| Metric | 4046451:ethusd:triple_gx:lsma100_35_10 | 4046451:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 8.15% | -12.02% |
| Max Drawdown | -40.13% | -63.95% |
| Sharpe | 0.19 | 0.1 |
| Sortino | 0.28 | 0.14 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.13 | 1.02 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 18.32 | 3.2 |
| Outlier Loss Ratio | 4.85 | 3.56 |
| Volatility (ann.) | 16.81% | 36.01% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.18 | -0.17 |
| Skew | 0.4 | 0.17 |
| Kurtosis | 16.35 | 10.64 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.52% | -0.85% |
| Expected Yearly % | 4.0% | -6.2% |
| Kelly Criterion | -1.6% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.09% |
| Expected Shortfall (cVaR) | -1.44% | -3.09% |
| Year | 4046451:ETHUSD | 4046451:ethusd:triple_gx:lsma100_35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 35.89 | 2.41 | + |
| 2025 | -23.43 | -20.41 | 0.87 | + |
| Metric | 4046451:ethusd:triple_gx:lsma100_35_10 | 4046451:ETHUSD |
|---|---|---|
| MTD | -1.0% | 2.57% |
| 3M | 15.96% | 40.39% |
| 6M | -20.2% | -23.96% |
| YTD | -20.41% | -23.43% |
| 1Y | 10.38% | -22.53% |
| 3Y (ann.) | 7.14% | -10.65% |
| 5Y (ann.) | 7.14% | -10.65% |
| Metric | 4046451:ethusd:triple_gx:lsma100_35_10 | 4046451:ETHUSD |
|---|---|---|
| Max Drawdown | -40.13% | -63.95% |
| Longest DD Days | 167.0 | 199.0 |
| Avg. Drawdown | -3.88% | -13.75% |
| Avg. Drawdown Days | 15.0 | 41.0 |
| Recovery Factor | 0.2 | -0.19 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-07-04 | -40.13 | 167 |
| 2024-05-23 | 2024-09-20 | -10.84 | 119 |
| 2024-10-16 | 2024-11-08 | -9.58 | 22 |
| 2024-12-01 | 2024-12-06 | -5.39 | 4 |
| 2025-01-15 | 2025-01-17 | -4.34 | 2 |
| 2024-09-23 | 2024-10-14 | -3.87 | 20 |
| 2024-11-23 | 2024-11-30 | -3.18 | 6 |
| 2024-05-15 | 2024-05-17 | -3.12 | 1 |
| 2024-11-10 | 2024-11-23 | -2.76 | 13 |
| 2024-12-06 | 2025-01-02 | -2.58 | 26 |
| Metric | 4046451:ethusd:triple_gx:lsma100_35_10 | 4046451:ETHUSD |
|---|---|---|
| Best Day | 7.85% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 13.06% | 27.26% |
| Worst Week | -18.13% | -20.52% |
| Best Month | 25.27% | 47.37% |
| Worst Month | -21.95% | -32.24% |
| Best Year | 35.89% | 14.91% |
| Worst Year | -20.41% | -23.43% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -0.97% | -1.0% |
| Avg. Up Week | 4.64% | 9.2% |
| Avg. Down Week | -3.94% | -7.59% |
| Avg. Up Month | 14.49% | 30.39% |
| Avg. Down Month | -9.53% | -12.43% |
| Win Days % | 44.11% | 49.73% |
| Win Month % | 53.33% | 33.33% |
| Win Week % | 47.92% | 52.46% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |