| Metric | 6560472:etcusd:triple_gx:lsma210_95_25 | 6560472:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 334.42% | -38.65% |
| Max Drawdown | -28.3% | -67.71% |
| Sharpe | 1.08 | 0.24 |
| Sortino | 1.89 | 0.37 |
| Payoff Ratio | 1.42 | 1.22 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.85 | 0.62 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 13.16 | 4.3 |
| Outlier Loss Ratio | 3.92 | 3.42 |
| Volatility (ann.) | 61.04% | 86.76% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.16 | -0.22 |
| Skew | 2.16 | 1.05 |
| Kurtosis | 19.15 | 7.37 |
| Expected Daily % | 0.13% | -0.04% |
| Expected Monthly % | 4.05% | -1.31% |
| Expected Yearly % | 44.37% | -11.5% |
| Kelly Criterion | 8.13% | 6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -7.41% |
| Expected Shortfall (cVaR) | -5.08% | -7.41% |
| Year | 6560472:ETCUSD | 6560472:etcusd:triple_gx:lsma210_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.31 | 33.62 | -0.78 | + |
| 2023 | 39.89 | 77.47 | 1.94 | + |
| 2024 | 13.96 | 124.85 | 8.94 | + |
| 2025 | -32.11 | -18.53 | 0.58 | + |
| Metric | 6560472:etcusd:triple_gx:lsma210_95_25 | 6560472:ETCUSD |
|---|---|---|
| MTD | -5.96% | 2.79% |
| 3M | -9.05% | -9.27% |
| 6M | -10.85% | -46.85% |
| YTD | -18.53% | -32.11% |
| 1Y | 46.31% | -43.09% |
| 3Y (ann.) | 60.88% | -11.92% |
| 5Y (ann.) | 60.98% | -14.65% |
| Metric | 6560472:etcusd:triple_gx:lsma210_95_25 | 6560472:ETCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -67.71% |
| Longest DD Days | 208.0 | 1021.0 |
| Avg. Drawdown | -11.82% | -34.29% |
| Avg. Drawdown Days | 41.0 | 280.0 |
| Recovery Factor | 11.82 | -0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2023-04-11 | -28.30 | 208 |
| 2024-01-12 | 2024-07-20 | -27.25 | 190 |
| 2024-12-14 | 2025-05-31 | -24.02 | 168 |
| 2024-07-22 | 2024-11-11 | -23.97 | 112 |
| 2022-05-11 | 2022-05-24 | -20.93 | 13 |
| 2023-04-14 | 2023-06-23 | -16.93 | 70 |
| 2022-06-27 | 2022-07-27 | -16.46 | 30 |
| 2022-05-25 | 2022-06-20 | -15.48 | 26 |
| 2022-07-29 | 2022-09-08 | -14.77 | 41 |
| 2023-08-30 | 2023-11-09 | -13.78 | 71 |
| Metric | 6560472:etcusd:triple_gx:lsma210_95_25 | 6560472:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.66% | -16.66% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -13.08% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -9.71% | -36.81% |
| Best Year | 124.85% | 39.89% |
| Worst Year | -18.53% | -43.31% |
| Avg. Up Day | 3.87% | 3.87% |
| Avg. Down Day | -2.73% | -3.18% |
| Avg. Up Week | 11.37% | 13.37% |
| Avg. Down Week | -5.03% | -8.37% |
| Avg. Up Month | 21.33% | 37.01% |
| Avg. Down Month | -6.11% | -18.16% |
| Win Days % | 46.17% | 48.7% |
| Win Month % | 56.25% | 40.54% |
| Win Week % | 45.83% | 41.46% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |