| Metric | 4046604:ethusd:triple_gx:lsma110_55_10 | 4046604:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 132.12% | 29.43% |
| Max Drawdown | -44.34% | -64.23% |
| Sharpe | 0.45 | 0.23 |
| Sortino | 0.74 | 0.33 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.24 | 1.04 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 16.2 | 3.72 |
| Outlier Loss Ratio | 4.76 | 3.76 |
| Volatility (ann.) | 18.6% | 33.5% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.7 | 0.13 |
| Skew | 2.25 | 0.26 |
| Kurtosis | 34.66 | 8.86 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.18% | 0.66% |
| Expected Yearly % | 23.43% | 6.66% |
| Kelly Criterion | 1.72% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.86% |
| Expected Shortfall (cVaR) | -1.58% | -2.86% |
| Year | 4046604:ETHUSD | 4046604:ethusd:triple_gx:lsma110_55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.33 | 50.39 | -1.28 | + |
| 2023 | 91.16 | 35.83 | 0.39 | - |
| 2024 | 45.75 | 59.00 | 1.29 | + |
| 2025 | -23.43 | -28.53 | 1.22 | - |
| Metric | 4046604:ethusd:triple_gx:lsma110_55_10 | 4046604:ETHUSD |
|---|---|---|
| MTD | -2.82% | 2.57% |
| 3M | 13.48% | 40.39% |
| 6M | -28.53% | -23.96% |
| YTD | -28.53% | -23.43% |
| 1Y | -2.69% | -22.53% |
| 3Y (ann.) | 30.07% | 33.42% |
| 5Y (ann.) | 30.98% | 8.62% |
| Metric | 4046604:ethusd:triple_gx:lsma110_55_10 | 4046604:ETHUSD |
|---|---|---|
| Max Drawdown | -44.34% | -64.23% |
| Longest DD Days | 178.0 | 479.0 |
| Avg. Drawdown | -5.77% | -9.41% |
| Avg. Drawdown Days | 20.0 | 46.0 |
| Recovery Factor | 2.98 | 0.46 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-04 | -44.34 | 178 |
| 2024-04-09 | 2024-05-21 | -21.47 | 42 |
| 2023-06-23 | 2023-12-08 | -16.99 | 167 |
| 2024-05-23 | 2024-09-23 | -16.77 | 122 |
| 2022-05-31 | 2022-06-25 | -15.29 | 25 |
| 2022-09-11 | 2022-10-26 | -15.16 | 45 |
| 2023-12-08 | 2024-02-12 | -14.82 | 66 |
| 2023-01-21 | 2023-04-14 | -14.18 | 82 |
| 2022-12-03 | 2023-01-11 | -10.50 | 39 |
| 2024-10-20 | 2024-11-08 | -9.34 | 19 |
| Metric | 4046604:ethusd:triple_gx:lsma110_55_10 | 4046604:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.87% | -14.0% |
| Best Week | 20.38% | 27.26% |
| Worst Week | -10.16% | -34.61% |
| Best Month | 29.23% | 56.93% |
| Worst Month | -15.49% | -44.86% |
| Best Year | 59.0% | 91.16% |
| Worst Year | -28.53% | -39.33% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.95% | -0.97% |
| Avg. Up Week | 6.55% | 10.52% |
| Avg. Down Week | -3.13% | -6.34% |
| Avg. Up Month | 13.85% | 22.82% |
| Avg. Down Month | -6.84% | -11.61% |
| Win Days % | 46.42% | 50.15% |
| Win Month % | 51.28% | 48.72% |
| Win Week % | 41.35% | 52.41% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |