| Metric | 4046566:ethusd:triple_gx:lsma100_50_10 | 4046566:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -9.44% | -12.02% |
| Max Drawdown | -47.92% | -63.95% |
| Sharpe | -0.02 | 0.1 |
| Sortino | -0.02 | 0.14 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.0 | 1.02 |
| Common Sense Ratio | 1.03 | 1.02 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 15.61 | 3.2 |
| Outlier Loss Ratio | 4.73 | 3.7 |
| Volatility (ann.) | 19.49% | 36.01% |
| R^2 | 0.29 | 0.29 |
| Calmar | -0.17 | -0.17 |
| Skew | 2.52 | 0.17 |
| Kurtosis | 50.39 | 10.64 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -0.66% | -0.85% |
| Expected Yearly % | -4.84% | -6.2% |
| Kelly Criterion | -3.41% | 7.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.09% |
| Expected Shortfall (cVaR) | -1.68% | -3.09% |
| Year | 4046566:ETHUSD | 4046566:ethusd:triple_gx:lsma100_50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 53.58 | 3.59 | + |
| 2025 | -23.43 | -41.03 | 1.75 | - |
| Metric | 4046566:ethusd:triple_gx:lsma100_50_10 | 4046566:ETHUSD |
|---|---|---|
| MTD | -4.39% | 2.57% |
| 3M | 0.72% | 40.39% |
| 6M | -41.03% | -23.96% |
| YTD | -41.03% | -23.43% |
| 1Y | -17.47% | -22.53% |
| 3Y (ann.) | -8.35% | -10.65% |
| 5Y (ann.) | -8.35% | -10.65% |
| Metric | 4046566:ethusd:triple_gx:lsma100_50_10 | 4046566:ETHUSD |
|---|---|---|
| Max Drawdown | -47.92% | -63.95% |
| Longest DD Days | 178.0 | 199.0 |
| Avg. Drawdown | -5.83% | -13.75% |
| Avg. Drawdown Days | 24.0 | 41.0 |
| Recovery Factor | -0.2 | -0.19 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-04 | -47.92 | 178 |
| 2024-05-23 | 2024-09-23 | -14.99 | 122 |
| 2024-10-18 | 2024-11-07 | -8.85 | 20 |
| 2024-11-12 | 2025-01-06 | -8.48 | 55 |
| 2024-05-15 | 2024-05-17 | -3.12 | 1 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-09-23 | 2024-10-14 | -2.16 | 20 |
| 2024-05-18 | 2024-05-20 | -2.04 | 2 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| Metric | 4046566:ethusd:triple_gx:lsma100_50_10 | 4046566:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 19.69% | 27.26% |
| Worst Week | -18.13% | -20.52% |
| Best Month | 23.97% | 47.37% |
| Worst Month | -22.5% | -32.24% |
| Best Year | 53.58% | 14.91% |
| Worst Year | -41.03% | -23.43% |
| Avg. Up Day | 1.22% | 1.22% |
| Avg. Down Day | -1.02% | -1.03% |
| Avg. Up Week | 5.36% | 9.41% |
| Avg. Down Week | -5.39% | -7.86% |
| Avg. Up Month | 17.1% | 30.39% |
| Avg. Down Month | -8.95% | -12.22% |
| Win Days % | 43.79% | 49.73% |
| Win Month % | 40.0% | 33.33% |
| Win Week % | 47.83% | 52.46% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |