| Metric | 6560703:etcusd:triple_gx:lsma205_105_25 | 6560703:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 492.58% | -50.91% |
| Max Drawdown | -27.82% | -67.71% |
| Sharpe | 1.24 | 0.16 |
| Sortino | 2.2 | 0.25 |
| Payoff Ratio | 1.49 | 1.23 |
| Profit Factor | 1.35 | 1.03 |
| Common Sense Ratio | 1.61 | 1.04 |
| CPC Index | 0.93 | 0.61 |
| Tail Ratio | 1.19 | 1.02 |
| Outlier Win Ratio | 13.09 | 4.29 |
| Outlier Loss Ratio | 4.01 | 3.41 |
| Volatility (ann.) | 60.89% | 87.34% |
| R^2 | 0.49 | 0.49 |
| Calmar | 2.78 | -0.3 |
| Skew | 2.18 | 0.99 |
| Kurtosis | 19.21 | 7.25 |
| Expected Daily % | 0.16% | -0.06% |
| Expected Monthly % | 4.79% | -1.86% |
| Expected Yearly % | 56.02% | -16.3% |
| Kelly Criterion | 10.4% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -7.48% |
| Expected Shortfall (cVaR) | -5.04% | -7.48% |
| Year | 6560703:ETCUSD | 6560703:etcusd:triple_gx:lsma205_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.65 | 54.84 | -1.00 | + |
| 2023 | 39.89 | 75.83 | 1.90 | + |
| 2024 | 13.96 | 148.41 | 10.63 | + |
| 2025 | -32.11 | -12.38 | 0.39 | + |
| Metric | 6560703:etcusd:triple_gx:lsma205_105_25 | 6560703:ETCUSD |
|---|---|---|
| MTD | -0.41% | 2.79% |
| 3M | -3.69% | -9.27% |
| 6M | 8.79% | -46.85% |
| YTD | -12.38% | -32.11% |
| 1Y | 76.58% | -43.09% |
| 3Y (ann.) | 78.4% | -11.92% |
| 5Y (ann.) | 77.31% | -20.47% |
| Metric | 6560703:etcusd:triple_gx:lsma205_105_25 | 6560703:ETCUSD |
|---|---|---|
| Max Drawdown | -27.82% | -67.71% |
| Longest DD Days | 304.0 | 1021.0 |
| Avg. Drawdown | -10.6% | -47.63% |
| Avg. Drawdown Days | 38.0 | 376.0 |
| Recovery Factor | 17.71 | -0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-11-11 | -27.82 | 304 |
| 2022-09-15 | 2023-01-23 | -26.67 | 130 |
| 2022-05-11 | 2022-05-24 | -20.93 | 13 |
| 2024-12-14 | 2025-05-31 | -20.04 | 168 |
| 2022-06-27 | 2022-07-27 | -16.46 | 30 |
| 2023-10-02 | 2023-11-09 | -15.59 | 38 |
| 2022-05-25 | 2022-06-20 | -15.48 | 26 |
| 2022-07-29 | 2022-09-08 | -14.77 | 41 |
| 2023-04-14 | 2023-06-23 | -14.40 | 70 |
| 2023-11-11 | 2023-12-27 | -12.89 | 46 |
| Metric | 6560703:etcusd:triple_gx:lsma205_105_25 | 6560703:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.66% | -16.83% |
| 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 | 148.41% | 39.89% |
| Worst Year | -12.38% | -54.65% |
| Avg. Up Day | 3.92% | 3.93% |
| Avg. Down Day | -2.64% | -3.21% |
| Avg. Up Week | 11.42% | 13.31% |
| Avg. Down Week | -4.63% | -8.16% |
| Avg. Up Month | 21.58% | 37.01% |
| Avg. Down Month | -6.94% | -18.06% |
| Win Days % | 46.45% | 48.66% |
| Win Month % | 64.52% | 39.47% |
| Win Week % | 47.37% | 40.61% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |