| Metric | 6563336:etcusd:triple_gx:lsma225_115_30 | 6563336:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 385.3% | -18.81% |
| Max Drawdown | -39.97% | -67.71% |
| Sharpe | 1.15 | 0.34 |
| Sortino | 2.02 | 0.53 |
| Payoff Ratio | 1.4 | 1.25 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.48 | 1.09 |
| CPC Index | 0.87 | 0.64 |
| Tail Ratio | 1.12 | 1.04 |
| Outlier Win Ratio | 13.09 | 4.35 |
| Outlier Loss Ratio | 3.81 | 3.4 |
| Volatility (ann.) | 61.06% | 85.64% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.71 | -0.1 |
| Skew | 2.19 | 1.17 |
| Kurtosis | 19.16 | 7.71 |
| Expected Daily % | 0.14% | -0.02% |
| Expected Monthly % | 4.36% | -0.56% |
| Expected Yearly % | 48.42% | -5.08% |
| Kelly Criterion | 9.32% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -7.29% |
| Expected Shortfall (cVaR) | -5.07% | -7.29% |
| Year | 6563336:ETCUSD | 6563336:etcusd:triple_gx:lsma225_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -24.99 | 59.34 | -2.37 | + |
| 2023 | 39.89 | 77.97 | 1.95 | + |
| 2024 | 13.96 | 141.80 | 10.16 | + |
| 2025 | -32.11 | -29.22 | 0.91 | + |
| Metric | 6563336:etcusd:triple_gx:lsma225_115_30 | 6563336:ETCUSD |
|---|---|---|
| MTD | -15.14% | 2.79% |
| 3M | -24.12% | -9.27% |
| 6M | -27.87% | -46.85% |
| YTD | -29.22% | -32.11% |
| 1Y | 37.23% | -43.09% |
| 3Y (ann.) | 64.61% | -11.92% |
| 5Y (ann.) | 68.26% | -6.64% |
| Metric | 6563336:etcusd:triple_gx:lsma225_115_30 | 6563336:ETCUSD |
|---|---|---|
| Max Drawdown | -39.97% | -67.71% |
| Longest DD Days | 182.0 | 1021.0 |
| Avg. Drawdown | -11.31% | -22.86% |
| Avg. Drawdown Days | 40.0 | 156.0 |
| Recovery Factor | 9.64 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -39.97 | 175 |
| 2024-01-12 | 2024-07-12 | -27.82 | 182 |
| 2022-09-15 | 2023-03-14 | -25.61 | 180 |
| 2022-05-25 | 2022-07-27 | -19.21 | 63 |
| 2023-08-30 | 2023-11-06 | -17.89 | 68 |
| 2024-07-22 | 2024-11-09 | -16.97 | 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 |
| 2023-11-11 | 2023-12-27 | -14.10 | 46 |
| Metric | 6563336:etcusd:triple_gx:lsma225_115_30 | 6563336:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.18% | -16.52% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -12.55% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -15.14% | -36.81% |
| Best Year | 141.8% | 39.89% |
| Worst Year | -29.22% | -32.11% |
| Avg. Up Day | 3.79% | 3.8% |
| Avg. Down Day | -2.7% | -3.04% |
| Avg. Up Week | 11.1% | 13.17% |
| Avg. Down Week | -5.6% | -7.81% |
| Avg. Up Month | 18.87% | 32.24% |
| Avg. Down Month | -6.67% | -18.75% |
| Win Days % | 47.07% | 48.73% |
| Win Month % | 63.33% | 43.24% |
| Win Week % | 50.55% | 41.36% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |