| Metric | 6560579:etcusd:triple_gx:lsma210_100_25 | 6560579:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 475.92% | -38.65% |
| Max Drawdown | -29.57% | -67.71% |
| Sharpe | 1.23 | 0.24 |
| Sortino | 2.18 | 0.37 |
| Payoff Ratio | 1.44 | 1.19 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.91 | 0.6 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 13.1 | 4.3 |
| Outlier Loss Ratio | 3.94 | 3.41 |
| Volatility (ann.) | 60.97% | 86.76% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.58 | -0.22 |
| Skew | 2.18 | 1.05 |
| Kurtosis | 19.18 | 7.37 |
| Expected Daily % | 0.16% | -0.04% |
| Expected Monthly % | 4.85% | -1.31% |
| Expected Yearly % | 54.91% | -11.5% |
| Kelly Criterion | 9.79% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -7.41% |
| Expected Shortfall (cVaR) | -5.04% | -7.41% |
| Year | 6560579:ETCUSD | 6560579:etcusd:triple_gx:lsma210_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.31 | 42.54 | -0.98 | + |
| 2023 | 39.89 | 78.49 | 1.97 | + |
| 2024 | 13.96 | 168.54 | 12.07 | + |
| 2025 | -32.11 | -15.71 | 0.49 | + |
| Metric | 6560579:etcusd:triple_gx:lsma210_100_25 | 6560579:ETCUSD |
|---|---|---|
| MTD | -4.2% | 2.79% |
| 3M | -7.35% | -9.27% |
| 6M | 4.66% | -46.85% |
| YTD | -15.71% | -32.11% |
| 1Y | 82.21% | -43.09% |
| 3Y (ann.) | 76.72% | -11.92% |
| 5Y (ann.) | 76.39% | -14.65% |
| Metric | 6560579:etcusd:triple_gx:lsma210_100_25 | 6560579:ETCUSD |
|---|---|---|
| Max Drawdown | -29.57% | -67.71% |
| Longest DD Days | 208.0 | 1021.0 |
| Avg. Drawdown | -11.34% | -34.29% |
| Avg. Drawdown Days | 41.0 | 280.0 |
| Recovery Factor | 16.09 | -0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2023-04-11 | -29.57 | 208 |
| 2024-01-12 | 2024-07-21 | -27.82 | 191 |
| 2022-05-11 | 2022-05-24 | -20.93 | 13 |
| 2024-12-14 | 2025-05-31 | -20.04 | 168 |
| 2024-07-22 | 2024-11-10 | -19.34 | 111 |
| 2023-04-14 | 2023-06-23 | -16.93 | 70 |
| 2022-06-27 | 2022-07-27 | -16.46 | 30 |
| 2023-08-30 | 2023-11-09 | -15.69 | 71 |
| 2022-05-25 | 2022-06-20 | -15.48 | 26 |
| 2022-07-29 | 2022-09-08 | -14.77 | 41 |
| Metric | 6560579:etcusd:triple_gx:lsma210_100_25 | 6560579:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.66% | -16.66% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -12.55% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -10.31% | -36.81% |
| Best Year | 168.54% | 39.89% |
| Worst Year | -15.71% | -43.31% |
| Avg. Up Day | 3.89% | 3.9% |
| Avg. Down Day | -2.7% | -3.26% |
| Avg. Up Week | 12.28% | 13.94% |
| Avg. Down Week | -4.55% | -8.65% |
| Avg. Up Month | 19.52% | 33.92% |
| Avg. Down Month | -6.59% | -18.64% |
| Win Days % | 46.75% | 48.7% |
| Win Month % | 64.52% | 40.54% |
| Win Week % | 44.21% | 41.46% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |