| Metric | 4046555:ethusd:triple_gx:lsma235_45_10 | 4046555:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -14.19% | -12.02% |
| Max Drawdown | -56.28% | -63.95% |
| Sharpe | -0.09 | 0.1 |
| Sortino | -0.13 | 0.14 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 0.97 | 1.02 |
| Common Sense Ratio | 0.92 | 1.02 |
| CPC Index | 0.48 | 0.55 |
| Tail Ratio | 0.94 | 1.0 |
| Outlier Win Ratio | 19.11 | 3.2 |
| Outlier Loss Ratio | 4.29 | 3.63 |
| Volatility (ann.) | 18.81% | 36.01% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.22 | -0.17 |
| Skew | 2.93 | 0.17 |
| Kurtosis | 58.78 | 10.64 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -1.02% | -0.85% |
| Expected Yearly % | -7.37% | -6.2% |
| Kelly Criterion | -5.8% | 3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.09% |
| Expected Shortfall (cVaR) | -1.62% | -3.09% |
| Year | 4046555:ETHUSD | 4046555:ethusd:triple_gx:lsma235_45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 43.75 | 2.94 | + |
| 2025 | -23.43 | -40.31 | 1.72 | - |
| Metric | 4046555:ethusd:triple_gx:lsma235_45_10 | 4046555:ETHUSD |
|---|---|---|
| MTD | -2.04% | 2.57% |
| 3M | 2.6% | 40.39% |
| 6M | -40.31% | -23.96% |
| YTD | -40.31% | -23.43% |
| 1Y | -27.15% | -22.53% |
| 3Y (ann.) | -12.59% | -10.65% |
| 5Y (ann.) | -12.59% | -10.65% |
| Metric | 4046555:ethusd:triple_gx:lsma235_45_10 | 4046555:ETHUSD |
|---|---|---|
| Max Drawdown | -56.28% | -63.95% |
| Longest DD Days | 220.0 | 199.0 |
| Avg. Drawdown | -7.71% | -13.75% |
| Avg. Drawdown Days | 34.0 | 41.0 |
| Recovery Factor | -0.25 | -0.19 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-04 | -56.28 | 220 |
| 2024-05-23 | 2024-11-09 | -12.48 | 169 |
| 2024-11-12 | 2024-11-21 | -5.71 | 9 |
| 2024-11-23 | 2024-11-25 | -3.51 | 1 |
| 2024-05-15 | 2024-05-17 | -3.12 | 1 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-05-18 | 2024-05-20 | -2.04 | 2 |
| 2024-05-21 | 2024-05-21 | -0.81 | 0 |
| Metric | 4046555:ethusd:triple_gx:lsma235_45_10 | 4046555:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 23.41% | 27.26% |
| Worst Week | -14.84% | -20.52% |
| Best Month | 24.55% | 47.37% |
| Worst Month | -20.39% | -32.24% |
| Best Year | 43.75% | 14.91% |
| Worst Year | -40.31% | -23.43% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.14% | -1.17% |
| Avg. Up Week | 6.43% | 10.49% |
| Avg. Down Week | -5.67% | -6.99% |
| Avg. Up Month | 17.42% | 30.39% |
| Avg. Down Month | -9.23% | -12.2% |
| Win Days % | 44.47% | 49.73% |
| Win Month % | 35.71% | 33.33% |
| Win Week % | 41.46% | 52.46% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |