| Metric | 4046567:ethusd:triple_gx:lsma105_50_10 | 4046567:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 109.07% | 30.33% |
| Max Drawdown | -49.43% | -64.23% |
| Sharpe | 0.41 | 0.23 |
| Sortino | 0.65 | 0.33 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.11 | 1.04 |
| Common Sense Ratio | 1.23 | 1.04 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 16.51 | 3.73 |
| Outlier Loss Ratio | 4.7 | 3.81 |
| Volatility (ann.) | 18.78% | 33.48% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.54 | 0.14 |
| Skew | 2.08 | 0.26 |
| Kurtosis | 34.23 | 8.87 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.91% | 0.68% |
| Expected Yearly % | 20.25% | 6.85% |
| Kelly Criterion | 1.56% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.86% |
| Expected Shortfall (cVaR) | -1.6% | -2.86% |
| Year | 4046567:ETHUSD | 4046567:ethusd:triple_gx:lsma105_50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.91 | 38.73 | -1.00 | + |
| 2023 | 91.16 | 54.64 | 0.60 | - |
| 2024 | 45.75 | 69.29 | 1.51 | + |
| 2025 | -23.43 | -42.43 | 1.81 | - |
| Metric | 4046567:ethusd:triple_gx:lsma105_50_10 | 4046567:ETHUSD |
|---|---|---|
| MTD | -4.39% | 2.57% |
| 3M | 1.27% | 40.39% |
| 6M | -42.43% | -23.96% |
| YTD | -42.43% | -23.43% |
| 1Y | -19.7% | -22.53% |
| 3Y (ann.) | 27.53% | 33.42% |
| 5Y (ann.) | 26.63% | 8.85% |
| Metric | 4046567:ethusd:triple_gx:lsma105_50_10 | 4046567:ETHUSD |
|---|---|---|
| Max Drawdown | -49.43% | -64.23% |
| Longest DD Days | 213.0 | 479.0 |
| Avg. Drawdown | -5.41% | -9.04% |
| Avg. Drawdown Days | 19.0 | 45.0 |
| Recovery Factor | 2.21 | 0.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-04 | -49.43 | 178 |
| 2022-05-31 | 2022-07-07 | -19.83 | 37 |
| 2024-04-09 | 2024-05-20 | -19.23 | 41 |
| 2022-09-06 | 2022-10-29 | -17.31 | 52 |
| 2024-05-23 | 2024-08-14 | -15.87 | 82 |
| 2023-12-08 | 2024-02-12 | -15.00 | 66 |
| 2023-05-06 | 2023-12-05 | -14.84 | 213 |
| 2022-10-29 | 2023-01-11 | -12.91 | 74 |
| 2023-02-16 | 2023-03-13 | -8.95 | 25 |
| 2024-10-18 | 2024-11-08 | -8.85 | 20 |
| Metric | 4046567:ethusd:triple_gx:lsma105_50_10 | 4046567:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 24.57% | 27.26% |
| Worst Week | -17.63% | -34.61% |
| Best Month | 42.12% | 56.93% |
| Worst Month | -21.29% | -44.86% |
| Best Year | 69.29% | 91.16% |
| Worst Year | -42.43% | -38.91% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -0.97% | -0.98% |
| Avg. Up Week | 6.63% | 10.28% |
| Avg. Down Week | -3.47% | -6.29% |
| Avg. Up Month | 14.02% | 21.38% |
| Avg. Down Month | -7.19% | -12.97% |
| Win Days % | 46.9% | 50.16% |
| Win Month % | 51.28% | 48.72% |
| Win Week % | 43.94% | 52.41% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |