| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 103.58% | 82.0% |
| Max Drawdown | -33.78% | -64.23% |
| Sharpe | 0.46 | 0.3 |
| Sortino | 0.73 | 0.43 |
| Payoff Ratio | 1.17 | 1.04 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 2.38 | 1.05 |
| CPC Index | 0.72 | 0.55 |
| Tail Ratio | 1.93 | 1.0 |
| Outlier Win Ratio | 39.32 | 3.2 |
| Outlier Loss Ratio | 3.62 | 3.31 |
| Volatility (ann.) | 12.87% | 33.39% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.68 | 0.29 |
| Skew | 3.27 | 0.29 |
| Kurtosis | 116.66 | 8.73 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.71% | 1.44% |
| Expected Yearly % | 19.45% | 16.15% |
| Kelly Criterion | 6.95% | 2.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.85% |
| Expected Shortfall (cVaR) | -1.09% | -2.85% |
| Year | 11997452:ETHUSD | 11997452:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.69 | 0.74 | -0.02 | + |
| 2023 | 91.16 | 28.33 | 0.31 | - |
| 2024 | 45.75 | 96.64 | 2.11 | + |
| 2025 | -4.37 | -19.92 | 4.56 | - |
| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| MTD | 0.95% | -17.21% |
| 3M | -2.09% | -28.03% |
| 6M | -7.67% | 28.61% |
| YTD | -19.92% | -4.37% |
| 1Y | -21.2% | 1.62% |
| 3Y (ann.) | 26.66% | 37.83% |
| 5Y (ann.) | 22.83% | 18.91% |
| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| Max Drawdown | -33.78% | -64.23% |
| Longest DD Days | 345.0 | 515.0 |
| Avg. Drawdown | -4.07% | -9.96% |
| Avg. Drawdown Days | 36.0 | 37.0 |
| Recovery Factor | 3.07 | 1.28 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-11-17 | -33.78 | 345 |
| 2023-04-26 | 2023-12-22 | -11.02 | 239 |
| 2022-06-16 | 2022-08-12 | -10.68 | 57 |
| 2022-08-13 | 2023-03-13 | -9.01 | 211 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2023-03-14 | 2023-03-17 | -7.23 | 2 |
| 2024-06-12 | 2024-07-13 | -6.53 | 31 |
| 2024-04-24 | 2024-05-20 | -5.26 | 26 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2023-12-22 | 2024-04-21 | -3.70 | 120 |
| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 17.92% | 27.26% |
| Worst Week | -14.71% | -34.61% |
| Best Month | 26.62% | 56.93% |
| Worst Month | -14.71% | -38.85% |
| Best Year | 96.64% | 91.16% |
| Worst Year | -19.92% | -31.69% |
| Avg. Up Day | 1.26% | 1.27% |
| Avg. Down Day | -1.08% | -1.22% |
| Avg. Up Week | 5.05% | 7.83% |
| Avg. Down Week | -3.09% | -7.42% |
| Avg. Up Month | 8.25% | 17.51% |
| Avg. Down Month | -4.57% | -10.69% |
| Win Days % | 49.86% | 50.41% |
| Win Month % | 57.89% | 47.62% |
| Win Week % | 54.17% | 52.43% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 75.0% | 50.0% |