| Metric | 4046455:ethusd:triple_gx:lsma120_35_10 | 4046455:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 156.78% | 30.29% |
| Max Drawdown | -38.75% | -64.23% |
| Sharpe | 0.54 | 0.23 |
| Sortino | 0.87 | 0.33 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.39 | 1.04 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 19.78 | 3.64 |
| Outlier Loss Ratio | 4.68 | 3.64 |
| Volatility (ann.) | 16.63% | 33.51% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.91 | 0.14 |
| Skew | 1.85 | 0.26 |
| Kurtosis | 24.6 | 8.88 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.45% | 0.68% |
| Expected Yearly % | 26.59% | 6.84% |
| Kelly Criterion | 2.59% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.86% |
| Expected Shortfall (cVaR) | -1.41% | -2.86% |
| Year | 4046455:ETHUSD | 4046455:ethusd:triple_gx:lsma120_35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.93 | 41.94 | -1.08 | + |
| 2023 | 91.16 | 26.54 | 0.29 | - |
| 2024 | 45.75 | 59.91 | 1.31 | + |
| 2025 | -23.43 | -10.59 | 0.45 | + |
| Metric | 4046455:ethusd:triple_gx:lsma120_35_10 | 4046455:ETHUSD |
|---|---|---|
| MTD | -1.0% | 2.57% |
| 3M | 23.36% | 40.39% |
| 6M | -10.35% | -23.96% |
| YTD | -10.59% | -23.43% |
| 1Y | 14.39% | -22.53% |
| 3Y (ann.) | 35.34% | 33.42% |
| 5Y (ann.) | 35.39% | 8.87% |
| Metric | 4046455:ethusd:triple_gx:lsma120_35_10 | 4046455:ETHUSD |
|---|---|---|
| Max Drawdown | -38.75% | -64.23% |
| Longest DD Days | 249.0 | 479.0 |
| Avg. Drawdown | -4.9% | -11.3% |
| Avg. Drawdown Days | 22.0 | 44.0 |
| Recovery Factor | 4.05 | 0.47 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-07-04 | -38.75 | 167 |
| 2022-10-27 | 2023-07-03 | -17.65 | 249 |
| 2023-12-06 | 2024-02-11 | -17.57 | 67 |
| 2022-05-31 | 2022-07-06 | -16.57 | 36 |
| 2022-08-13 | 2022-10-26 | -14.18 | 73 |
| 2024-04-09 | 2024-07-15 | -12.42 | 97 |
| 2024-03-08 | 2024-04-08 | -11.64 | 31 |
| 2023-07-03 | 2023-10-01 | -9.19 | 90 |
| 2024-07-17 | 2024-09-20 | -9.14 | 64 |
| 2024-10-16 | 2024-11-08 | -8.69 | 22 |
| Metric | 4046455:ethusd:triple_gx:lsma120_35_10 | 4046455:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -5.81% | -14.0% |
| Best Week | 25.33% | 27.26% |
| Worst Week | -12.65% | -34.61% |
| Best Month | 54.22% | 56.93% |
| Worst Month | -15.9% | -44.86% |
| Best Year | 59.91% | 91.16% |
| Worst Year | -10.59% | -38.93% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.95% | -0.96% |
| Avg. Up Week | 5.9% | 10.57% |
| Avg. Down Week | -3.03% | -6.27% |
| Avg. Up Month | 12.92% | 22.1% |
| Avg. Down Month | -5.76% | -15.71% |
| Win Days % | 46.76% | 50.15% |
| Win Month % | 53.85% | 48.72% |
| Win Week % | 43.51% | 52.41% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 50.0% |