| Metric | 6563345:etcusd:triple_gx:lsma235_115_30 | 6563345:ETCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 7.09% | -45.64% |
| Max Drawdown | -48.14% | -63.3% |
| Sharpe | 0.35 | -0.12 |
| Sortino | 0.52 | -0.17 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.09 | 0.98 |
| Common Sense Ratio | 1.19 | 1.02 |
| CPC Index | 0.61 | 0.54 |
| Tail Ratio | 1.09 | 1.04 |
| Outlier Win Ratio | 15.41 | 4.03 |
| Outlier Loss Ratio | 3.3 | 2.9 |
| Volatility (ann.) | 52.16% | 79.21% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.1 | -0.53 |
| Skew | -0.08 | 0.48 |
| Kurtosis | 18.99 | 5.31 |
| Expected Daily % | 0.01% | -0.11% |
| Expected Monthly % | 0.36% | -3.16% |
| Expected Yearly % | 3.48% | -26.27% |
| Kelly Criterion | 0.62% | 2.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.44% | -6.85% |
| Expected Shortfall (cVaR) | -4.44% | -6.85% |
| Year | 6563345:ETCUSD | 6563345:etcusd:triple_gx:lsma235_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 74.22 | -9.06 | + |
| 2025 | -40.79 | -38.53 | 0.94 | + |
| Metric | 6563345:etcusd:triple_gx:lsma235_115_30 | 6563345:ETCUSD |
|---|---|---|
| MTD | -10.42% | -6.75% |
| 3M | -34.44% | -33.5% |
| 6M | -21.9% | -20.91% |
| YTD | -38.53% | -40.79% |
| 1Y | -13.05% | -35.67% |
| 3Y (ann.) | 4.66% | -33.32% |
| 5Y (ann.) | 4.66% | -33.32% |
| Metric | 6563345:etcusd:triple_gx:lsma235_115_30 | 6563345:ETCUSD |
|---|---|---|
| Max Drawdown | -48.14% | -63.3% |
| Longest DD Days | 344.0 | 344.0 |
| Avg. Drawdown | -9.16% | -21.44% |
| Avg. Drawdown Days | 39.0 | 90.0 |
| Recovery Factor | 0.15 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -48.14 | 344 |
| 2024-08-09 | 2024-11-09 | -17.53 | 92 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 2024-07-24 | 2024-08-08 | -7.56 | 15 |
| 2024-11-19 | 2024-11-21 | -6.13 | 2 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 2024-11-26 | 2024-11-27 | -4.74 | 1 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| 2024-11-24 | 2024-11-25 | -2.63 | 1 |
| Metric | 6563345:etcusd:triple_gx:lsma235_115_30 | 6563345:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 22.96% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 24.18% | 27.0% |
| Worst Week | -26.28% | -26.28% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -12.74% | -27.05% |
| Best Year | 74.22% | -8.2% |
| Worst Year | -38.53% | -40.79% |
| Avg. Up Day | 3.38% | 3.39% |
| Avg. Down Day | -2.7% | -2.97% |
| Avg. Up Week | 7.45% | 9.12% |
| Avg. Down Week | -6.63% | -9.63% |
| Avg. Up Month | 26.81% | 35.46% |
| Avg. Down Month | -6.53% | -14.59% |
| Win Days % | 44.8% | 48.26% |
| Win Month % | 37.5% | 36.84% |
| Win Week % | 53.19% | 43.21% |
| Win Quarter % | 33.33% | 28.57% |
| Win Year % | 50.0% | 0.0% |