| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 125.51% | 73.25% |
| Max Drawdown | -29.42% | -64.23% |
| Sharpe | 0.52 | 0.29 |
| Sortino | 0.84 | 0.41 |
| Payoff Ratio | 1.23 | 1.11 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 2.04 | 1.05 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 1.61 | 1.0 |
| Outlier Win Ratio | 38.69 | 3.17 |
| Outlier Loss Ratio | 3.76 | 3.2 |
| Volatility (ann.) | 12.98% | 33.39% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.9 | 0.27 |
| Skew | 4.16 | 0.29 |
| Kurtosis | 128.69 | 8.72 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.96% | 1.32% |
| Expected Yearly % | 22.54% | 14.73% |
| Kelly Criterion | 7.27% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.85% |
| Expected Shortfall (cVaR) | -1.1% | -2.85% |
| Year | 11997397:ETHUSD | 11997397:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.98 | -4.59 | 0.13 | + |
| 2023 | 91.16 | 40.60 | 0.45 | - |
| 2024 | 45.75 | 104.98 | 2.29 | + |
| 2025 | -4.37 | -17.99 | 4.11 | - |
| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| MTD | -3.46% | -17.21% |
| 3M | -2.07% | -28.03% |
| 6M | -5.03% | 28.61% |
| YTD | -17.99% | -4.37% |
| 1Y | -15.21% | 1.62% |
| 3Y (ann.) | 33.4% | 37.83% |
| 5Y (ann.) | 26.49% | 17.21% |
| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| Max Drawdown | -29.42% | -64.23% |
| Longest DD Days | 332.0 | 515.0 |
| Avg. Drawdown | -3.93% | -10.69% |
| Avg. Drawdown Days | 35.0 | 40.0 |
| Recovery Factor | 4.27 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -29.42 | 332 |
| 2022-06-16 | 2023-03-13 | -18.69 | 270 |
| 2023-05-29 | 2023-12-22 | -10.63 | 207 |
| 2024-06-12 | 2024-07-15 | -7.72 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2024-08-09 | 2024-11-06 | -5.82 | 89 |
| 2023-04-26 | 2023-05-28 | -4.19 | 32 |
| 2023-03-18 | 2023-04-11 | -3.94 | 24 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.34% | 27.26% |
| Worst Week | -13.34% | -34.61% |
| Best Month | 27.0% | 56.93% |
| Worst Month | -13.34% | -41.79% |
| Best Year | 104.98% | 91.16% |
| Worst Year | -17.99% | -34.98% |
| Avg. Up Day | 1.26% | 1.27% |
| Avg. Down Day | -1.02% | -1.15% |
| Avg. Up Week | 5.39% | 9.03% |
| Avg. Down Week | -2.72% | -7.4% |
| Avg. Up Month | 8.55% | 16.16% |
| Avg. Down Month | -4.42% | -12.9% |
| Win Days % | 48.88% | 50.38% |
| Win Month % | 57.89% | 47.62% |
| Win Week % | 50.68% | 51.89% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 50.0% | 50.0% |