| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 66.81% | 64.84% |
| Max Drawdown | -40.69% | -64.23% |
| Sharpe | 0.36 | 0.27 |
| Sortino | 0.54 | 0.4 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 2.02 | 1.04 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.72 | 1.0 |
| Outlier Win Ratio | 41.48 | 3.16 |
| Outlier Loss Ratio | 3.73 | 3.16 |
| Volatility (ann.) | 12.41% | 33.41% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.39 | 0.24 |
| Skew | 1.48 | 0.29 |
| Kurtosis | 79.11 | 8.7 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.23% | 1.2% |
| Expected Yearly % | 13.65% | 13.31% |
| Kelly Criterion | 3.79% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.85% |
| Expected Shortfall (cVaR) | -1.06% | -2.85% |
| Year | 11997320:ETHUSD | 11997320:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.13 | -1.08 | 0.03 | + |
| 2023 | 91.16 | 44.29 | 0.49 | - |
| 2024 | 45.75 | 79.81 | 1.74 | + |
| 2025 | -4.37 | -35.00 | 8.01 | - |
| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| MTD | -2.29% | -17.21% |
| 3M | -23.36% | -28.03% |
| 6M | -28.86% | 28.61% |
| YTD | -35.0% | -4.37% |
| 1Y | -33.77% | 1.62% |
| 3Y (ann.) | 19.23% | 37.83% |
| 5Y (ann.) | 15.91% | 15.51% |
| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| Max Drawdown | -40.69% | -64.23% |
| Longest DD Days | 332.0 | 515.0 |
| Avg. Drawdown | -4.19% | -10.91% |
| Avg. Drawdown Days | 32.0 | 41.0 |
| Recovery Factor | 1.64 | 1.01 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -40.69 | 332 |
| 2022-08-13 | 2023-03-13 | -16.35 | 211 |
| 2022-06-16 | 2022-08-13 | -13.77 | 58 |
| 2023-04-26 | 2023-10-24 | -11.74 | 180 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2024-06-12 | 2024-07-14 | -5.06 | 32 |
| 2024-05-06 | 2024-06-12 | -4.69 | 37 |
| 2023-10-24 | 2023-12-21 | -4.37 | 57 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.3% | 27.26% |
| Worst Week | -15.96% | -34.61% |
| Best Month | 25.82% | 56.93% |
| Worst Month | -12.04% | -44.61% |
| Best Year | 79.81% | 91.16% |
| Worst Year | -35.0% | -38.13% |
| Avg. Up Day | 1.23% | 1.25% |
| Avg. Down Day | -1.02% | -1.07% |
| Avg. Up Week | 4.79% | 8.35% |
| Avg. Down Week | -3.08% | -7.36% |
| Avg. Up Month | 7.6% | 14.66% |
| Avg. Down Month | -5.57% | -15.87% |
| Win Days % | 47.36% | 50.39% |
| Win Month % | 53.85% | 47.62% |
| Win Week % | 47.44% | 51.89% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 50.0% | 50.0% |