| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 65.34% | 81.71% |
| Max Drawdown | -24.52% | -64.23% |
| Sharpe | 0.34 | 0.3 |
| Sortino | 0.49 | 0.43 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 2.13 | 1.05 |
| CPC Index | 0.62 | 0.53 |
| Tail Ratio | 1.83 | 1.0 |
| Outlier Win Ratio | 39.32 | 3.25 |
| Outlier Loss Ratio | 3.21 | 3.29 |
| Volatility (ann.) | 13.45% | 33.37% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.64 | 0.29 |
| Skew | -0.18 | 0.3 |
| Kurtosis | 92.34 | 8.77 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.2% | 1.43% |
| Expected Yearly % | 13.4% | 16.1% |
| Kelly Criterion | 4.48% | 0.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.85% |
| Expected Shortfall (cVaR) | -1.15% | -2.85% |
| Year | 11997698:ETHUSD | 11997698:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | 5.18 | -0.16 | + |
| 2023 | 91.16 | 20.50 | 0.22 | - |
| 2024 | 45.75 | 57.63 | 1.26 | + |
| 2025 | -4.37 | -17.24 | 3.94 | - |
| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.21% |
| 3M | -13.8% | -28.03% |
| 6M | -4.78% | 28.61% |
| YTD | -17.24% | -4.37% |
| 1Y | -13.53% | 1.62% |
| 3Y (ann.) | 16.1% | 37.83% |
| 5Y (ann.) | 15.71% | 18.92% |
| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| Max Drawdown | -24.52% | -64.23% |
| Longest DD Days | 330.0 | 515.0 |
| Avg. Drawdown | -5.69% | -10.51% |
| Avg. Drawdown Days | 46.0 | 40.0 |
| Recovery Factor | 2.66 | 1.27 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-11-17 | -24.52 | 330 |
| 2024-08-04 | 2024-09-13 | -15.27 | 40 |
| 2022-06-17 | 2022-06-19 | -14.34 | 2 |
| 2022-08-13 | 2023-04-10 | -14.07 | 239 |
| 2024-12-06 | 2024-12-21 | -11.71 | 14 |
| 2023-04-14 | 2023-11-20 | -9.22 | 220 |
| 2024-04-24 | 2024-07-15 | -8.12 | 81 |
| 2023-12-22 | 2024-04-22 | -6.99 | 121 |
| 2023-11-20 | 2023-12-22 | -6.06 | 31 |
| 2022-08-09 | 2022-08-10 | -5.64 | 1 |
| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 21.29% | 27.26% |
| Worst Week | -12.52% | -34.61% |
| Best Month | 24.72% | 56.93% |
| Worst Month | -10.44% | -38.95% |
| Best Year | 57.63% | 91.16% |
| Worst Year | -17.24% | -31.8% |
| Avg. Up Day | 1.26% | 1.27% |
| Avg. Down Day | -1.21% | -1.28% |
| Avg. Up Week | 5.13% | 8.15% |
| Avg. Down Week | -3.18% | -9.35% |
| Avg. Up Month | 8.89% | 16.55% |
| Avg. Down Month | -3.7% | -10.78% |
| Win Days % | 51.23% | 50.42% |
| Win Month % | 51.52% | 47.62% |
| Win Week % | 51.67% | 52.17% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |