| Metric | 4047110:ethusd:triple_gx:lsma40_35_15 | 4047110:ETHUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 117.09% | -38.64% |
| Max Drawdown | -42.72% | -73.18% |
| Sharpe | 0.38 | 0.06 |
| Sortino | 0.59 | 0.08 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.09 | 1.01 |
| Common Sense Ratio | 1.17 | 0.97 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.07 | 0.96 |
| Outlier Win Ratio | 12.03 | 3.96 |
| Outlier Loss Ratio | 4.7 | 3.91 |
| Volatility (ann.) | 22.59% | 34.29% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.65 | -0.19 |
| Skew | 1.35 | 0.04 |
| Kurtosis | 22.92 | 8.4 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.01% | -1.24% |
| Expected Yearly % | 21.38% | -11.49% |
| Kelly Criterion | 1.11% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -2.95% |
| Expected Shortfall (cVaR) | -1.92% | -2.95% |
| Year | 4047110:ETHUSD | 4047110:ethusd:triple_gx:lsma40_35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.24 | -4.74 | 0.08 | + |
| 2023 | 91.16 | 28.41 | 0.31 | - |
| 2024 | 45.75 | 125.71 | 2.75 | + |
| 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 | 49.53% | -48.03% |
| 3Y (ann.) | 24.8% | -12.38% |
| 5Y (ann.) | 27.57% | -14.22% |
| Metric | 4047110:ethusd:triple_gx:lsma40_35_15 | 4047110:ETHUSD |
|---|---|---|
| Max Drawdown | -42.72% | -73.18% |
| Longest DD Days | 552.0 | 699.0 |
| Avg. Drawdown | -5.59% | -14.21% |
| Avg. Drawdown Days | 22.0 | 89.0 |
| Recovery Factor | 2.74 | -0.53 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-02 | 2022-07-18 | -42.72 | 166 |
| 2022-08-25 | 2024-02-28 | -31.42 | 552 |
| 2025-01-18 | 2025-03-18 | -31.29 | 59 |
| 2024-04-24 | 2024-05-20 | -18.65 | 26 |
| 2024-05-23 | 2024-08-08 | -16.02 | 77 |
| 2024-08-24 | 2024-09-23 | -10.17 | 29 |
| 2022-07-20 | 2022-08-25 | -8.77 | 35 |
| 2025-01-12 | 2025-01-15 | -8.14 | 2 |
| 2022-01-26 | 2022-01-29 | -8.02 | 3 |
| 2024-12-01 | 2025-01-04 | -7.63 | 34 |
| Metric | 4047110:ethusd:triple_gx:lsma40_35_15 | 4047110:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 20.98% | 25.43% |
| Worst Week | -16.22% | -34.61% |
| Best Month | 40.82% | 56.93% |
| Worst Month | -20.29% | -44.86% |
| Best Year | 125.71% | 91.16% |
| Worst Year | -21.37% | -61.24% |
| Avg. Up Day | 1.17% | 1.17% |
| Avg. Down Day | -1.03% | -1.04% |
| Avg. Up Week | 6.39% | 9.4% |
| Avg. Down Week | -3.45% | -6.28% |
| Avg. Up Month | 13.07% | 19.78% |
| Avg. Down Month | -6.59% | -14.89% |
| Win Days % | 47.4% | 50.27% |
| Win Month % | 46.15% | 48.72% |
| Win Week % | 43.56% | 48.24% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |