| Metric | 4046451:ethusd:triple_gx:lsma100_35_10 | 4046451:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 121.23% | 26.61% |
| Max Drawdown | -40.13% | -64.23% |
| Sharpe | 0.46 | 0.22 |
| Sortino | 0.72 | 0.32 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.29 | 1.04 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 19.06 | 3.67 |
| Outlier Loss Ratio | 4.75 | 3.76 |
| Volatility (ann.) | 17.14% | 33.51% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.72 | 0.12 |
| Skew | 1.6 | 0.25 |
| Kurtosis | 23.19 | 8.85 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.06% | 0.61% |
| Expected Yearly % | 21.96% | 6.08% |
| Kelly Criterion | 1.73% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.86% |
| Expected Shortfall (cVaR) | -1.45% | -2.86% |
| Year | 4046451:ETHUSD | 4046451:ethusd:triple_gx:lsma100_35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.65 | 36.89 | -0.91 | + |
| 2023 | 91.16 | 29.75 | 0.33 | - |
| 2024 | 45.75 | 56.50 | 1.23 | + |
| 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.) | 28.69% | 33.42% |
| 5Y (ann.) | 28.92% | 7.84% |
| Metric | 4046451:ethusd:triple_gx:lsma100_35_10 | 4046451:ETHUSD |
|---|---|---|
| Max Drawdown | -40.13% | -64.23% |
| Longest DD Days | 177.0 | 479.0 |
| Avg. Drawdown | -5.26% | -9.62% |
| Avg. Drawdown Days | 23.0 | 46.0 |
| Recovery Factor | 3.02 | 0.41 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-07-04 | -40.13 | 167 |
| 2023-10-24 | 2024-02-15 | -18.70 | 114 |
| 2022-10-27 | 2023-03-13 | -18.56 | 137 |
| 2022-08-31 | 2022-10-26 | -14.57 | 56 |
| 2022-05-31 | 2022-06-26 | -14.19 | 26 |
| 2023-05-06 | 2023-10-23 | -13.30 | 170 |
| 2024-03-26 | 2024-09-20 | -12.83 | 177 |
| 2023-03-14 | 2023-05-05 | -12.34 | 51 |
| 2022-07-28 | 2022-08-31 | -9.58 | 33 |
| 2024-10-16 | 2024-11-08 | -9.58 | 22 |
| Metric | 4046451:ethusd:triple_gx:lsma100_35_10 | 4046451:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 25.33% | 27.26% |
| Worst Week | -18.13% | -34.61% |
| Best Month | 52.68% | 56.93% |
| Worst Month | -21.95% | -44.86% |
| Best Year | 56.5% | 91.16% |
| Worst Year | -20.41% | -40.65% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.96% | -0.99% |
| Avg. Up Week | 5.83% | 9.71% |
| Avg. Down Week | -2.97% | -6.42% |
| Avg. Up Month | 13.5% | 22.12% |
| Avg. Down Month | -6.45% | -13.73% |
| Win Days % | 46.94% | 50.2% |
| Win Month % | 51.28% | 48.72% |
| Win Week % | 43.38% | 52.1% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 50.0% |