.62% | 14.38% |
| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| Max Drawdown | -28.89% | -64.23% |
| Longest DD Days | 290.0 | 515.0 |
| Avg. Drawdown | -4.71% | -11.32% |
| Avg. Drawdown Days | 21.0 | 43.0 |
| Recovery Factor | 9.59 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-04-13 | -28.89 | 290 |
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2025-06-11 | 2025-08-11 | -19.74 | 60 |
| 2025-01-06 | 2025-06-11 | -17.34 | 156 |
| 2024-02-09 | 2024-05-20 | -15.44 | 101 |
| 2025-09-13 | 2025-11-17 | -13.30 | 64 |
| 2023-05-06 | 2023-06-20 | -12.35 | 45 |
| 2023-06-23 | 2023-11-19 | -10.75 | 149 |
| 2024-12-06 | 2024-12-20 | -9.96 | 14 |
| 2024-06-17 | 2024-08-08 | -9.33 | 52 |
| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.91% | 27.26% |
| Worst Week | -11.3% | -34.61% |
| Best Month | 24.23% | 56.93% |
| Worst Month | -9.5% | -44.86% |
| Best Year | 102.04% | 91.16% |
| Worst Year | -6.64% | -40.19% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -1.0% | -1.03% |
| Avg. Up Week | 5.68% | 7.1% |
| Avg. Down Week | -3.37% | -6.03% |
| Avg. Up Month | 9.97% | 16.39% |
| Avg. Down Month | -3.97% | -14.19% |
| Win Days % | 50.29% | 50.36% |
| Win Month % | 62.5% | 46.51% |
| Win Week % | 53.7% | 51.89% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 75.0% | 50.0% |