| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 265.96% | 59.37% |
| Max Drawdown | -29.48% | -64.23% |
| Sharpe | 0.64 | 0.27 |
| Sortino | 0.98 | 0.39 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.62 | 1.04 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 21.09 | 3.5 |
| Outlier Loss Ratio | 4.22 | 3.62 |
| Volatility (ann.) | 16.86% | 33.39% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.54 | 0.22 |
| Skew | 0.74 | 0.29 |
| Kurtosis | 36.8 | 8.71 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.06% | 1.09% |
| Expected Yearly % | 38.31% | 12.36% |
| Kelly Criterion | 7.25% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.85% |
| Expected Shortfall (cVaR) | -1.42% | -2.85% |
| Year | 11996994:ETHUSD | 11996994:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 12.39 | -0.31 | + |
| 2023 | 91.16 | 60.60 | 0.66 | - |
| 2024 | 45.75 | 73.97 | 1.62 | + |
| 2025 | -4.37 | 16.53 | -3.78 | + |
| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| MTD | 2.64% | -17.21% |
| 3M | 8.09% | -28.03% |
| 6M | 43.38% | 28.61% |
| YTD | 16.53% | -4.37% |
| 1Y | 32.71% | 1.62% |
| 3Y (ann.) | 47.6% | 37.83% |
| 5Y (ann.) | 45.36% | 14.38% |
| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| Max Drawdown | -29.48% | -64.23% |
| Longest DD Days | 239.0 | 515.0 |
| Avg. Drawdown | -4.68% | -11.32% |
| Avg. Drawdown Days | 20.0 | 43.0 |
| Recovery Factor | 9.02 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-09-12 | -29.48 | 239 |
| 2024-01-22 | 2024-04-07 | -17.44 | 76 |
| 2022-08-08 | 2022-09-27 | -16.75 | 49 |
| 2022-06-16 | 2022-06-19 | -15.01 | 3 |
| 2022-11-15 | 2023-03-14 | -14.57 | 118 |
| 2023-05-06 | 2023-06-21 | -12.35 | 46 |
| 2025-10-14 | 2025-11-17 | -10.97 | 34 |
| 2024-04-24 | 2024-08-08 | -9.87 | 106 |
| 2022-06-20 | 2022-06-24 | -8.94 | 3 |
| 2025-09-23 | 2025-10-12 | -8.61 | 19 |
| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 13.2% | 27.26% |
| Worst Week | -15.98% | -34.61% |
| Best Month | 15.57% | 56.93% |
| Worst Month | -13.17% | -44.86% |
| Best Year | 73.97% | 91.16% |
| Worst Year | 12.39% | -40.19% |
| Avg. Up Day | 1.19% | 1.19% |
| Avg. Down Day | -1.0% | -1.05% |
| Avg. Up Week | 4.94% | 7.93% |
| Avg. Down Week | -3.48% | -7.02% |
| Avg. Up Month | 6.27% | 12.81% |
| Avg. Down Month | -5.57% | -11.45% |
| Win Days % | 49.61% | 50.36% |
| Win Month % | 71.79% | 46.51% |
| Win Week % | 55.79% | 51.89% |
| Win Quarter % | 86.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |