| Metric | 4045808:ethusd:triple_gx:lsma50_45_5 | 4045808:ETHUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 142.78% | 63.29% |
| Max Drawdown | -56.85% | -64.9% |
| Sharpe | 0.41 | 0.28 |
| Sortino | 0.63 | 0.4 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | 1.2 | 1.05 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 12.06 | 4.0 |
| Outlier Loss Ratio | 4.8 | 3.98 |
| Volatility (ann.) | 22.38% | 34.06% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.54 | 0.24 |
| Skew | 1.37 | 0.23 |
| Kurtosis | 22.58 | 8.94 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.19% | 1.2% |
| Expected Yearly % | 24.83% | 13.04% |
| Kelly Criterion | 0.19% | 6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -2.91% |
| Expected Shortfall (cVaR) | -1.9% | -2.91% |
| Year | 4045808:ETHUSD | 4045808:ethusd:triple_gx:lsma50_45_5 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.59 | 22.36 | -0.40 | + |
| 2023 | 91.16 | 84.12 | 0.92 | - |
| 2024 | 45.75 | 57.87 | 1.26 | + |
| 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.) | 26.5% | 41.37% |
| 5Y (ann.) | 30.59% | 15.9% |
| Metric | 4045808:ethusd:triple_gx:lsma50_45_5 | 4045808:ETHUSD |
|---|---|---|
| Max Drawdown | -56.85% | -64.9% |
| Longest DD Days | 293.0 | 648.0 |
| Avg. Drawdown | -6.16% | -10.49% |
| Avg. Drawdown Days | 22.0 | 66.0 |
| Recovery Factor | 2.51 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-09-01 | -56.85 | 293 |
| 2022-05-31 | 2022-07-16 | -31.75 | 46 |
| 2024-02-29 | 2024-05-20 | -19.34 | 81 |
| 2022-10-29 | 2023-01-14 | -16.85 | 76 |
| 2022-08-25 | 2022-10-26 | -16.25 | 62 |
| 2023-04-26 | 2023-07-13 | -16.02 | 77 |
| 2024-05-23 | 2024-10-30 | -15.75 | 160 |
| 2023-12-06 | 2024-01-11 | -13.19 | 36 |
| 2023-07-14 | 2023-10-23 | -12.84 | 101 |
| 2022-05-16 | 2022-05-30 | -10.77 | 14 |
| Metric | 4045808:ethusd:triple_gx:lsma50_45_5 | 4045808:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 24.79% | 27.26% |
| Worst Week | -20.89% | -34.61% |
| Best Month | 36.76% | 56.93% |
| Worst Month | -21.13% | -44.86% |
| Best Year | 84.12% | 91.16% |
| Worst Year | -31.74% | -55.59% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.03% | -1.03% |
| Avg. Up Week | 6.01% | 9.1% |
| Avg. Down Week | -3.82% | -6.96% |
| Avg. Up Month | 12.81% | 22.96% |
| Avg. Down Month | -8.06% | -14.25% |
| Win Days % | 47.17% | 50.48% |
| Win Month % | 57.5% | 51.22% |
| Win Week % | 46.43% | 53.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |