| Metric | 4047110:ethusd:triple_gx:lsma40_35_15 | 4047110:ETHUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 58.68% | -34.71% |
| Max Drawdown | -31.29% | -54.74% |
| Sharpe | 0.72 | -0.17 |
| Sortino | 1.2 | -0.24 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.18 | 0.97 |
| Common Sense Ratio | 1.29 | 0.95 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.09 | 0.97 |
| Outlier Win Ratio | 9.94 | 3.36 |
| Outlier Loss Ratio | 4.81 | 3.69 |
| Volatility (ann.) | 22.67% | 35.87% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.34 | -0.73 |
| Skew | 2.92 | 0.04 |
| Kurtosis | 39.05 | 12.55 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 4.29% | -3.8% |
| Expected Yearly % | 25.97% | -19.2% |
| Kelly Criterion | 4.84% | 9.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -3.1% |
| Expected Shortfall (cVaR) | -1.91% | -3.1% |
| Year | 4047110:ETHUSD | 4047110:ethusd:triple_gx:lsma40_35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 101.81 | 6.83 | + |
| 2025 | -43.18 | -21.37 | 0.49 | + |
| Metric | 4047110:ethusd:triple_gx:lsma40_35_15 | 4047110:ETHUSD |
|---|---|---|
| MTD | -4.26% | -15.39% |
| 3M | -23.41% | -52.55% |
| 6M | 15.23% | -18.31% |
| YTD | -21.37% | -43.18% |
| 1Y | 58.68% | -34.71% |
| 3Y (ann.) | 73.15% | -39.77% |
| 5Y (ann.) | 73.15% | -39.77% |
| Metric | 4047110:ethusd:triple_gx:lsma40_35_15 | 4047110:ETHUSD |
|---|---|---|
| Max Drawdown | -31.29% | -54.74% |
| Longest DD Days | 77.0 | 191.0 |
| Avg. Drawdown | -4.09% | -12.83% |
| Avg. Drawdown Days | 8.0 | 30.0 |
| Recovery Factor | 1.88 | -0.63 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-03-18 | -31.29 | 59 |
| 2024-05-23 | 2024-08-08 | -16.02 | 77 |
| 2024-08-24 | 2024-09-23 | -10.17 | 29 |
| 2025-01-12 | 2025-01-15 | -8.14 | 2 |
| 2024-12-01 | 2025-01-04 | -7.63 | 34 |
| 2024-10-30 | 2024-11-07 | -6.52 | 7 |
| 2024-08-13 | 2024-08-23 | -5.13 | 10 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-10-07 | 2024-10-14 | -4.90 | 7 |
| 2024-11-18 | 2024-11-21 | -4.59 | 2 |
| Metric | 4047110:ethusd:triple_gx:lsma40_35_15 | 4047110:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.64% | -14.0% |
| Best Week | 19.75% | 20.47% |
| Worst Week | -16.22% | -20.52% |
| Best Month | 36.17% | 47.37% |
| Worst Month | -16.76% | -32.24% |
| Best Year | 101.81% | 14.91% |
| Worst Year | -21.37% | -43.18% |
| Avg. Up Day | 1.24% | 1.25% |
| Avg. Down Day | -0.98% | -0.99% |
| Avg. Up Week | 6.38% | 8.88% |
| Avg. Down Week | -3.28% | -7.22% |
| Avg. Up Month | 22.84% | 26.85% |
| Avg. Down Month | -6.8% | -13.47% |
| Win Days % | 46.73% | 49.31% |
| Win Month % | 54.55% | 27.27% |
| Win Week % | 47.62% | 47.83% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |