| Metric | 4046455:ethusd:triple_gx:lsma120_35_10 | 4046455:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 17.68% | -12.02% |
| Max Drawdown | -38.75% | -63.95% |
| Sharpe | 0.3 | 0.1 |
| Sortino | 0.46 | 0.14 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.09 | 1.02 |
| Common Sense Ratio | 1.31 | 1.02 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 19.85 | 3.21 |
| Outlier Loss Ratio | 4.7 | 3.4 |
| Volatility (ann.) | 16.16% | 36.01% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.4 | -0.17 |
| Skew | 0.84 | 0.17 |
| Kurtosis | 16.88 | 10.64 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.09% | -0.85% |
| Expected Yearly % | 8.48% | -6.2% |
| Kelly Criterion | -0.11% | 10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -3.09% |
| Expected Shortfall (cVaR) | -1.38% | -3.09% |
| Year | 4046455:ETHUSD | 4046455:ethusd:triple_gx:lsma120_35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 31.62 | 2.12 | + |
| 2025 | -23.43 | -10.59 | 0.45 | + |
| Metric | 4046455:ethusd:triple_gx:lsma120_35_10 | 4046455:ETHUSD |
|---|---|---|
| MTD | -1.0% | 2.57% |
| 3M | 23.36% | 40.39% |
| 6M | -10.35% | -23.96% |
| YTD | -10.59% | -23.43% |
| 1Y | 14.39% | -22.53% |
| 3Y (ann.) | 15.39% | -10.65% |
| 5Y (ann.) | 15.39% | -10.65% |
| Metric | 4046455:ethusd:triple_gx:lsma120_35_10 | 4046455:ETHUSD |
|---|---|---|
| Max Drawdown | -38.75% | -63.95% |
| Longest DD Days | 167.0 | 199.0 |
| Avg. Drawdown | -4.0% | -13.75% |
| Avg. Drawdown Days | 16.0 | 41.0 |
| Recovery Factor | 0.46 | -0.19 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-07-04 | -38.75 | 167 |
| 2024-07-17 | 2024-09-20 | -9.14 | 64 |
| 2024-10-16 | 2024-11-08 | -8.69 | 22 |
| 2024-05-23 | 2024-07-15 | -8.21 | 53 |
| 2024-11-23 | 2024-12-06 | -5.74 | 12 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| 2024-09-23 | 2024-10-16 | -3.63 | 22 |
| 2024-11-10 | 2024-11-23 | -3.33 | 13 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-05-16 | 2024-05-17 | -2.23 | 1 |
| Metric | 4046455:ethusd:triple_gx:lsma120_35_10 | 4046455:ETHUSD |
|---|---|---|
| Best Day | 7.85% | 16.51% |
| Worst Day | -5.81% | -14.0% |
| Best Week | 13.04% | 27.26% |
| Worst Week | -12.65% | -20.52% |
| Best Month | 20.7% | 47.37% |
| Worst Month | -15.9% | -32.24% |
| Best Year | 31.62% | 14.91% |
| Worst Year | -10.59% | -23.43% |
| Avg. Up Day | 1.22% | 1.23% |
| Avg. Down Day | -0.96% | -0.97% |
| Avg. Up Week | 5.27% | 9.9% |
| Avg. Down Week | -3.87% | -7.43% |
| Avg. Up Month | 13.29% | 30.39% |
| Avg. Down Month | -6.8% | -14.45% |
| Win Days % | 43.88% | 49.73% |
| Win Month % | 53.33% | 33.33% |
| Win Week % | 43.48% | 52.46% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |