| Metric | 4046446:ethusd:triple_gx:lsma50_35_10 | 4046446:ETHUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 3.06% | -35.04% |
| Max Drawdown | -37.23% | -54.74% |
| Sharpe | 0.14 | -0.17 |
| Sortino | 0.21 | -0.24 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.03 | 0.97 |
| Common Sense Ratio | 1.16 | 0.95 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.12 | 0.97 |
| Outlier Win Ratio | 12.78 | 3.2 |
| Outlier Loss Ratio | 4.88 | 3.68 |
| Volatility (ann.) | 19.05% | 35.64% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.09 | -0.72 |
| Skew | 0.86 | 0.04 |
| Kurtosis | 17.65 | 12.5 |
| Expected Daily % | 0.0% | -0.03% |
| Expected Monthly % | 0.27% | -3.85% |
| Expected Yearly % | 1.52% | -19.4% |
| Kelly Criterion | -2.78% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.09% |
| Expected Shortfall (cVaR) | -1.63% | -3.09% |
| Year | 4046446:ETHUSD | 4046446:ethusd:triple_gx:lsma50_35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 39.60 | 2.66 | + |
| 2025 | -43.47 | -26.18 | 0.60 | + |
| Metric | 4046446:ethusd:triple_gx:lsma50_35_10 | 4046446:ETHUSD |
|---|---|---|
| MTD | -13.61% | -15.82% |
| 3M | -25.66% | -43.48% |
| 6M | -10.03% | -28.47% |
| YTD | -26.18% | -43.47% |
| 1Y | 3.06% | -35.04% |
| 3Y (ann.) | 3.53% | -39.15% |
| 5Y (ann.) | 3.53% | -39.15% |
| Metric | 4046446:ethusd:triple_gx:lsma50_35_10 | 4046446:ETHUSD |
|---|---|---|
| Max Drawdown | -37.23% | -54.74% |
| Longest DD Days | 122.0 | 191.0 |
| Avg. Drawdown | -4.59% | -12.83% |
| Avg. Drawdown Days | 13.0 | 31.0 |
| Recovery Factor | 0.08 | -0.64 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-03-28 | -37.23 | 69 |
| 2024-05-23 | 2024-09-23 | -13.56 | 122 |
| 2024-12-06 | 2025-01-15 | -8.39 | 39 |
| 2024-10-30 | 2024-11-07 | -6.25 | 7 |
| 2024-12-01 | 2024-12-06 | -5.39 | 4 |
| 2024-10-07 | 2024-10-14 | -4.67 | 7 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| 2024-11-23 | 2024-11-30 | -3.51 | 6 |
| 2024-10-16 | 2024-10-29 | -3.43 | 12 |
| 2024-05-16 | 2024-05-17 | -2.95 | 1 |
| Metric | 4046446:ethusd:triple_gx:lsma50_35_10 | 4046446:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -5.87% | -14.0% |
| Best Week | 12.5% | 20.47% |
| Worst Week | -12.52% | -20.52% |
| Best Month | 25.59% | 47.37% |
| Worst Month | -19.36% | -32.24% |
| Best Year | 39.6% | 14.91% |
| Worst Year | -26.18% | -43.47% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.0% | -1.01% |
| Avg. Up Week | 4.76% | 8.06% |
| Avg. Down Week | -3.98% | -7.54% |
| Avg. Up Month | 13.92% | 26.85% |
| Avg. Down Month | -12.19% | -16.72% |
| Win Days % | 45.0% | 49.29% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 48.84% | 48.94% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |