| Metric | 4046567:ethusd:triple_gx:lsma105_50_10 | 4046567:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -11.88% | -12.02% |
| Max Drawdown | -49.43% | -63.95% |
| Sharpe | -0.05 | 0.1 |
| Sortino | -0.07 | 0.14 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 0.99 | 1.02 |
| Common Sense Ratio | 1.02 | 1.02 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 15.72 | 3.2 |
| Outlier Loss Ratio | 4.71 | 3.71 |
| Volatility (ann.) | 19.61% | 36.01% |
| R^2 | 0.29 | 0.29 |
| Calmar | -0.21 | -0.17 |
| Skew | 2.4 | 0.17 |
| Kurtosis | 49.65 | 10.64 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -0.84% | -0.85% |
| Expected Yearly % | -6.13% | -6.2% |
| Kelly Criterion | -3.68% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.09% |
| Expected Shortfall (cVaR) | -1.69% | -3.09% |
| Year | 4046567:ETHUSD | 4046567:ethusd:triple_gx:lsma105_50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 53.08 | 3.56 | + |
| 2025 | -23.43 | -42.43 | 1.81 | - |
| Metric | 4046567:ethusd:triple_gx:lsma105_50_10 | 4046567:ETHUSD |
|---|---|---|
| MTD | -4.39% | 2.57% |
| 3M | 1.27% | 40.39% |
| 6M | -42.43% | -23.96% |
| YTD | -42.43% | -23.43% |
| 1Y | -19.7% | -22.53% |
| 3Y (ann.) | -10.52% | -10.65% |
| 5Y (ann.) | -10.52% | -10.65% |
| Metric | 4046567:ethusd:triple_gx:lsma105_50_10 | 4046567:ETHUSD |
|---|---|---|
| Max Drawdown | -49.43% | -63.95% |
| Longest DD Days | 178.0 | 199.0 |
| Avg. Drawdown | -5.84% | -13.75% |
| Avg. Drawdown Days | 21.0 | 41.0 |
| Recovery Factor | -0.24 | -0.19 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-04 | -49.43 | 178 |
| 2024-05-23 | 2024-08-14 | -15.87 | 82 |
| 2024-10-18 | 2024-11-08 | -8.85 | 20 |
| 2024-11-12 | 2025-01-04 | -8.48 | 53 |
| 2024-08-14 | 2024-09-23 | -7.32 | 39 |
| 2024-05-15 | 2024-05-17 | -3.12 | 1 |
| 2024-09-23 | 2024-10-14 | -3.09 | 20 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-05-18 | 2024-05-20 | -2.04 | 2 |
| Metric | 4046567:ethusd:triple_gx:lsma105_50_10 | 4046567:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 19.69% | 27.26% |
| Worst Week | -17.63% | -20.52% |
| Best Month | 23.58% | 47.37% |
| Worst Month | -21.29% | -32.24% |
| Best Year | 53.08% | 14.91% |
| Worst Year | -42.43% | -23.43% |
| Avg. Up Day | 1.22% | 1.23% |
| Avg. Down Day | -1.03% | -1.05% |
| Avg. Up Week | 5.22% | 9.41% |
| Avg. Down Week | -5.38% | -7.28% |
| Avg. Up Month | 16.99% | 30.39% |
| Avg. Down Month | -9.02% | -9.63% |
| Win Days % | 43.75% | 49.73% |
| Win Month % | 40.0% | 33.33% |
| Win Week % | 48.94% | 52.46% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |