| Metric | 4046446:ethusd:triple_gx:lsma50_35_10 | 4046446:ETHUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 114.03% | -30.05% |
| Max Drawdown | -37.23% | -64.9% |
| Sharpe | 0.42 | 0.08 |
| Sortino | 0.65 | 0.11 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.11 | 1.01 |
| Common Sense Ratio | 1.26 | 0.98 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.14 | 0.97 |
| Outlier Win Ratio | 14.19 | 3.92 |
| Outlier Loss Ratio | 4.74 | 3.97 |
| Volatility (ann.) | 20.53% | 33.76% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.81 | -0.18 |
| Skew | 1.2 | 0.12 |
| Kurtosis | 20.8 | 9.35 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.2% | -1.02% |
| Expected Yearly % | 20.95% | -8.55% |
| Kelly Criterion | 0.76% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -2.9% |
| Expected Shortfall (cVaR) | -1.74% | -2.9% |
| Year | 4046446:ETHUSD | 4046446:ethusd:triple_gx:lsma50_35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.59 | 6.77 | -0.12 | + |
| 2023 | 91.16 | 57.36 | 0.63 | - |
| 2024 | 45.75 | 72.56 | 1.59 | + |
| 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 | -0.55% | -46.2% |
| 3Y (ann.) | 30.08% | -11.62% |
| 5Y (ann.) | 30.08% | -11.62% |
| Metric | 4046446:ethusd:triple_gx:lsma50_35_10 | 4046446:ETHUSD |
|---|---|---|
| Max Drawdown | -37.23% | -64.9% |
| Longest DD Days | 350.0 | 648.0 |
| Avg. Drawdown | -5.05% | -11.26% |
| Avg. Drawdown Days | 19.0 | 80.0 |
| Recovery Factor | 3.06 | -0.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-03-28 | -37.23 | 69 |
| 2022-07-28 | 2023-07-13 | -28.98 | 350 |
| 2022-05-16 | 2022-07-07 | -25.21 | 52 |
| 2023-12-06 | 2024-02-14 | -17.39 | 70 |
| 2024-05-23 | 2024-09-23 | -13.56 | 122 |
| 2024-04-24 | 2024-05-23 | -11.99 | 28 |
| 2024-12-06 | 2025-01-15 | -8.39 | 39 |
| 2023-11-10 | 2023-11-24 | -8.04 | 14 |
| 2024-03-25 | 2024-04-08 | -7.68 | 13 |
| 2024-02-29 | 2024-03-06 | -7.19 | 5 |
| Metric | 4046446:ethusd:triple_gx:lsma50_35_10 | 4046446:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 25.33% | 25.43% |
| Worst Week | -12.52% | -34.61% |
| Best Month | 48.91% | 56.93% |
| Worst Month | -19.36% | -44.86% |
| Best Year | 72.56% | 91.16% |
| Worst Year | -26.18% | -55.59% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -1.02% | -1.03% |
| Avg. Up Week | 5.39% | 8.58% |
| Avg. Down Week | -3.21% | -6.9% |
| Avg. Up Month | 11.99% | 20.13% |
| Avg. Down Month | -8.1% | -17.07% |
| Win Days % | 47.7% | 49.99% |
| Win Month % | 60.0% | 48.57% |
| Win Week % | 47.89% | 50.65% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |