| Metric | 4046555:ethusd:triple_gx:lsma235_45_10 | 4046555:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 136.42% | 132.65% |
| Max Drawdown | -56.28% | -64.23% |
| Sharpe | 0.5 | 0.38 |
| Sortino | 0.83 | 0.55 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.33 | 1.09 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 19.92 | 3.61 |
| Outlier Loss Ratio | 4.39 | 3.65 |
| Volatility (ann.) | 17.02% | 32.37% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.58 | 0.5 |
| Skew | 3.05 | 0.27 |
| Kurtosis | 48.7 | 9.16 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.29% | 2.25% |
| Expected Yearly % | 24.0% | 23.5% |
| Kelly Criterion | 3.08% | 8.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.75% |
| Expected Shortfall (cVaR) | -1.44% | -2.75% |
| Year | 4046555:ETHUSD | 4046555:ethusd:triple_gx:lsma235_45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 75.82 | 8.38 | + |
| 2023 | 91.16 | 39.49 | 0.43 | - |
| 2024 | 45.75 | 61.49 | 1.34 | + |
| 2025 | -23.43 | -40.31 | 1.72 | - |
| Metric | 4046555:ethusd:triple_gx:lsma235_45_10 | 4046555:ETHUSD |
|---|---|---|
| MTD | -2.04% | 2.57% |
| 3M | 2.6% | 40.39% |
| 6M | -40.31% | -23.96% |
| YTD | -40.31% | -23.43% |
| 1Y | -27.15% | -22.53% |
| 3Y (ann.) | 29.8% | 33.42% |
| 5Y (ann.) | 32.77% | 32.07% |
| Metric | 4046555:ethusd:triple_gx:lsma235_45_10 | 4046555:ETHUSD |
|---|---|---|
| Max Drawdown | -56.28% | -64.23% |
| Longest DD Days | 220.0 | 479.0 |
| Avg. Drawdown | -5.31% | -7.33% |
| Avg. Drawdown Days | 23.0 | 27.0 |
| Recovery Factor | 2.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-04 | -56.28 | 220 |
| 2023-11-10 | 2024-02-28 | -17.89 | 110 |
| 2024-03-08 | 2024-05-20 | -14.06 | 73 |
| 2024-05-23 | 2024-11-09 | -12.48 | 169 |
| 2023-07-14 | 2023-10-23 | -11.05 | 101 |
| 2023-01-16 | 2023-04-13 | -10.35 | 87 |
| 2022-10-29 | 2023-01-09 | -9.18 | 71 |
| 2022-09-11 | 2022-10-25 | -9.13 | 44 |
| 2022-07-20 | 2022-09-10 | -8.53 | 52 |
| 2024-02-29 | 2024-03-06 | -7.10 | 5 |
| Metric | 4046555:ethusd:triple_gx:lsma235_45_10 | 4046555:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 23.41% | 27.26% |
| Worst Week | -14.84% | -21.87% |
| Best Month | 42.58% | 56.93% |
| Worst Month | -20.39% | -32.24% |
| Best Year | 75.82% | 91.16% |
| Worst Year | -40.31% | -23.43% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.97% | -0.98% |
| Avg. Up Week | 6.31% | 10.73% |
| Avg. Down Week | -3.77% | -6.4% |
| Avg. Up Month | 13.21% | 20.66% |
| Avg. Down Month | -6.53% | -11.88% |
| Win Days % | 47.25% | 50.33% |
| Win Month % | 51.35% | 50.0% |
| Win Week % | 48.18% | 53.09% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |