| Metric | 4046518:ethusd:triple_gx:lsma50_45_10 | 4046518:ETHUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 157.21% | 63.29% |
| Max Drawdown | -56.37% | -64.9% |
| Sharpe | 0.43 | 0.28 |
| Sortino | 0.67 | 0.4 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | 1.22 | 1.05 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 12.34 | 4.0 |
| Outlier Loss Ratio | 4.69 | 3.97 |
| Volatility (ann.) | 22.29% | 34.06% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.58 | 0.24 |
| Skew | 1.38 | 0.23 |
| Kurtosis | 22.93 | 8.94 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.33% | 1.2% |
| Expected Yearly % | 26.64% | 13.04% |
| Kelly Criterion | 1.33% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -2.91% |
| Expected Shortfall (cVaR) | -1.89% | -2.91% |
| Year | 4046518:ETHUSD | 4046518:ethusd:triple_gx:lsma50_45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.59 | 16.50 | -0.30 | + |
| 2023 | 91.16 | 74.33 | 0.82 | - |
| 2024 | 45.75 | 89.92 | 1.97 | + |
| 2025 | 31.97 | -33.31 | -1.04 | - |
| Metric | 4046518:ethusd:triple_gx:lsma50_45_10 | 4046518:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -2.06% | 73.76% |
| 6M | -13.25% | 98.28% |
| YTD | -33.31% | 31.97% |
| 1Y | -19.65% | 74.9% |
| 3Y (ann.) | 34.11% | 41.37% |
| 5Y (ann.) | 32.88% | 15.9% |
| Metric | 4046518:ethusd:triple_gx:lsma50_45_10 | 4046518:ETHUSD |
|---|---|---|
| Max Drawdown | -56.37% | -64.9% |
| Longest DD Days | 293.0 | 648.0 |
| Avg. Drawdown | -5.61% | -10.49% |
| Avg. Drawdown Days | 22.0 | 66.0 |
| Recovery Factor | 2.79 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-09-01 | -56.37 | 293 |
| 2022-05-16 | 2022-07-16 | -33.53 | 61 |
| 2022-07-20 | 2023-01-11 | -20.36 | 175 |
| 2024-05-23 | 2024-10-29 | -19.45 | 158 |
| 2023-12-06 | 2024-02-14 | -18.31 | 70 |
| 2023-04-26 | 2023-10-01 | -14.01 | 158 |
| 2024-04-24 | 2024-05-20 | -12.32 | 26 |
| 2023-01-16 | 2023-03-12 | -9.88 | 55 |
| 2023-11-10 | 2023-11-24 | -8.04 | 14 |
| 2023-03-14 | 2023-03-18 | -7.23 | 3 |
| Metric | 4046518:ethusd:triple_gx:lsma50_45_10 | 4046518:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 23.41% | 27.26% |
| Worst Week | -16.03% | -34.61% |
| Best Month | 37.35% | 56.93% |
| Worst Month | -22.06% | -44.86% |
| Best Year | 89.92% | 91.16% |
| Worst Year | -33.31% | -55.59% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.03% | -1.04% |
| Avg. Up Week | 5.65% | 8.78% |
| Avg. Down Week | -4.14% | -7.23% |
| Avg. Up Month | 13.35% | 22.83% |
| Avg. Down Month | -9.0% | -14.67% |
| Win Days % | 47.93% | 50.48% |
| Win Month % | 60.0% | 51.22% |
| Win Week % | 51.2% | 53.11% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |