| Metric | 4046566:ethusd:triple_gx:lsma100_50_10 | 4046566:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 140.63% | 26.61% |
| Max Drawdown | -47.92% | -64.23% |
| Sharpe | 0.46 | 0.22 |
| Sortino | 0.74 | 0.32 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.25 | 1.04 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 16.21 | 3.75 |
| Outlier Loss Ratio | 4.74 | 3.83 |
| Volatility (ann.) | 18.91% | 33.51% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.68 | 0.12 |
| Skew | 2.08 | 0.25 |
| Kurtosis | 33.37 | 8.85 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.28% | 0.61% |
| Expected Yearly % | 24.55% | 6.08% |
| Kelly Criterion | 2.33% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.86% |
| Expected Shortfall (cVaR) | -1.6% | -2.86% |
| Year | 4046566:ETHUSD | 4046566:ethusd:triple_gx:lsma100_50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.65 | 35.97 | -0.88 | + |
| 2023 | 91.16 | 69.70 | 0.76 | - |
| 2024 | 45.75 | 76.86 | 1.68 | + |
| 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.) | 34.93% | 33.42% |
| 5Y (ann.) | 32.43% | 7.84% |
| Metric | 4046566:ethusd:triple_gx:lsma100_50_10 | 4046566:ETHUSD |
|---|---|---|
| Max Drawdown | -47.92% | -64.23% |
| Longest DD Days | 178.0 | 479.0 |
| Avg. Drawdown | -5.61% | -9.62% |
| Avg. Drawdown Days | 19.0 | 46.0 |
| Recovery Factor | 2.93 | 0.41 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-04 | -47.92 | 178 |
| 2022-05-31 | 2022-07-07 | -19.83 | 37 |
| 2024-04-09 | 2024-05-20 | -19.10 | 41 |
| 2022-09-06 | 2022-10-29 | -17.08 | 52 |
| 2023-12-08 | 2024-02-12 | -16.53 | 66 |
| 2024-05-23 | 2024-09-23 | -14.99 | 122 |
| 2023-05-06 | 2023-10-23 | -13.30 | 170 |
| 2022-10-29 | 2023-01-11 | -12.98 | 74 |
| 2022-07-28 | 2022-08-31 | -9.58 | 33 |
| 2024-10-18 | 2024-11-07 | -8.85 | 20 |
| Metric | 4046566:ethusd:triple_gx:lsma100_50_10 | 4046566:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 24.57% | 27.26% |
| Worst Week | -18.13% | -34.61% |
| Best Month | 39.85% | 56.93% |
| Worst Month | -22.5% | -44.86% |
| Best Year | 76.86% | 91.16% |
| Worst Year | -41.03% | -40.65% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -0.97% | -0.98% |
| Avg. Up Week | 6.45% | 9.69% |
| Avg. Down Week | -3.47% | -6.46% |
| Avg. Up Month | 14.83% | 21.4% |
| Avg. Down Month | -7.57% | -14.56% |
| Win Days % | 47.2% | 50.2% |
| Win Month % | 53.85% | 48.72% |
| Win Week % | 45.19% | 52.1% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 50.0% |