| Metric | 4045808:ethusd:triple_gx:lsma50_45_5 | 4045808:ETHUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | -0.06% | 51.64% |
| Max Drawdown | -56.85% | -63.95% |
| Sharpe | 0.11 | 0.4 |
| Sortino | 0.17 | 0.58 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.08 | 1.1 |
| CPC Index | 0.52 | 0.61 |
| Tail Ratio | 1.05 | 1.03 |
| Outlier Win Ratio | 11.23 | 3.52 |
| Outlier Loss Ratio | 4.63 | 3.76 |
| Volatility (ann.) | 22.88% | 35.79% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.0 | 0.59 |
| Skew | 1.73 | 0.3 |
| Kurtosis | 28.31 | 10.48 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.0% | 2.48% |
| Expected Yearly % | -0.03% | 23.14% |
| Kelly Criterion | -3.52% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -3.04% |
| Expected Shortfall (cVaR) | -1.96% | -3.04% |
| Year | 4045808:ETHUSD | 4045808:ethusd:triple_gx:lsma50_45_5 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 46.42 | 3.11 | + |
| 2025 | 31.97 | -31.74 | -0.99 | - |
| Metric | 4045808:ethusd:triple_gx:lsma50_45_5 | 4045808:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 13.67% | 73.76% |
| 6M | -9.44% | 98.28% |
| YTD | -31.74% | 31.97% |
| 1Y | -21.15% | 74.9% |
| 3Y (ann.) | -0.04% | 37.89% |
| 5Y (ann.) | -0.04% | 37.89% |
| Metric | 4045808:ethusd:triple_gx:lsma50_45_5 | 4045808:ETHUSD |
|---|---|---|
| Max Drawdown | -56.85% | -63.95% |
| Longest DD Days | 293.0 | 235.0 |
| Avg. Drawdown | -7.73% | -11.38% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | -0.0 | 0.81 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-09-01 | -56.85 | 293 |
| 2024-05-23 | 2024-10-30 | -15.75 | 160 |
| 2024-10-30 | 2024-11-07 | -6.25 | 7 |
| 2024-05-16 | 2024-05-17 | -2.95 | 1 |
| 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 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-05-21 | 2024-05-21 | -0.81 | 0 |
| 2024-11-09 | 2024-11-09 | -0.51 | 0 |
| Metric | 4045808:ethusd:triple_gx:lsma50_45_5 | 4045808:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 21.32% | 27.26% |
| Worst Week | -20.89% | -20.52% |
| Best Month | 27.81% | 48.75% |
| Worst Month | -21.13% | -32.24% |
| Best Year | 46.42% | 31.97% |
| Worst Year | -31.74% | 14.91% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -1.09% | -1.09% |
| Avg. Up Week | 5.62% | 8.65% |
| Avg. Down Week | -5.68% | -7.23% |
| Avg. Up Month | 16.82% | 37.11% |
| Avg. Down Month | -9.8% | -12.0% |
| Win Days % | 45.18% | 50.79% |
| Win Month % | 43.75% | 41.18% |
| Win Week % | 50.77% | 55.71% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |