| Metric | 4046604:ethusd:triple_gx:lsma110_55_10 | 4046604:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 6.62% | -12.02% |
| Max Drawdown | -44.34% | -63.95% |
| Sharpe | 0.17 | 0.1 |
| Sortino | 0.27 | 0.14 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.09 | 1.02 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.04 | 1.0 |
| Outlier Win Ratio | 14.96 | 3.2 |
| Outlier Loss Ratio | 4.71 | 3.6 |
| Volatility (ann.) | 19.4% | 36.01% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.13 | -0.17 |
| Skew | 2.76 | 0.17 |
| Kurtosis | 50.51 | 10.64 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.43% | -0.85% |
| Expected Yearly % | 3.26% | -6.2% |
| Kelly Criterion | -0.94% | 7.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.09% |
| Expected Shortfall (cVaR) | -1.66% | -3.09% |
| Year | 4046604:ETHUSD | 4046604:ethusd:triple_gx:lsma110_55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 49.19 | 3.30 | + |
| 2025 | -23.43 | -28.53 | 1.22 | - |
| Metric | 4046604:ethusd:triple_gx:lsma110_55_10 | 4046604:ETHUSD |
|---|---|---|
| MTD | -2.82% | 2.57% |
| 3M | 13.48% | 40.39% |
| 6M | -28.53% | -23.96% |
| YTD | -28.53% | -23.43% |
| 1Y | -2.69% | -22.53% |
| 3Y (ann.) | 5.8% | -10.65% |
| 5Y (ann.) | 5.8% | -10.65% |
| Metric | 4046604:ethusd:triple_gx:lsma110_55_10 | 4046604:ETHUSD |
|---|---|---|
| Max Drawdown | -44.34% | -63.95% |
| Longest DD Days | 178.0 | 199.0 |
| Avg. Drawdown | -5.67% | -13.75% |
| Avg. Drawdown Days | 22.0 | 41.0 |
| Recovery Factor | 0.15 | -0.19 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-04 | -44.34 | 178 |
| 2024-05-23 | 2024-09-23 | -16.77 | 122 |
| 2024-10-20 | 2024-11-08 | -9.34 | 19 |
| 2024-11-12 | 2025-01-04 | -9.16 | 53 |
| 2024-09-23 | 2024-10-14 | -5.02 | 20 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-05-16 | 2024-05-17 | -2.23 | 1 |
| 2024-05-18 | 2024-05-20 | -2.04 | 2 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| Metric | 4046604:ethusd:triple_gx:lsma110_55_10 | 4046604:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.87% | -14.0% |
| Best Week | 20.26% | 27.26% |
| Worst Week | -10.16% | -20.52% |
| Best Month | 25.04% | 47.37% |
| Worst Month | -15.49% | -32.24% |
| Best Year | 49.19% | 14.91% |
| Worst Year | -28.53% | -23.43% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -0.99% | -1.03% |
| Avg. Up Week | 5.56% | 9.49% |
| Avg. Down Week | -4.72% | -8.12% |
| Avg. Up Month | 18.21% | 30.39% |
| Avg. Down Month | -7.62% | -9.63% |
| Win Days % | 44.75% | 49.73% |
| Win Month % | 40.0% | 33.33% |
| Win Week % | 46.81% | 52.46% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |