| Metric | 6563317:etcusd:triple_gx:lsma215_115_30 | 6563317:ETCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 301.42% | -34.99% |
| Max Drawdown | -46.36% | -67.71% |
| Sharpe | 0.94 | 0.28 |
| Sortino | 1.61 | 0.44 |
| Payoff Ratio | 1.34 | 1.19 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.77 | 0.61 |
| Tail Ratio | 1.16 | 1.03 |
| Outlier Win Ratio | 12.96 | 4.41 |
| Outlier Loss Ratio | 3.8 | 3.35 |
| Volatility (ann.) | 60.91% | 86.28% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.04 | -0.17 |
| Skew | 1.92 | 1.01 |
| Kurtosis | 17.74 | 7.58 |
| Expected Daily % | 0.11% | -0.03% |
| Expected Monthly % | 3.28% | -1.0% |
| Expected Yearly % | 41.55% | -10.21% |
| Kelly Criterion | 6.46% | 6.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.09% | -7.36% |
| Expected Shortfall (cVaR) | -5.09% | -7.36% |
| Year | 6563317:ETCUSD | 6563317:etcusd:triple_gx:lsma215_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.12 | 36.91 | -1.19 | + |
| 2023 | 39.89 | 77.97 | 1.95 | + |
| 2024 | 13.96 | 137.09 | 9.82 | + |
| 2025 | -40.79 | -30.51 | 0.75 | + |
| Metric | 6563317:etcusd:triple_gx:lsma215_115_30 | 6563317:ETCUSD |
|---|---|---|
| MTD | -10.42% | -6.75% |
| 3M | -12.71% | -33.5% |
| 6M | -5.04% | -20.91% |
| YTD | -30.51% | -40.79% |
| 1Y | -1.71% | -35.67% |
| 3Y (ann.) | 41.89% | -10.38% |
| 5Y (ann.) | 48.31% | -11.5% |
| Metric | 6563317:etcusd:triple_gx:lsma215_115_30 | 6563317:ETCUSD |
|---|---|---|
| Max Drawdown | -46.36% | -67.71% |
| Longest DD Days | 344.0 | 1190.0 |
| Avg. Drawdown | -12.34% | -25.3% |
| Avg. Drawdown Days | 47.0 | 182.0 |
| Recovery Factor | 6.5 | -0.52 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -46.36 | 344 |
| 2024-01-12 | 2024-07-12 | -27.82 | 182 |
| 2022-09-15 | 2023-03-14 | -25.61 | 180 |
| 2022-05-10 | 2022-05-24 | -21.07 | 14 |
| 2022-05-25 | 2022-07-27 | -20.19 | 63 |
| 2023-08-30 | 2023-11-06 | -17.89 | 68 |
| 2024-07-22 | 2024-11-09 | -17.55 | 110 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-04-14 | 2023-06-23 | -14.40 | 70 |
| Metric | 6563317:etcusd:triple_gx:lsma215_115_30 | 6563317:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.66% | -23.38% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -14.5% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -18.22% | -36.81% |
| Best Year | 137.09% | 39.89% |
| Worst Year | -30.51% | -40.79% |
| Avg. Up Day | 3.7% | 3.71% |
| Avg. Down Day | -2.76% | -3.12% |
| Avg. Up Week | 10.42% | 12.53% |
| Avg. Down Week | -5.81% | -8.41% |
| Avg. Up Month | 18.16% | 33.21% |
| Avg. Down Month | -5.94% | -15.39% |
| Win Days % | 46.49% | 49.26% |
| Win Month % | 55.56% | 41.86% |
| Win Week % | 50.0% | 42.55% |
| Win Quarter % | 60.0% | 46.67% |
| Win Year % | 75.0% | 50.0% |