| Metric | 6563211:etcusd:triple_gx:lsma210_110_30 | 6563211:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 419.88% | -38.65% |
| Max Drawdown | -38.31% | -67.71% |
| Sharpe | 1.17 | 0.24 |
| Sortino | 2.06 | 0.37 |
| Payoff Ratio | 1.42 | 1.25 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 12.84 | 4.3 |
| Outlier Loss Ratio | 3.94 | 3.42 |
| Volatility (ann.) | 61.26% | 86.76% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.84 | -0.22 |
| Skew | 2.1 | 1.05 |
| Kurtosis | 19.02 | 7.37 |
| Expected Daily % | 0.15% | -0.04% |
| Expected Monthly % | 4.56% | -1.31% |
| Expected Yearly % | 51.0% | -11.5% |
| Kelly Criterion | 9.17% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -7.41% |
| Expected Shortfall (cVaR) | -5.08% | -7.41% |
| Year | 6563211:ETCUSD | 6563211:etcusd:triple_gx:lsma210_110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.31 | 49.44 | -1.14 | + |
| 2023 | 39.89 | 103.72 | 2.60 | + |
| 2024 | 13.96 | 134.81 | 9.66 | + |
| 2025 | -32.11 | -27.27 | 0.85 | + |
| Metric | 6563211:etcusd:triple_gx:lsma210_110_30 | 6563211:ETCUSD |
|---|---|---|
| MTD | -18.22% | 2.79% |
| 3M | -22.03% | -9.27% |
| 6M | -25.88% | -46.85% |
| YTD | -27.27% | -32.11% |
| 1Y | 28.21% | -43.09% |
| 3Y (ann.) | 76.23% | -11.92% |
| 5Y (ann.) | 70.63% | -14.65% |
| Metric | 6563211:etcusd:triple_gx:lsma210_110_30 | 6563211:ETCUSD |
|---|---|---|
| Max Drawdown | -38.31% | -67.71% |
| Longest DD Days | 175.0 | 1021.0 |
| Avg. Drawdown | -10.91% | -34.29% |
| Avg. Drawdown Days | 31.0 | 280.0 |
| Recovery Factor | 10.96 | -0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -38.31 | 175 |
| 2024-03-09 | 2024-07-12 | -27.07 | 125 |
| 2024-07-22 | 2024-11-10 | -21.83 | 111 |
| 2022-05-10 | 2022-05-24 | -21.07 | 14 |
| 2022-05-25 | 2022-07-27 | -20.19 | 63 |
| 2024-01-12 | 2024-03-04 | -19.80 | 52 |
| 2023-11-11 | 2024-01-10 | -18.04 | 60 |
| 2022-11-11 | 2023-01-13 | -17.96 | 63 |
| 2022-11-08 | 2022-11-10 | -16.33 | 2 |
| 2023-08-30 | 2023-11-06 | -15.58 | 68 |
| Metric | 6563211:etcusd:triple_gx:lsma210_110_30 | 6563211:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.66% | -16.66% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -14.47% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -18.22% | -36.81% |
| Best Year | 134.81% | 39.89% |
| Worst Year | -27.27% | -43.31% |
| Avg. Up Day | 3.83% | 3.84% |
| Avg. Down Day | -2.7% | -3.07% |
| Avg. Up Week | 12.1% | 14.22% |
| Avg. Down Week | -5.09% | -7.87% |
| Avg. Up Month | 20.73% | 34.02% |
| Avg. Down Month | -5.32% | -16.58% |
| Win Days % | 46.73% | 48.7% |
| Win Month % | 58.62% | 40.54% |
| Win Week % | 46.24% | 41.46% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |